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

48.1 M

ASSETS UNDER MGMT

24 bp

EXPENSES
Fund Basics
Fund sponsorDeutsche Bank
CategoryInternational
Asset classEquity
Websitelink...
Inception dateNov 24, 2015
Assets (mns)$48
Expense ratio24 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsQuarterly
Taxation1099
Stock selectionMulti-Factor
WeightingMulti-Factor
Holdings TransparencyFull
Derivatives-basedNo
Options availableNo
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings
TESCO PLC 1.0 %
3I GROUP PLC 0.9 %
JX HOLDINGS INC 0.7 %
SINGAPORE AIRLINES LTD 0.7 %
E.ON AG 0.7 %
TRELLEBORG AB-B SHS 0.7 %
DCC PLC 0.7 %
KEPPEL CORP LTD 0.7 %
TOKYO GAS CO LTD 0.7 %
OBAYASHI CORP 0.6 %
Constituent Breakdown
Number of holdings1221
Herfindahl-Hirschman Index 21
Wgt avg mkt cap (mns)$19,170
Large cap (>$10bn)54.0%
Mid cap ($2-10bn)40.7%
Small cap (<$2bn)4.8%
Developed mkts.94.6%
Emerging mkts.5.4%
Country Exposure
JAPAN 30.6 %
BRITAIN 11.5 %
AUSTRALIA 8.6 %
SWEDEN 5.5 %
SOUTH KOREA 4.6 %
SWITZERLAND 4.4 %
CANADA 4.3 %
FRANCE 4.1 %
GERMANY 3.9 %
SINGAPORE 3.3 %
Historical Performance


Standardized Performance (as of 11/30/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 7.1% 13.1% 12.4% 3.6% 5.1% -- 6.2%
Volatility 12.9% 13.1% 13.6% 15.5% 19.0% -- --
Market Correlations
versus...BetaR-squared
S&P 5000.8069%
MSCI EAFE0.9595%
MSCI Emg Mkts0.7966%
Liquidity Measures
Avg. volume (000)2
Turnover0.1%
Avg. Bid/Ask (% of price)0.68%
ADV of underlying (mns)$52,262
Technical Indicators
Recent close$28.30
30d moving avg.$29.29
Annualized volatility16.9%
Relative strength (RSI)44
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)

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 --%
0.6 11.3 1.2 3.9% --
Based on closing prices from 12/24/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
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 Rating

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.

ALTAR Score™

DEEF

8.8%

Cat. Avg

7.5%


ALTAR Score™ Calculation

Category Overview
There are 267 funds in the International Equity category, with an average ALTAR Score™ of 7.5% and a standard deviation of 2.7%. DEEF's ALTAR Score™ is approximately 0.5 standard deviations above the category average. This places DEEF in the 69th percentile among funds in the category.
Sell Side Consensus Rating

Sell-side recommendations on the ETF's individual constituents

DEEF
Peer Average
SELL
U/W
HOLD
O/W
BUY
Factor Scorecard

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
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. 26.6 13.3 39.9
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .