DEEF vs. VYMI
Compare and contrast key facts about Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and Vanguard International High Dividend Yield ETF (VYMI).
DEEF and VYMI 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. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016. Both DEEF and VYMI 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 VYMI.
Correlation
The correlation between DEEF and VYMI is 0.71, 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.
Performance
DEEF vs. VYMI - Performance Comparison
Key characteristics
DEEF:
0.91
VYMI:
0.97
DEEF:
1.36
VYMI:
1.42
DEEF:
1.18
VYMI:
1.20
DEEF:
1.26
VYMI:
1.23
DEEF:
2.95
VYMI:
4.27
DEEF:
4.75%
VYMI:
3.69%
DEEF:
15.46%
VYMI:
16.23%
DEEF:
-36.48%
VYMI:
-40.00%
DEEF:
-0.06%
VYMI:
-0.46%
Returns By Period
In the year-to-date period, DEEF achieves a 14.35% return, which is significantly higher than VYMI's 13.51% return.
DEEF
14.35%
16.44%
11.07%
13.34%
10.42%
N/A
VYMI
13.51%
15.49%
10.09%
14.85%
14.95%
N/A
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DEEF vs. VYMI - Expense Ratio Comparison
DEEF has a 0.24% expense ratio, which is higher than VYMI's 0.22% 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. VYMI — Risk-Adjusted Performance Rank
DEEF
VYMI
DEEF vs. VYMI - 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 International High Dividend Yield ETF (VYMI). 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. VYMI - Dividend Comparison
DEEF's dividend yield for the trailing twelve months is around 3.55%, less than VYMI's 4.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEEF Xtrackers FTSE Developed ex US Multifactor ETF | 3.55% | 4.04% | 3.96% | 3.31% | 3.84% | 2.71% | 3.74% | 2.80% | 2.61% | 4.35% |
VYMI Vanguard International High Dividend Yield ETF | 4.28% | 4.84% | 4.58% | 4.71% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Drawdowns
DEEF vs. VYMI - Drawdown Comparison
The maximum DEEF drawdown since its inception was -36.48%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DEEF and VYMI. For additional features, visit the drawdowns tool.
Volatility
DEEF vs. VYMI - Volatility Comparison
The current volatility for Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) is 6.02%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 7.50%. This indicates that DEEF experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.