DEEF vs. VIDI

Last updated Jun 4, 2026

DEEF (Xtrackers FTSE Developed ex US Multifactor ETF) and VIDI (Vident International Equity Fund) are both Foreign Large Cap Equities funds - DEEF tracks the FTSE Developed ex US Comprehensive Factor Net Tax (US RIC) Index while VIDI tracks the Vident International Equity Index. Both are passively managed. Over the past 10 years, DEEF returned 8.28%/yr vs 10.99%/yr for VIDI. A 0.80 correlation means they provide meaningful diversification when combined. DEEF charges 0.24%/yr vs 0.59%/yr for VIDI.

Performance

DEEF vs. VIDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and Vident International Equity Fund (VIDI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DEEF achieves a 10.24% return, which is significantly lower than VIDI's 22.55% return. Over the past 10 years, DEEF has underperformed VIDI with an annualized return of 8.28%, while VIDI has yielded a comparatively higher 10.99% annualized return.

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%

VIDI

• 1D: -0.55%
• 1M: 7.84%
• YTD: 22.55%
• 6M: 25.74%
• 1Y: 49.83%
• 3Y*: 27.42%
• 5Y*: 12.15%
• 10Y*: 10.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DEEF vs. VIDI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DEEF Xtrackers FTSE Developed ex US Multifactor ETF	10.24%	32.36%	2.77%	16.99%	-16.94%	9.22%	7.90%	19.30%	-14.50%	29.23%
VIDI Vident International Equity Fund	22.55%	41.83%	6.03%	18.92%	-13.83%	11.93%	1.18%	15.84%	-17.65%	33.56%

Correlation

The correlation between DEEF and VIDI is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Nov 25, 2015	0.80

The correlation between DEEF and VIDI has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.

DEEF vs. VIDI - Sectors Allocation Comparison

Sectors	DEEF	VIDI
Industrials	23.4%	18.8%
Financial Services	14.2%	18.5%
Consumer Cyclical	10.8%	10.4%
Consumer Defensive	9.7%	6.2%
Basic Materials	9.6%	8.4%
Utilities	6.8%	3.1%
Real Estate	5.4%	0.8%
Energy	4.9%	8.0%
Technology	4.8%	13.7%
Healthcare	4.4%	6.1%
Communication Services	4.2%	6.0%

Return for Risk

DEEF vs. VIDI — Risk / Return Rank

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

DEEF

DEEF Risk / Return Rank: 49
DEEF Sharpe Ratio Rank: 52
DEEF Sortino Ratio Rank: 50
DEEF Omega Ratio Rank: 52
DEEF Calmar Ratio Rank: 46
DEEF Martin Ratio Rank: 47

VIDI

VIDI Risk / Return Rank: 90
VIDI Sharpe Ratio Rank: 93
VIDI Sortino Ratio Rank: 92
VIDI Omega Ratio Rank: 92
VIDI Calmar Ratio Rank: 87
VIDI Martin Ratio Rank: 87

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. VIDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and Vident International Equity Fund (VIDI). 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	VIDI	Difference
Sharpe ratio: Return per unit of total volatility	1.77	3.47	-1.70
Sortino ratio: Return per unit of downside risk	2.43	4.50	-2.06
Omega ratio: Gain probability vs. loss probability	1.32	1.63	-0.31
Calmar ratio: Return relative to maximum drawdown	2.25	4.97	-2.73
Martin ratio: Return relative to average drawdown	7.82	19.17	-11.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DEEF vs. VIDI - Sharpe Ratio Comparison

The current DEEF Sharpe Ratio is 1.77, which is lower than the VIDI Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of DEEF and VIDI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DEEF	VIDI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.77	3.47	-1.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.77	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.61	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.43	+0.07

Drawdowns

DEEF vs. VIDI - Drawdown Comparison

The maximum DEEF drawdown since its inception was -36.48%, smaller than the maximum VIDI drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for DEEF and VIDI.

Drawdown Indicators

	DEEF	VIDI	Difference
Max Drawdown Largest peak-to-trough decline	-36.48%	-48.39%	+11.91%
Max Drawdown (1Y) Largest decline over 1 year	-10.64%	-10.07%	-0.57%
Max Drawdown (3Y) Largest decline over 3 years	-11.07%	-14.54%	+3.47%
Max Drawdown (5Y) Largest decline over 5 years	-31.08%	-30.00%	-1.08%
Max Drawdown (10Y) Largest decline over 10 years	-36.48%	-48.39%	+11.91%
Current Drawdown Current decline from peak	-3.63%	-1.03%	-2.60%
Average Drawdown Average peak-to-trough decline	-7.09%	-10.39%	+3.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.05%	2.61%	+0.44%

Volatility

DEEF vs. VIDI - Volatility Comparison

The current volatility for Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) is 3.88%, while Vident International Equity Fund (VIDI) has a volatility of 4.35%. This indicates that DEEF experiences smaller price fluctuations and is considered to be less risky than VIDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEEF	VIDI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	4.35%	-0.47%
Volatility (6M) Calculated over the trailing 6-month period	11.62%	11.94%	-0.32%
Volatility (1Y) Calculated over the trailing 1-year period	13.53%	14.44%	-0.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.93%	15.94%	-1.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.29%	18.02%	-1.73%

DEEF vs. VIDI - Expense Ratio Comparison

DEEF has a 0.24% expense ratio, which is lower than VIDI's 0.59% expense ratio.

Dividends

DEEF vs. VIDI - Dividend Comparison

DEEF's dividend yield for the trailing twelve months is around 3.38%, less than VIDI's 3.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
VIDI Vident International Equity Fund	3.62%	4.26%	4.93%	4.14%	5.85%	4.62%	2.51%	3.35%	2.80%	2.21%	1.92%	2.25%

Frequently Asked Questions

Can I hold both DEEF and VIDI in my portfolio?

DEEF and VIDI have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DEEF or VIDI?

VIDI has higher volatility (4.35%) compared to DEEF (3.88%). In terms of maximum drawdown, DEEF dropped -36.48% vs VIDI's -48.39%.

Which ETF is better, DEEF or VIDI?

On 10-year performance, VIDI leads with 10.99% vs 8.28% for DEEF. On fees, DEEF is cheaper at 0.24% per year. On volatility, DEEF has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEEF or VIDI?

Over the 10-year period, VIDI has performed better with a 10.99% return vs 8.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEEF or VIDI?

DEEF is cheaper with a 0.24% expense ratio, compared with 0.59% for VIDI.

Which ETF pays a higher dividend yield, DEEF or VIDI?

VIDI has the higher dividend yield at 3.62%, compared with 3.38% for DEEF.

What is the main difference between DEEF and VIDI?

DEEF tracks FTSE Developed ex US Comprehensive Factor Net Tax (US RIC) Index, while VIDI tracks Vident International Equity Index. They also come from different issuers: Deutsche Bank and Vident. Their fees differ too: 0.24% for DEEF and 0.59% for VIDI.

Which has better risk-adjusted returns?

VIDI currently has the higher Sharpe Ratio (3.47 vs 1.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.