DEEF vs. VOO
Compare and contrast key facts about Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and Vanguard S&P 500 ETF (VOO).
DEEF and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both DEEF and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEEF or VOO.
Correlation
The correlation between DEEF and VOO is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DEEF vs. VOO - Performance Comparison
Key characteristics
DEEF:
0.66
VOO:
1.88
DEEF:
0.99
VOO:
2.53
DEEF:
1.12
VOO:
1.35
DEEF:
0.76
VOO:
2.81
DEEF:
1.84
VOO:
11.78
DEEF:
4.55%
VOO:
2.02%
DEEF:
12.70%
VOO:
12.67%
DEEF:
-36.47%
VOO:
-33.99%
DEEF:
-5.18%
VOO:
0.00%
Returns By Period
The year-to-date returns for both stocks are quite close, with DEEF having a 4.70% return and VOO slightly lower at 4.61%.
DEEF
4.70%
4.24%
-0.73%
7.63%
4.62%
N/A
VOO
4.61%
2.59%
10.08%
25.10%
14.79%
13.30%
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DEEF vs. VOO - Expense Ratio Comparison
DEEF has a 0.24% expense ratio, which is higher than VOO's 0.03% 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%.
Risk-Adjusted Performance
DEEF vs. VOO — Risk-Adjusted Performance Rank
DEEF
VOO
DEEF vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
DEEF vs. VOO - Dividend Comparison
DEEF's dividend yield for the trailing twelve months is around 3.85%, more than VOO's 1.19% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEEF Xtrackers FTSE Developed ex US Multifactor ETF | 3.85% | 4.04% | 3.97% | 3.31% | 3.84% | 2.71% | 3.74% | 2.80% | 2.61% | 4.35% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
DEEF vs. VOO - Drawdown Comparison
The maximum DEEF drawdown since its inception was -36.47%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DEEF and VOO. For additional features, visit the drawdowns tool.
Volatility
DEEF vs. VOO - Volatility Comparison
Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) has a higher volatility of 3.69% compared to Vanguard S&P 500 ETF (VOO) at 3.01%. This indicates that DEEF's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.