DEEF vs. SNPE
Compare and contrast key facts about Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and Xtrackers S&P 500 ESG ETF (SNPE).
DEEF and SNPE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEEF is a passively managed fund by Deutsche Bank that tracks the performance of the FTSE Developed ex US Comprehensive Factor Net Tax (US RIC) Index. It was launched on Nov 24, 2015. SNPE is a passively managed fund by Deutsche Bank that tracks the performance of the S&P 500 ESG Index. It was launched on Jun 26, 2019. Both DEEF and SNPE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DEEF vs. SNPE - Performance Comparison
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DEEF vs. SNPE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DEEF Xtrackers FTSE Developed ex US Multifactor ETF | 5.41% | 32.36% | 2.77% | 16.99% | -16.94% | 9.22% | 7.90% | 7.19% |
SNPE Xtrackers S&P 500 ESG ETF | -4.45% | 18.56% | 23.85% | 27.79% | -17.67% | 31.43% | 19.84% | 12.92% |
Returns By Period
In the year-to-date period, DEEF achieves a 5.41% return, which is significantly higher than SNPE's -4.45% return.
DEEF
- 1D
- 2.85%
- 1M
- -7.64%
- YTD
- 5.41%
- 6M
- 10.87%
- 1Y
- 30.51%
- 3Y*
- 16.25%
- 5Y*
- 7.77%
- 10Y*
- 7.98%
SNPE
- 1D
- 2.87%
- 1M
- -5.26%
- YTD
- -4.45%
- 6M
- -0.29%
- 1Y
- 19.35%
- 3Y*
- 18.41%
- 5Y*
- 12.56%
- 10Y*
- —
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DEEF vs. SNPE - Expense Ratio Comparison
DEEF has a 0.24% expense ratio, which is higher than SNPE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DEEF vs. SNPE — Risk / Return Rank
DEEF
SNPE
DEEF vs. SNPE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and Xtrackers S&P 500 ESG ETF (SNPE). 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 | SNPE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.04 | 1.06 | +0.97 |
Sortino ratioReturn per unit of downside risk | 2.70 | 1.62 | +1.08 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.24 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.79 | 1.64 | +1.15 |
Martin ratioReturn relative to average drawdown | 11.11 | 7.61 | +3.50 |
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 | SNPE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 1.06 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.74 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.78 | -0.30 |
Correlation
The correlation between DEEF and SNPE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DEEF vs. SNPE - Dividend Comparison
DEEF's dividend yield for the trailing twelve months is around 3.53%, more than SNPE's 1.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DEEF Xtrackers FTSE Developed ex US Multifactor ETF | 3.53% | 3.63% | 4.04% | 3.96% | 3.31% | 3.84% | 2.71% | 3.74% | 2.80% | 2.61% | 4.35% |
SNPE Xtrackers S&P 500 ESG ETF | 1.05% | 1.01% | 1.17% | 1.32% | 1.65% | 1.08% | 1.42% | 1.20% | 0.00% | 0.00% | 0.00% |
Drawdowns
DEEF vs. SNPE - Drawdown Comparison
The maximum DEEF drawdown since its inception was -36.48%, which is greater than SNPE's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DEEF and SNPE.
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Drawdown Indicators
| DEEF | SNPE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.48% | -33.37% | -3.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -12.37% | +1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -31.08% | -24.65% | -6.43% |
Max Drawdown (10Y)Largest decline over 10 years | -36.48% | — | — |
Current DrawdownCurrent decline from peak | -7.85% | -6.87% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -5.06% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.66% | +0.01% |
Volatility
DEEF vs. SNPE - Volatility Comparison
Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) has a higher volatility of 7.76% compared to Xtrackers S&P 500 ESG ETF (SNPE) at 5.22%. This indicates that DEEF's price experiences larger fluctuations and is considered to be riskier than SNPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEEF | SNPE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 5.22% | +2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 9.31% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 18.28% | -3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 17.10% | -2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 19.82% | -3.58% |