Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) Performance
DEEF total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +11.6% since Dec 31, 2025
- 1 year
- +16.2% total return
- 5 years
- +8.0% a year
- 10 years
- +8.4% a year
- Since first price
- +7.9% a year since 2015
DEEF trailing returns vs SPY, QQQ, AGG
| Period | DEEF total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +0.3% | +0.3% | −1.0% | −5.0% | +0.9% |
| 3 months | +1.9% | +1.7% | +3.2% | +1.9% | −0.4% |
| 6 months | +3.0% | +1.5% | +7.8% | +8.4% | −1.5% |
| YTD | +11.6% | +9.8% | +12.3% | +15.1% | −1.0% |
| 1 year | +16.2% | +13.4% | +14.4% | +15.9% | −1.1% |
| 3 years | +75.0%+20.5%/yr | +58.3% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +47.2%+8.0%/yr | +23.1% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +124.1%+8.4%/yr | +60.3% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionNov 24, 2015 | +128.6%+7.9%/yr | +58.0% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: DEEF vs SPY
From Nov 24, 2015: DEEF grew to $22,855, SPY to $43,423.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DEEF returns by calendar year
7 of 10 full years positive. Best 2025 (+32.4%), worst 2022 (−16.9%). 2026 is year to date.
DEEF annual returns table
| Year | DEEF | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +11.6% | −10.6% | +12.3% | +15.1% | −1.0% |
| 2025 | +32.4% | −10.7% | +17.7% | +20.8% | +7.2% |
| 2024 | +2.8% | −9.8% | +24.9% | +25.6% | +1.3% |
| 2023 | +17.0% | −10.7% | +26.2% | +54.9% | +5.7% |
| 2022 | −16.9% | −29.0% | −18.2% | −32.6% | −13.0% |
| 2021 | +9.2% | −8.5% | +28.7% | +27.4% | −1.8% |
| 2020 | +7.9% | −35.2% | +18.3% | +48.6% | +7.5% |
| 2019 | +19.3% | −7.6% | +31.2% | +39.0% | +8.5% |
| 2018 | −14.5% | −21.0% | −4.6% | −0.1% | +0.1% |
| 2017 | +29.2% | −2.3% | +21.7% | +32.7% | +3.6% |
| 2016 | −0.3% | −9.6% | +12.0% | +7.1% | +2.4% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
DEEF largest drawdowns
Now 3.3% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 26, 2018 | −36.5% | Mar 23, 2020 | Nov 20, 2020 | 2.2 years | 2.8 years |
| Sep 3, 2021 | −31.1% | Oct 14, 2022 | Aug 19, 2024 | 1.1 years | 3.0 years |
| Sep 26, 2024 | −11.1% | Apr 7, 2025 | Apr 22, 2025 | 6 months | 7 months |
| Feb 25, 2026 | −10.6% | Mar 20, 2026 | Aug 7, 2026 | 23 days | 5 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
DEEF risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2015 |
|---|---|---|---|---|
| Annualized return | +18.4% | +8.3% | +7.9% | +7.8% |
| Volatility (annualized) | 12.8% | 15.4% | 14.8% | 14.9% |
| Sharpe ratio | 1.05 | 0.37 | 0.44 | 0.44 |
| Sortino ratio | 1.74 | 0.54 | 0.62 | 0.64 |
| Best month | +8.5% | +12.1% | +12.1% | +12.1% |
| Worst month | −7.6% | −10.9% | −15.5% | −15.5% |
| Best 12 months | +43.2% | +43.2% | +48.0% | +48.0% |
| Worst 12 months | +2.8% | −26.0% | −26.0% | −26.0% |
| Positive months | 72% | 62% | 63% | 63% |
| Beta vs S&P 500 | 0.54 | 0.71 | 0.77 | — |
| Correlation with S&P 500 | 0.53 | 0.73 | 0.80 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
DEEF rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 120 | −26.0% | +9.4% | +48.0% | 71% |
| 3-year (a year) | 96 | −2.9% | +5.0% | +20.7% | 91% |
| 5-year (a year) | 72 | −1.7% | +6.8% | +10.7% | 96% |
| 10-year (a year) | 12 | +7.1% | +8.3% | +9.4% | 100% |
Every holding period starting at a month-end since 2015. Returns for 3 years and longer are annualized.
DEEF performance overview
Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) returned +16.2% over the past year and +8.4% a year over ten years, with distributions reinvested. Since its first recorded price in 2015 it has returned +7.9% a year, turning $10,000 into about $22,855. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −36.5%, from Jan 26, 2018 to Mar 23, 2020, and it took 8 months to get back to the old high. DEEF finished 7 of its 10 full calendar years with a gain; the best year was 2025 (+32.4%) and the worst 2022 (−16.9%). Volatility has been 14.9% a year.
Related: DEEF chart, DEEF holdings, DEEF dividends. See the DEEF overview for the latest quote and fund facts.
DEEF performance FAQ
What is the DEEF return over the past year?
DEEF returned +16.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 13.4%.
What is the average annual return of DEEF?
DEEF has returned +8.0% a year over 5 years, +8.4% a year over 10 years, +7.9% a year since November 24, 2015 (total return, distributions reinvested).
How much would $10,000 invested in DEEF be worth?
$10,000 invested in DEEF at its first recorded close on November 24, 2015 would be worth about $22,855 on October 23, 2026 with distributions reinvested.
What was the worst year for DEEF?
The worst calendar year was 2022, with a total return of −16.9%. The best was 2025 at +32.4%.
What is the biggest drawdown of DEEF?
The largest peak-to-trough decline was −36.5% between January 26, 2018 and March 23, 2020. It recovered to the old high on November 20, 2020, 8 months after the bottom.
How volatile is DEEF?
Over the past 3 years DEEF had an annualized volatility of 12.8% and a Sharpe ratio of 1.05 (excess return over 1–3 month T-bills per unit of risk).