DEEF
Xtrackers FTSE Developed ex US Multifactor ETF
The Xtrackers FTSE Developed ex US Comprehensive Factor ETF tracks the FTSE Developed ex US Comprehensive Factor Net Tax (US RIC) Index, which selects and weights securities within the FTSE Developed ex US index by five different factors.
International
EQUITY
Passive
MANAGEMENT STYLE
24 bp
EXPENSES
$52.2 M
ASSETS UNDER MGMT
Fund Basics
| Fund sponsor | Deutsche Bank |
| Category | International |
| Asset class | Equity |
| Website | link... |
| Inception date | Nov 24, 2015 |
| Assets (mns) | $52 |
| Expense ratio | 24 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-Ended Fund |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Multi-Factor |
| Weighting | Multi-Factor |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
| 3I GROUP PLC | 0.9 % |
| TESCO PLC | 0.9 % |
| JX HOLDINGS INC | 0.8 % |
| TOKYO GAS CO LTD | 0.7 % |
| TRELLEBORG AB-B SHS | 0.7 % |
| DCC PLC | 0.7 % |
| SINGAPORE AIRLINES LTD | 0.7 % |
| KEPPEL CORP LTD | 0.7 % |
| E.ON AG | 0.6 % |
| OBAYASHI CORP | 0.6 % |
Constituent Breakdown
| Number of holdings | 1224 |
| Herfindahl-Hirschman Index | 21 |
| Wgt avg mkt cap (mns) | $18,769 |
| Large cap (>$10bn) | 51.9% |
| Mid cap ($2-10bn) | 42.6% |
| Small cap (<$2bn) | 5.0% |
| Developed mkts. | 94.3% |
| Emerging mkts. | 5.7% |
Country Exposure
 |
JAPAN | 30.7 % |
 |
BRITAIN | 10.7 % |
 |
AUSTRALIA | 8.8 % |
 |
SWEDEN | 5.4 % |
 |
SOUTH KOREA | 4.4 % |
 |
SWITZERLAND | 4.3 % |
 |
CANADA | 4.1 % |
 |
FRANCE | 4.0 % |
 |
GERMANY | 3.9 % |
 |
SINGAPORE | 3.3 % |
Historical Performance
Standardized Performance (as of 06/30/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 1.5% | 10.7% | 10.8% | 0.3% | 4.8% | -- | 5.8% | Volatility | 11.2% | 12.3% | 15.3% | 15.2% | 18.7% | -- | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.78 | 72% |
| MSCI EAFE | 0.94 | 96% |
| MSCI Emg Mkts | 0.77 | 66% |
Liquidity Measures
| Avg. volume (000) | 3 |
| Turnover | 0.2% |
| Avg. Bid/Ask (% of price) | 0.68% |
| ADV of underlying (mns) | $55,904 |
Technical Indicators
| Recent close | $29.00 |
| 30d moving avg. | $29.02 |
| Annualized volatility | 16.6% |
| Relative strength (RSI) | 51 |
| Short interest (ETF) | 0.0% |
| Short interest (underlying) | 0.0% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. DEEF |
Expenses vs. DEEF |
ALTAR Score™ vs. DEEF |
|---|---|---|---|---|
| ISZE | iShares MSCI Intl Size Factor ETF | 42.5% | +6 bp | -1.6% |
| GSIE | Goldman Sachs ActiveBeta International Equity ETF | 39.5% | +1 bp | -1.3% |
| MFDX | PIMCO RAFI Dynamic Multi-Factor International Equity ETF | 38.6% | +15 bp | -1.1% |
| JPIN | J.P. Morgan Diversified Return International Equity ETF | 38.5% | +13 bp | +0.1% |
| CIL | VictoryShares International Volatility Wtd ETF | 38.1% | +21 bp | -1.5% |
| CIZ | VictoryShares Developed Enhanced Volatility Wtd ETF | 38.1% | +27 bp | -1.6% |
| HFXI | IQ FTSE International Equity Currency Neutral ETF | 36.9% | -4 bp | -1.5% |
| FNDF | Schwab Fundamental International Large Co. Index ETF | 36.5% | +1 bp | +0.9% |
| SCHF | Schwab International Equity ETF | 35.4% | -18 bp | -1.2% |
| DFIC | Dimensional International Core Equity 2 ETF | 35.3% | -1 bp | -0.9% |
Risk and Returns: DEEF vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
| 2023 | 2024E | Fwd Est | 2025E | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 7/25/2024
Peer Group Comparison Sample data. Subscribe for access.
Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
DEEF
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Fund Rating
Our measure of an ETF's overall investment merit
ALTAR Score™
DEEF
8.3%
Cat. Avg
7.2%
Fund Category: International
| Avg. Return on Equity | --% |
| Divided by: Fwd. P/BV | --x |
| Less: Expenses | -- bp |
| Equals: ALTAR Score™ | 8.3% |
Recommendation
OVERWEIGHT
Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals.
Category Overview
There are 258 funds in the International category, with an average ALTAR Score™
of 7.2% and a standard deviation of
2.4%. DEEF's ALTAR Score™ is approximately
0.5 standard deviations
above
the category average. This places DEEF in the 68th percentile among funds in the category.
Consensus Recommendation
Sell-side recommendations on the ETF's individual constituents
Composite
DEEF
Peer Average
Recent Trends
SELL
U/W
HOLD
O/W
BUY
Recent Trends
Breakdown
Expense Analysis
| Peer Group | Passive International Equity ETFs |
| # of ETFs | 77 |
| Avg. Expense Ratio | 38.8 bp |
| Std. Deviation | 21.2 bp |
| DEEF (24 bp) Percentile rank | 24 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| DEEF | 24.0 | 68.3 | 92.3 |
| Peer Avg. | 26.0 | 14.3 | 40.2 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .