DEEFXtrackers FTSE Developed ex U.S. Multifactor ETF
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.
DEEF Summary Data
DEEF Portfolio Data
DEEF Index Data
DEEF Portfolio Management
DEEF Tax Exposures
DEEF Fund Structure
DEEF Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
DEEF Top 10 Holdings[View All]
DEEF Economic Development
DEEF Performance Statistics
DEEF MSCI ESG Ratings
DEEF Benchmark Comparison Summary
DEEF Benchmark Comparison Market Cap Size