DEEF

Xtrackers FTSE Developed ex U.S. Comprehensive Factor ETF
D

74
*Unless otherwise stated, data provided by FactSet.

DEEF Fund Description

DEEF 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.

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.

DEEF MSCI ESG Analytics Insight

Xtrackers FTSE Developed ex U.S. Comprehensive Factor ETF has an MSCI ESG Fund Rating of A based on a score of 6.55 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. Comprehensive Factor ETF ranks in the 79th percentile within its peer group and in the 49th 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 CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DEEF -6.71% -4.02% 3.95% -7.06% 3.14% -- --
DEEF (NAV) -6.12% -3.65% 4.05% -5.30% 3.14% -- --
FTSE Developed ex US Comprehensive Factor Index -6.08% -2.43% 5.50% -3.91% 4.10% -- --
MSCI World ex USA IMI -6.34% -2.68% 7.45% -3.66% 4.41% 1.61% 5.19%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DEEF Summary Data

Xtrackers
11/24/15
Open-Ended Fund
0.24%
$71.05M
$519.59K
0.33%

DEEF Portfolio Data

$14.67B
13.90
1.50
1.63%
12/19/18
1201

DEEF Index Data

Multi-Factor
Multi-Factor
MSCI World ex USA IMI

DEEF Portfolio Management

0.24%
-0.52%
-0.22%
-10.19%

DEEF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DEEF Fund Structure

Open-Ended Fund
No
Yes
90% / 10%
N/A
N/A
Low
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

DEEF Factset Analytics Block Liquidity

As of 08/16/19
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

19,375
$519.59K
5,186
$143.59K
0.33%
$0.09
0.02%
1.68% / -1.87%
None
20.00%
50,000
0.10
0.23%
0.02%
--
$26.13
4

DEEF Sector/Industry Breakdown


DEEF
Segment Benchmark
22.39%
24.12%
21.61%
15.76%
11.93%
11.73%
10.55%
10.41%
8.67%
7.88%
8.38%
3.42%
4.98%
6.62%
4.11%
9.82%
3.79%
6.66%
3.58%
3.58%

DEEF TOP 10 HOLDINGS[View All]

1.23%
1.05%
0.95%
0.94%
0.88%
0.82%
0.71%
0.70%
0.64%
0.61%
8.53%

DEEF Countries


DEEF
Segment Benchmark
22.98%
22.73%
13.42%
15.40%
11.98%
6.54%
6.45%
8.69%
4.62%
9.13%
4.45%
3.19%
4.43%
2.78%
4.39%
7.65%
4.11%
1.49%
2.89%
--

DEEF Regions


DEEF
Segment Benchmark
47.90%
34.27%
43.23%
55.70%
6.80%
9.53%
2.07%
0.49%

DEEF Economic Development


DEEF
Segment Benchmark
99.02%
100.00%
0.98%
0.00%

DEEF Performance Statistics

0.33
0.91
0.89
0.96
0.84%
MSCI World ex USA IMI

DEEF MSCI ESG Ratings

A
6.55 / 10
48.90
79.28
8.40%
10.48%
266.12

DEEF BENCHMARK COMPARISON HOLDINGS

1201
3558
1,062
36.03%

DEEF BENCHMARK COMPARISON SUMMARY


DEEF
Segment Benchmark
1201
3558
$14.67B
$54.50B
13.90
16.74
1.50
1.59
3.19%
3.19%
Low
Low

DEEF BENCHMARK COMPARISON MARKET CAP SIZE


DEEF
Segment Benchmark
35.24%
68.45%
59.44%
22.73%
4.75%
7.74%
0.01%
1.07%