Xtrackers FTSE Developed ex US Comprehensive Factor ETF
ALTAR
Score™
7.2% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
21.0x P/Sales
ratio
1.0x
P/BV
ratio
1.4x Div.
yield
2.8%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
The Xtrackers FTSE Developed ex US Comprehensive Factor ETF 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.

FUND BASICS
Category International Equities
Fund Sponsor Deutsche Bank
Website etfus.deutscheawm.com
Inception date Nov 24, 2015
Assets (mns) $70
Currency USD
Expense ratio 24 bp
Distributions Quarterly

FUND STRUCTURE
Regulation Open-Ended Fund
Custodian
Weighting Multi-Factor
Index replication
Uses derivatives No
Options available No

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 1183
Wgt avg mkt cap (mns) $15,918
Large cap (>$10bn) 47.0%
Mid cap ($2-10bn) 47.7%
Small cap (<$2bn) 3.8%
Developed mkts 97.3%
Emerging mkts 2.7%

TOP TEN HOLDINGS
COLES GROUP LTD. 1.3 %
KINNEVIK AB CLASS B 1.1 %
SEKISUI HOUSE LTD 0.7 %
SEGRO PLC 0.7 %
INDUSTRIVARDEN AB CLASS A 0.7 %
INVESTOR AB-B SHS 0.7 %
WOOLWORTHS LIMITED 0.6 %
INDUSTRIVARDEN AB CLASS C 0.5 %
MAGNA INTERNATIONAL INC-CL A 0.5 %
3I GROUP PLC 0.5 %
Total 7.1 %

TOP COUNTRY EXPOSURE
JAPAN 22.1 %
BRITAIN 11.6 %
AUSTRALIA 11.0 %
SWEDEN 8.8 %
CANADA 6.3 %
FRANCE 5.8 %
GERMANY 4.7 %
SWITZERLAND 4.4 %
SINGAPORE 2.9 %
NETHERLANDS 2.8 %

HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru July 31)
Year-to-date 1 year 5 years 10 years Since Incep.
-8.5% -0.6% -- -- 4.9%

Market Correlations
versus... Beta R-squared
S&P500 0.83 84%
MSCI EAFE 0.97 96%
MSCI Emg. Mkts. 0.70 81%

Technical Indicators
Recent close $26.98
30d moving avg. $26.06
Annualized volatility 15.6%
Short interest (ETF) 0.1%
Relative strength (RSI) 63

Liquidity measures
Avg. volume (thou.) 6
Turnover 0.2%
Bid/Ask (% of price) 0.54%
ADV underlying (mns) $54,342

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 99 potential alternatives to the Xtrackers FTSE Developed ex US Comprehensive Factor ETF ETF based on the alternatives' overlap in portfolio holdings with DEEF. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: DEEF Expense: 24 bp ALTAR Score™: 7.2%


ALTERNATIVE ETFs BASED ON OVERLAP WITH DEEF
Ticker Fund
Name
Overlap1
vs DEEF
(%)
Expense
ratio
(bp)
Savings
vs DEEF
(bp)
ALTAR
Score™
(%)
ALTAR
vs DEEF
(%)
ISZE iShares Edge MSCI Intl Size Factor ETF 49.0 30 -6 7.3 +0.1
CIL VictoryShares International Volatility Weighted Index ETF 42.3 45 -21 6.8 -0.4
IDLB Invesco FTSE International Low Beta Equal Weight ETF 42.1 45 -21 7.2 -0.0
MFDX PIMCO RAFI Dynamic Multi-Factor International Equity ETF 41.7 39 -15 6.5 -0.7
SCHF Schwab International Equity ETF 41.5 6 18 7.4 +0.2
GSIE Goldman Sachs ActiveBeta International Equity ETF 40.4 25 -1 6.6 -0.6
PBDM Invesco PureBeta FTSE Developed ex-North America ETF 40.3 7 17 7.6 +0.4
SPDW SPDR Portfolio Developed World ex-US ETF 38.6 4 20 7.1 -0.0
IDEV iShares Core MSCI International Developed Markets ETF 38.6 5 19 7.2 +0.1
HFXI IQ 50 Percent Hedged FTSE International ETF 38.3 20 4 7.4 +0.2
VEA Vanguard FTSE Developed Markets ETF 38.0 5 19 7.4 +0.2
JHMD John Hancock Multifactor Developed International ETF 37.7 39 -15 7.5 +0.3
IEFA iShares Core MSCI EAFE ETF 37.5 7 17 7.3 +0.2
DBEF Xtrackers MSCI EAFE Hedged Equity ETF 37.3 35 -11 6.9 -0.3
EFA iShares MSCI EAFE ETF 36.9 32 -8 7.1 -0.1
FNDF Schwab Fundamental International Large Co. Index ETF 36.8 25 -1 8.8 +1.7
JPIN JPMorgan Diversified Return International Equity ETF 36.4 37 -13 7.9 +0.8
AVDE Avantis International Equity ETF 36.3 23 1 7.8 +0.7
PQIN PGIM QMA Strategic Alpha International Equity ETF 36.2 29 -5 7.7 +0.6
EFAX SPDR MSCI EAFE Fossil Fuel Free ETF 36.0 20 4 7.1 -0.1
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF 35.9 45 -21 8.9 +1.7
GSID Goldman Sachs MarketBeta International Equity ETF 35.6 20 4 7.4 +0.2
QEFA SPDR MSCI EAFE Quality Mix ETF 35.2 30 -6 6.9 -0.3
SCID Global X Scientific Beta Europe ETF 34.1 39 -15 6.4 -0.8
RODM Hartford Multifactor Developed Markets (ex-US) ETF 33.8 29 -5 8.7 +1.5
ISDX Invesco Strategic Developed ex-US ETF 33.6 23 1 7.4 +0.2
VEU Vanguard FTSE All-World ex-US Index Fund 33.5 8 16 7.5 +0.3
PDEV Principal International Multi-Factor Core Index ETF 33.3 25 -1 7.9 +0.7
DIM WisdomTree International MidCap Dividend Fund 32.8 58 -34 7.7 +0.6
CIZ VictoryShares Developed Enhanced Volatility Weighted Index E 32.4 45 -21 6.7 -0.4
BKIE BNY Mellon International Equity ETF 32.3 4 20 7.4 +0.2
ESGD iShares MSCI EAFE ESG Optimized ETF 32.2 20 4 6.9 -0.2
ACWX iShares MSCI ACWI ex U.S. ETF 32.0 32 -8 7.2 +0.0
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF 31.9 40 -16 7.0 -0.2
IXUS ishares Core MSCI Total International Stock ETF 31.6 9 15 7.3 +0.2
VXUS Vanguard Total International Stock Index Fund 31.2 8 16 7.5 +0.3
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund 30.6 35 -11 8.6 +1.4
DWM WisdomTree International Equity Fund 30.3 48 -24 8.4 +1.2
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt 30.2 39 -15 8.4 +1.2
IQIN IQ 500 International ETF 30.2 25 -1 8.8 +1.7
HFXE IQ 50 PERCENT HEDGED FTSE EUROPE ETF 30.2 30 -6 6.8 -0.4
FLEH Franklin FTSE Europe Hedged ETF 29.9 9 15 7.1 -0.1
RNDM Developed International Equity Select ETF 29.8 65 -41 6.3 -0.9
FLEE Franklin FTSE Europe ETF 29.2 9 15 7.0 -0.2
IQSI IQ Candriam ESG International Equity ETF 29.2 15 9 7.3 +0.1
VSGX Vanguard ESG International Stock ETF 29.0 17 7 7.1 -0.1
UIVM VictoryShares USAA MSCI International Value Momentum ETF 28.7 35 -11 8.6 +1.5
QINT American Century Quality Diversified International ETF 28.5 39 -15 5.7 -1.5
