Xtrackers FTSE Developed ex US Multifactor ETF (DEEF)
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Learn moreETF Summary
The fund will normally invest at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in equity securities of issuers from developed markets countries other than the United States. The index is designed to track the equity market performance of companies in developed countries selected on the investment style criteria of quality,value,momentum,low volatility and size. The fund is non-diversified.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 11.56% |
| 5y Average Return | 8.11% |
|---|---|
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.92 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
DEEF | Category Average | DEEF | Category Average | DEEF | Category Average |
|
Alpha
|
-0.73 | 3.17 | -0.81 | 3.29 | -0.66 | 0.45 |
|
BETA
|
0.92 | 0.84 | 0.93 | 0.91 | 0.93 | 1 |
|
Mean Annual Return
|
1.48 | 1.53 | 0.76 | 1 | 0.74 | 0.86 |
|
R-squared
|
82.97 | 79.9 | 89.95 | 83.24 | 91.4 | 86.16 |
|
Standard Deviation
|
13.47 | -- | 15.26 | -- | 14.59 | -- |
|
Sharpe Ratio
|
0.98 | 1.02 | 0.34 | 0.56 | 0.43 | 0.49 |
|
Treynor Ratio
|
14.8 | 17.08 | 4.55 | 8.73 | 5.89 | 7.02 |
