XRLV vs. DEEF

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF (XRLV) and Xtrackers FTSE Developed ex US Multifactor ETF (DEEF).

XRLV and DEEF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XRLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Rate Response Index. It was launched on Apr 9, 2015. 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. Both XRLV and DEEF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XRLV vs. DEEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF (XRLV) and Xtrackers FTSE Developed ex US Multifactor ETF (DEEF). The values are adjusted to include any dividend payments, if applicable.

XRLV vs. DEEF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XRLV Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF	6.34%	4.11%	14.11%	0.06%	-4.77%	27.39%	2.56%	29.80%	-3.28%	23.51%
DEEF Xtrackers FTSE Developed ex US Multifactor ETF	6.83%	32.36%	2.77%	16.99%	-16.94%	9.22%	7.90%	19.30%	-14.50%	29.23%

Returns By Period

XRLV

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DEEF

• 1D: 1.34%
• 1M: -5.05%
• YTD: 6.83%
• 6M: 12.08%
• 1Y: 32.29%
• 3Y*: 16.76%
• 5Y*: 8.05%
• 10Y*: 8.12%

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

XRLV vs. DEEF - Expense Ratio Comparison

XRLV has a 0.25% expense ratio, which is higher than DEEF's 0.24% 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%.

XRLV

Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF

DEEF

Xtrackers FTSE Developed ex US Multifactor ETF

Return for Risk

XRLV vs. DEEF — Risk / Return Rank

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

DEEF

DEEF Risk / Return Rank: 90
DEEF Sharpe Ratio Rank: 91
DEEF Sortino Ratio Rank: 92
DEEF Omega Ratio Rank: 93
DEEF Calmar Ratio Rank: 88
DEEF Martin Ratio Rank: 89

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.

XRLV vs. DEEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF (XRLV) and Xtrackers FTSE Developed ex US Multifactor ETF (DEEF). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	XRLV	DEEF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.15	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.54	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.50	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.49	—

Correlation

The correlation between XRLV and DEEF is 0.58, 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.

Dividends

XRLV vs. DEEF - Dividend Comparison

XRLV's dividend yield for the trailing twelve months is around 1.86%, less than DEEF's 3.49% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XRLV Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF	1.86%	2.15%	1.94%	2.57%	1.96%	1.26%	1.65%	1.66%	1.76%	1.39%	1.71%	1.07%
DEEF Xtrackers FTSE Developed ex US Multifactor ETF	3.49%	3.63%	4.04%	3.96%	3.31%	3.84%	2.71%	3.74%	2.80%	2.61%	4.35%	0.00%

Drawdowns

Drawdown Indicators

	XRLV	DEEF	Difference
Max Drawdown Largest peak-to-trough decline	—	-36.48%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-10.64%	—
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	—	-6.61%	—
Average Drawdown Average peak-to-trough decline	—	-7.15%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.70%	—

Volatility

Volatility by Period

	XRLV	DEEF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.37%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.50%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.10%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	14.87%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	16.24%	—