DEEF

Xtrackers FTSE Developed ex U.S. Multifactor ETF
*Unless otherwise stated, data provided by FactSet.

DEEF Fund Description

DEEF tracks an index that selects and weights securities within the FTSE Developed ex-US index by five different factors.

DEEF Factset Analytics Insight

Launched November 2015, DEEF offers a factor-based selection and weighting approach to the FTSE Developed ex US Index. The fund tracks an index that is designed to provide exposure to five different factors: value, momentum, size, volatility, and quality. Value is measured and scored by ratios such as cash flow yield and earnings yield. 11-month return determines each company’s momentum score. Quality is scored based on ratios such as return on assets, asset turnover, and accrual measurements. The score for low volatility is calculated based on the standard deviation of total returns. Lastly, each size score is based on market capitalization. Generally, the fund selects and weights companies that exhibit high value, momentum, and quality, while favoring low volatility and size. Companies that don’t exhibit these attributes in a significant way are excluded. Prior to Jan. 28, 2021 the fund name was Xtrackers FTSE Developed ex US "Comprehensive" Factor ETF, there was no change to strategy or objective.

DEEF MSCI ESG Analytics Insight

Xtrackers FTSE Developed ex U.S. Multifactor ETF has an MSCI ESG Fund Rating of A based on a score of 6.66 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Xtrackers FTSE Developed ex U.S. Multifactor ETF ranks in the 69th percentile within its peer group and in the 19th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DEEF MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 06/18/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DEEF 1.84% 4.71% 9.20% 30.97% 6.35% 9.75% --
DEEF (NAV) -0.66% 3.28% 7.59% 29.71% 6.25% 9.22% --
FTSE Developed ex US Comprehensive Factor Index -0.66% 3.39% 7.80% 30.12% 6.56% 9.66% --
MSCI World ex USA IMI -0.39% 3.75% 9.74% 33.20% 8.11% 10.67% 6.36%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DEEF Summary Data

Deutsche Bank
Xtrackers
11/24/15
Open-Ended Fund
0.24%
$72.24M
$187.07K
0.40%

DEEF Portfolio Data

$16.67B
21.26
1.60
2.52%
N/A
1,212

DEEF Index Data

Multi-Factor
Multi-Factor
MSCI World ex USA IMI

DEEF Portfolio Management

0.24%
-0.27%
-0.16%
-0.66%

DEEF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DEEF Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

DEEF Factset Analytics Block Liquidity

As of 06/21/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DEEF. DEEF is rated a 4 out of 5.

DEEF Tradability

5,748
$187.07K
4,248
$138.88K
0.40%
$0.13
-0.10%
1.12% / -1.81%
None
18.00%
50,000
0.08
--
0.01%
0
$32.41
4

DEEF Sector/Industry Breakdown


DEEF
Segment Benchmark
21.26%
16.83%
17.96%
12.74%
16.79%
21.98%
14.71%
8.78%
8.07%
8.96%
7.11%
9.31%
4.72%
9.91%
4.27%
3.39%
2.45%
3.13%
1.96%
4.45%

DEEF Top 10 Holdings[View All]

0.92%
0.87%
0.81%
0.79%
0.62%
0.61%
0.58%
0.55%
0.53%
0.52%
6.79%

DEEF Countries


DEEF
Segment Benchmark
31.61%
21.87%
9.01%
13.94%
7.75%
6.64%
6.58%
--
5.40%
3.14%
4.99%
9.68%
4.86%
7.79%
4.66%
8.01%
4.27%
9.12%
3.07%
2.71%

DEEF Regions


DEEF
Segment Benchmark
52.31%
32.73%
40.90%
55.66%
5.56%
11.06%
1.23%
0.56%

DEEF Economic Development


DEEF
Segment Benchmark
99.54%
100.00%
0.46%
0.00%

DEEF Performance Statistics

0.92
0.89
0.86
0.83
0.24%
MSCI World ex USA IMI

DEEF MSCI ESG Ratings

6.66 / 10
18.68
69.29
6.75%
8.13%
200.42

DEEF Benchmark Comparison Holdings

1,212
3443
1,079
36.52%

DEEF Benchmark Comparison Summary


DEEF
Segment Benchmark
1,212
3443
$16.67B
$63.91B
21.26
40.09
1.60
1.85
2.40%
2.22%
Low
Low

DEEF Benchmark Comparison Market Cap Size


DEEF
Segment Benchmark
41.81%
72.80%
51.97%
20.10%
6.22%
6.58%
0.00%
0.52%