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DEEF vs. PRXV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DEEF vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and Praxis Impact Large Cap Value ETF (PRXV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DEEF

1D
-0.08%
1M
2.38%
YTD
10.24%
6M
13.08%
1Y
23.80%
3Y*
17.65%
5Y*
7.51%
10Y*
8.28%

PRXV

1D
-0.03%
1M
4.27%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEEF vs. PRXV - Yearly Performance Comparison


Correlation

The correlation between DEEF and PRXV is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 21, 2026

0.65

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Return for Risk

DEEF vs. PRXV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEEF
DEEF Risk / Return Rank: 4949
Overall Rank
DEEF Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DEEF Sortino Ratio Rank: 5050
Sortino Ratio Rank
DEEF Omega Ratio Rank: 5252
Omega Ratio Rank
DEEF Calmar Ratio Rank: 4646
Calmar Ratio Rank
DEEF Martin Ratio Rank: 4747
Martin Ratio Rank

PRXV
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DEEF vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and Praxis Impact Large Cap Value ETF (PRXV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DEEFPRXVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.25

Martin ratioReturn relative to average drawdown

7.82

DEEF vs. PRXV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DEEFPRXVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

4.54

-4.04

Drawdowns

DEEF vs. PRXV - Drawdown Comparison

The maximum DEEF drawdown since its inception was -36.48%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for DEEF and PRXV.


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Drawdown Indicators


DEEFPRXVDifference

Max Drawdown

Largest peak-to-trough decline

-36.48%

-1.18%

-35.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

Max Drawdown (3Y)

Largest decline over 3 years

-11.07%

Max Drawdown (5Y)

Largest decline over 5 years

-31.08%

Max Drawdown (10Y)

Largest decline over 10 years

-36.48%

Current Drawdown

Current decline from peak

-3.63%

-0.03%

-3.60%

Average Drawdown

Average peak-to-trough decline

-7.09%

-0.32%

-6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

Volatility

DEEF vs. PRXV - Volatility Comparison


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Volatility by Period


DEEFPRXVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

Volatility (1Y)

Calculated over the trailing 1-year period

13.53%

9.66%

+3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

9.66%

+5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

9.66%

+6.63%

DEEF vs. PRXV - Expense Ratio Comparison

DEEF has a 0.24% expense ratio, which is lower than PRXV's 0.36% expense ratio.


Dividends

DEEF vs. PRXV - Dividend Comparison

DEEF's dividend yield for the trailing twelve months is around 3.38%, while PRXV has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
DEEF
Xtrackers FTSE Developed ex US Multifactor ETF
3.38%3.63%4.04%3.96%3.31%3.84%2.71%3.74%2.80%2.61%4.35%
PRXV
Praxis Impact Large Cap Value ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DEEF and PRXV have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DEEF is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DEEF is cheaper with a 0.24% expense ratio, compared with 0.36% for PRXV.

DEEF has the higher dividend yield at 3.38%, compared with 0.00% for PRXV.

DEEF is categorized as Foreign Large Cap Equities, while PRXV is Large Cap Value Equities. They also come from different issuers: Deutsche Bank and Praxis. Their fees differ too: 0.24% for DEEF and 0.36% for PRXV.

Portfolio Optimizer

Find the right allocation for DEEF and PRXV

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