DEEF vs. XIDV

Last updated Jul 18, 2026

DEEF (Xtrackers FTSE Developed ex US Multifactor ETF) and XIDV (Franklin International Dividend Booster Index ETF) are both Foreign Large Cap Equities funds - DEEF tracks the FTSE Developed ex US Comprehensive Factor Net Tax (US RIC) Index while XIDV tracks the VettaFi New Frontier International Dividend Select Index. Both are passively managed. Over the past year, DEEF returned 21.19% vs 30.15% for XIDV. Their correlation of 0.83 suggests significant overlap in exposure. DEEF charges 0.24%/yr vs 0.19%/yr for XIDV.

Performance

DEEF vs. XIDV - Performance Comparison

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

Returns By Period

In the year-to-date period, DEEF achieves a 10.05% return, which is significantly lower than XIDV's 14.85% return.

DEEF

• 1D: -0.17%
• 1M: -0.01%
• 6M: 6.67%
• YTD: 10.05%
• 1Y: 21.19%
• 3Y*: 15.94%
• 5Y*: 7.92%
• 10Y*: 8.33%

XIDV

• 1D: 0.09%
• 1M: 1.86%
• 6M: 13.56%
• YTD: 14.85%
• 1Y: 30.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DEEF vs. XIDV - Yearly Performance Comparison

	2026 (YTD)	2025
DEEF Xtrackers FTSE Developed ex US Multifactor ETF	10.05%	30.06%
XIDV Franklin International Dividend Booster Index ETF	14.85%	40.77%

Correlation

The correlation between DEEF and XIDV is 0.81, 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	0.81
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025	0.83

The correlation between DEEF and XIDV has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

DEEF vs. XIDV - Sectors Allocation Comparison

Sectors	DEEF	XIDV
Industrials	25.0%	8.7%
Financial Services	14.2%	33.5%
Consumer Cyclical	10.8%	8.5%
Consumer Defensive	10.0%	8.9%
Basic Materials	9.2%	7.8%
Utilities	6.9%	7.6%
Real Estate	5.5%	2.1%
Energy	5.1%	11.1%
Technology	4.8%	0.9%
Communication Services	4.4%	5.3%
Healthcare	4.2%	5.3%

Return for Risk

DEEF vs. XIDV — Risk / Return Rank

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

DEEF

DEEF Risk / Return Rank: 55
DEEF Sharpe Ratio Rank: 58
DEEF Sortino Ratio Rank: 58
DEEF Omega Ratio Rank: 59
DEEF Calmar Ratio Rank: 50
DEEF Martin Ratio Rank: 49

XIDV

XIDV Risk / Return Rank: 88
XIDV Sharpe Ratio Rank: 91
XIDV Sortino Ratio Rank: 90
XIDV Omega Ratio Rank: 89
XIDV Calmar Ratio Rank: 87
XIDV Martin Ratio Rank: 85

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. XIDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and Franklin International Dividend Booster Index ETF (XIDV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DEEF	XIDV	Difference
Sharpe ratio: Return per unit of total volatility	1.53	2.40	-0.87
Sortino ratio: Return per unit of downside risk	2.15	3.30	-1.15
Omega ratio: Gain probability vs. loss probability	1.28	1.44	-0.16
Calmar ratio: Return relative to maximum drawdown	2.00	3.67	-1.67
Martin ratio: Return relative to average drawdown	6.27	12.90	-6.63

DEEF vs. XIDV - Sharpe Ratio Comparison

The current DEEF Sharpe Ratio is 1.53, which is lower than the XIDV Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of DEEF and XIDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DEEF vs. XIDV - Drawdown Comparison

The maximum DEEF drawdown since its inception was -36.48%, which is greater than XIDV's maximum drawdown of -12.15%. Use the drawdown chart below to compare losses from any high point for DEEF and XIDV.

Drawdown Indicators

	DEEF	XIDV	Difference
Max Drawdown Largest peak-to-trough decline	-36.48%	-12.15%	-24.33%
Max Drawdown (1Y) Largest decline over 1 year	-10.64%	-8.25%	-2.39%
Max Drawdown (3Y) Largest decline over 3 years	-11.07%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-31.08%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.48%	—	—
Current Drawdown Current decline from peak	-3.80%	0.00%	-3.80%
Average Drawdown Average peak-to-trough decline	-7.06%	-1.41%	-5.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	2.34%	+1.05%

Volatility

DEEF vs. XIDV - Volatility Comparison

Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) has a higher volatility of 3.67% compared to Franklin International Dividend Booster Index ETF (XIDV) at 3.06%. This indicates that DEEF's price experiences larger fluctuations and is considered to be riskier than XIDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEEF	XIDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.67%	3.06%	+0.61%
Volatility (6M) Calculated over the trailing 6-month period	12.13%	10.48%	+1.65%
Volatility (1Y) Calculated over the trailing 1-year period	13.89%	12.61%	+1.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.96%	14.58%	+0.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.94%	14.58%	+1.36%

DEEF vs. XIDV - Expense Ratio Comparison

DEEF has a 0.24% expense ratio, which is higher than XIDV's 0.19% 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. XIDV - Dividend Comparison

DEEF's dividend yield for the trailing twelve months is around 3.45%, less than XIDV's 5.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DEEF Xtrackers FTSE Developed ex US Multifactor ETF	3.45%	3.63%	4.04%	3.96%	3.31%	3.84%	2.71%	3.74%	2.80%	2.61%	4.35%
XIDV Franklin International Dividend Booster Index ETF	5.94%	4.63%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DEEF and XIDV in my portfolio?

DEEF and XIDV have a correlation of 0.81, 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 XIDV?

DEEF has higher volatility (3.67%) compared to XIDV (3.06%). In terms of maximum drawdown, DEEF dropped -36.48% vs XIDV's -12.15%.

Which ETF is better, DEEF or XIDV?

On 1-year performance, XIDV leads with 30.15% vs 21.19% for DEEF. On fees, XIDV is cheaper at 0.19% per year. On volatility, XIDV has been the lower-risk option at 3.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEEF or XIDV?

Over the 1-year period, XIDV has performed better with a 30.15% return vs 21.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEEF or XIDV?

XIDV is cheaper with a 0.19% expense ratio, compared with 0.24% for DEEF.

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

XIDV has the higher dividend yield at 5.94%, compared with 3.45% for DEEF.

What is the main difference between DEEF and XIDV?

DEEF tracks FTSE Developed ex US Comprehensive Factor Net Tax (US RIC) Index, while XIDV tracks VettaFi New Frontier International Dividend Select Index. They also come from different issuers: Deutsche Bank and Franklin Templeton. Their fees differ too: 0.24% for DEEF and 0.19% for XIDV.

Which has better risk-adjusted returns?

XIDV currently has the higher Sharpe Ratio (2.40 vs 1.53), 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.