DEEF vs. VXUS

Last updated Jun 7, 2026

DEEF (Xtrackers FTSE Developed ex US Multifactor ETF) and VXUS (Vanguard Total International Stock 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 VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, DEEF returned 7.90%/yr vs 9.19%/yr for VXUS. Their correlation of 0.86 suggests significant overlap in exposure. DEEF charges 0.24%/yr vs 0.05%/yr for VXUS.

Performance

DEEF vs. VXUS - Performance Comparison

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

Returns By Period

In the year-to-date period, DEEF achieves a 8.14% return, which is significantly lower than VXUS's 10.17% return. Over the past 10 years, DEEF has underperformed VXUS with an annualized return of 7.90%, while VXUS has yielded a comparatively higher 9.19% annualized return.

DEEF

• 1D: -0.78%
• 1M: -3.20%
• YTD: 8.14%
• 6M: 10.63%
• 1Y: 20.95%
• 3Y*: 16.69%
• 5Y*: 7.10%
• 10Y*: 7.90%

VXUS

• 1D: -3.73%
• 1M: -2.81%
• YTD: 10.17%
• 6M: 12.29%
• 1Y: 25.97%
• 3Y*: 17.71%
• 5Y*: 7.67%
• 10Y*: 9.19%

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

DEEF vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DEEF Xtrackers FTSE Developed ex US Multifactor ETF	8.14%	32.36%	2.77%	16.99%	-16.94%	9.22%	7.90%	19.30%	-14.50%	29.23%
VXUS Vanguard Total International Stock ETF	10.17%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-14.43%	27.46%

Correlation

The correlation between DEEF and VXUS is 0.85, 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Nov 25, 2015	0.86

The correlation between DEEF and VXUS has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

DEEF vs. VXUS - Sectors Allocation Comparison

Sectors	DEEF	VXUS
Industrials	23.3%	16.1%
Financial Services	14.0%	22.3%
Consumer Cyclical	11.0%	8.4%
Basic Materials	9.7%	7.6%
Consumer Defensive	9.7%	5.0%
Utilities	6.7%	3.2%
Real Estate	5.4%	2.6%
Technology	5.0%	18.1%
Energy	4.8%	5.2%
Healthcare	4.4%	7.1%
Communication Services	4.2%	4.4%

Return for Risk

DEEF vs. VXUS — Risk / Return Rank

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

DEEF

DEEF Risk / Return Rank: 46
DEEF Sharpe Ratio Rank: 48
DEEF Sortino Ratio Rank: 47
DEEF Omega Ratio Rank: 48
DEEF Calmar Ratio Rank: 43
DEEF Martin Ratio Rank: 45

VXUS

VXUS Risk / Return Rank: 50
VXUS Sharpe Ratio Rank: 50
VXUS Sortino Ratio Rank: 47
VXUS Omega Ratio Rank: 51
VXUS Calmar Ratio Rank: 48
VXUS Martin Ratio Rank: 54

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. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and Vanguard Total International Stock ETF (VXUS). 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	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	1.57	1.69	-0.11
Sortino ratio: Return per unit of downside risk	2.18	2.31	-0.12
Omega ratio: Gain probability vs. loss probability	1.29	1.31	-0.03
Calmar ratio: Return relative to maximum drawdown	2.01	2.34	-0.34
Martin ratio: Return relative to average drawdown	6.90	9.11	-2.21
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. VXUS - Sharpe Ratio Comparison

The current DEEF Sharpe Ratio is 1.57, which is comparable to the VXUS Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of DEEF and VXUS, 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	VXUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.57	1.69	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.48	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.54	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.37	+0.11

Drawdowns

DEEF vs. VXUS - Drawdown Comparison

The maximum DEEF drawdown since its inception was -36.48%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for DEEF and VXUS.

Drawdown Indicators

	DEEF	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-36.48%	-35.97%	-0.51%
Max Drawdown (1Y) Largest decline over 1 year	-10.64%	-11.27%	+0.63%
Max Drawdown (3Y) Largest decline over 3 years	-11.07%	-13.58%	+2.51%
Max Drawdown (5Y) Largest decline over 5 years	-31.08%	-29.44%	-1.64%
Max Drawdown (10Y) Largest decline over 10 years	-36.48%	-35.97%	-0.51%
Current Drawdown Current decline from peak	-5.47%	-4.52%	-0.95%
Average Drawdown Average peak-to-trough decline	-7.09%	-8.21%	+1.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	2.89%	+0.20%

Volatility

DEEF vs. VXUS - Volatility Comparison

The current volatility for Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) is 3.25%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 6.16%. This indicates that DEEF experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEEF	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.25%	6.16%	-2.91%
Volatility (6M) Calculated over the trailing 6-month period	11.71%	13.58%	-1.87%
Volatility (1Y) Calculated over the trailing 1-year period	13.58%	15.67%	-2.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.93%	16.12%	-1.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.29%	17.19%	-0.90%

DEEF vs. VXUS - Expense Ratio Comparison

DEEF has a 0.24% expense ratio, which is higher than VXUS's 0.05% 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%.

Dividends

DEEF vs. VXUS - Dividend Comparison

DEEF's dividend yield for the trailing twelve months is around 3.44%, more than VXUS's 2.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEEF Xtrackers FTSE Developed ex US Multifactor ETF	3.44%	3.63%	4.04%	3.96%	3.31%	3.84%	2.71%	3.74%	2.80%	2.61%	4.35%	0.00%
VXUS Vanguard Total International Stock ETF	2.75%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both DEEF and VXUS in my portfolio?

DEEF and VXUS have a correlation of 0.85, 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 VXUS?

VXUS has higher volatility (6.16%) compared to DEEF (3.25%). In terms of maximum drawdown, DEEF dropped -36.48% vs VXUS's -35.97%.

Which ETF is better, DEEF or VXUS?

On 10-year performance, VXUS leads with 9.19% vs 7.90% for DEEF. On fees, VXUS is cheaper at 0.05% per year. On volatility, DEEF has been the lower-risk option at 3.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEEF or VXUS?

Over the 10-year period, VXUS has performed better with a 9.19% return vs 7.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEEF or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.24% for DEEF.

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

DEEF has the higher dividend yield at 3.44%, compared with 2.75% for VXUS.

What is the main difference between DEEF and VXUS?

DEEF is categorized as Foreign Large Cap Equities, while VXUS is Global Equities. DEEF tracks FTSE Developed ex US Comprehensive Factor Net Tax (US RIC) Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: Deutsche Bank and Vanguard. Their fees differ too: 0.24% for DEEF and 0.05% for VXUS.

Which has better risk-adjusted returns?

VXUS currently has the higher Sharpe Ratio (1.69 vs 1.57), 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.