See what your fund actually adds
Xtrackers FTSE Developed ex US Multifactor ETF DEEF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DEEF | Replication |
|---|---|---|
| Annualized growth | 7.7% | 7.7% |
| Annualized volatility | 13.5% | 12.7% |
| Sharpe ratio | 0.62 | 0.65 |
| Maximum drawdown | 28.3% | 22.8% |
| Replication fit (R²) | 0.89 · Tracking error 4.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model DEEF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VNQI | Alternatives · Intl Real Estate | 28.4% |
| EFV | Intl · Value | 24.9% |
| DGS | EM Small Cap | 23.6% |
| DBEF | Intl · Dev Hedged | 23.1% |