DEEF vs. PRXV
DEEF (Xtrackers FTSE Developed ex US Multifactor ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both exchange-traded funds - DEEF is a Foreign Large Cap Equities fund tracking the FTSE Developed ex US Comprehensive Factor Net Tax (US RIC) Index, while PRXV is a Large Cap Value Equities fund actively managed by Praxis. DEEF is passively managed, while PRXV is actively managed. A 0.65 correlation means they provide meaningful diversification when combined. DEEF charges 0.24%/yr vs 0.36%/yr for PRXV.
Performance
DEEF vs. PRXV - Performance Comparison
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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*
- —
DEEF vs. PRXV - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DEEF Xtrackers FTSE Developed ex US Multifactor ETF | -0.54% |
PRXV Praxis Impact Large Cap Value ETF | 4.51% |
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
DEEF
PRXV
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.
| DEEF | PRXV | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEEF | PRXV | Difference | |
|---|---|---|---|
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
| DEEF | PRXV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.63% | -0.03% | -3.60% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -0.32% | -6.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | — | — |
Volatility
DEEF vs. PRXV - Volatility Comparison
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Volatility by Period
| DEEF | PRXV | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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