NYSEArca - Delayed Quote USD

Xtrackers FTSE Developed ex US Multifactor ETF (DEEF)

32.41
+0.11
+(0.35%)
At close: May 16 at 11:25:21 AM EDT

ETF 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

Performance & Risk

YTD Return 15.09%
5y Average Return 11.27%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.98
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
DEEFCategory AverageDEEFCategory AverageDEEFCategory Average
Alpha 0.02 2.6 0.37 2.68 0 0.28
BETA 0.98 0.99 0.95 0.99 0 1.01
Mean Annual Return 0.74 0.96 0.9 1.12 0 0.52
R-squared 93.69 87.73 91.66 85.59 0 88.52
Standard Deviation 15.94 16.62 15.04 16.26 0 16.13
Sharpe Ratio 0.27 0.42 0.53 0.65 0 0.26
Treynor Ratio 3.27 6.11 7.59 10.11 0 2.96

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