EFG iShares MSCI EAFE Growth ETF 28.2 40 -16 4.5 -2.6
GSEU Goldman Sachs ActiveBeta Europe Equity ETF 28.2 25 -1 6.5 -0.7
VPL Vanguard FTSE Pacific ETF 28.2 8 16 7.7 +0.5
DHDG WisdomTree Dynamic Currency Hedged Intl Quality Div Growth 28.0 30 -6 0.0 -7.2
IEUR iShares Core MSCI Europe ETF 27.9 9 15 7.2 +0.1
VGK Vanguard FTSE Europe ETF 27.8 8 16 7.4 +0.2
FEU SPDR Portfolio Europe ETF 27.7 9 15 7.3 +0.1
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF 27.4 14 10 7.0 -0.2
CWI SPDR MSCI ACWI ex-US ETF 27.3 30 -6 7.1 -0.1
BBEU JPMorgan BetaBuilders Europe ETF 27.3 9 15 7.3 +0.1
IQLT iShares Edge MSCI Intl Quality Factor ETF 27.3 30 -6 6.1 -1.1
DBEU Xtrackers MSCI Europe Hedged Equity ETF 27.0 45 -21 6.6 -0.6
IPAC iShares Core MSCI Pacific ETF 26.3 9 15 7.4 +0.2
EFV iShares MSCI EAFE Value ETF 26.3 39 -15 9.7 +2.5
CEFA Global X S&P Catholic Values Developed ex-U.S. ETF 25.6 35 -11 7.1 -0.1
ACSG Xtrackers MSCI ACWI ex USA ESG Leaders Equity ETF 25.0 16 8 6.8 -0.3
IEV iShares Europe ETF 24.8 59 -35 6.8 -0.4
FDT First Trust Developed Markets ex-US Alphadex Fund 24.5 80 -56 7.3 +0.2
IDY Pacific Global International Equity Income ETF 24.0 39 -15 8.1 +0.9
OEUR O'shares FTSE Europe Quality Dividend ETF 23.5 48 -24 6.7 -0.5
RBIN Nationwide Risk-Based International Equity ETF 23.4 42 -18 6.2 -1.0
IMTM iShares Edge MSCI Intl Momentum Factor ETF 22.5 30 -6 4.3 -2.8
FDEV Fidelity Targeted International Factor ETF 22.0 39 -15 6.6 -0.6
VYMI Vanguard International High Dividend Yield ETF 21.8 32 -8 10.1 +2.9
EFAV iShares Edge MSCI Min Vol EAFE ETF 21.5 20 4 5.5 -1.6
IDMO Invesco S&P International Developed Momentum ETF 21.1 26 -2 4.5 -2.7
IDHQ Invesco S&P International Developed Quality ETF 20.9 29 -5 5.1 -2.1
INTF iShares Edge MSCI Multifactor Intl ETF 20.3 30 -6 7.7 +0.6
IDLV Invesco S&P International Developed Low Volatility ETF 20.2 25 -1 6.8 -0.4
DWMF WisdomTree International Multifactor Fund 19.9 38 -14 6.8 -0.4
HFXJ IQ 50 Percent Hedged FTSE Japan ETF 19.9 30 -6 7.6 +0.4
FLJH Franklin FTSE Japan Hedged ETF 19.9 9 15 7.8 +0.6
FLJP Franklin FTSE Japan ETF 19.8 9 15 7.8 +0.7
FEP First Trust Europe AlphaDEX Fund 18.9 80 -56 7.4 +0.2
QWLD SPDR MSCI World StrategicFactors ETF 18.9 30 -6 6.0 -1.1
IGRO iShares International Dividend Growth ETF 18.7 22 2 8.1 +0.9
URTH iShares MSCI World ETF 18.5 24 0 5.5 -1.6
FNDC Schwab Fundamental International Small Co. Index ETF 18.5 39 -15 7.3 +0.1
ACWI iShares MSCI ACWI ETF 17.8 32 -8 5.7 -1.5
DTH WisdomTree DEFA Equity Income Fund 17.7 58 -34 9.8 +2.7
JPN Xtrackers Japan JPX-Nikkei 400 Equity ETF 17.2 9 15 7.9 +0.7
JPXN iShares JPX-Nikkei 400 ETF 17.1 48 -24 7.5 +0.3
DBEZ Xtrackers MSCI Eurozone Hedged Equity ETF 17.0 45 -21 6.7 -0.5
BBJP JPMorgan BetaBuilders Japan ETF 17.0 19 5 7.6 +0.5
VT Vanguard Total World Stock Index Fund 17.0 8 16 6.0 -1.2
DOL WisdomTree International LargeCap Dividend Fund 17.0 48 -24 8.7 +1.5
EWJE iShares MSCI Japan Equal Weighted ETF 16.8 15 9 7.4 +0.3
LOWC SPDR MSCI ACWI Low Carbon Target ETF 16.8 20 4 5.9 -1.3
ESGG FlexShares STOXX Global ESG Impact Index Fund 16.7 42 -18 5.3 -1.9
IVLU iShares Edge MSCI Intl Value Factor ETF 16.6 30 -6 11.6 +4.4
LVIN Hartford Multifactor Low Volatility International Equity ETF 16.6 29 -5 12.2 +5.0

1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.

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RESULTS & ESTIMATES

  2015 2016 2017 2018 2019 2020E 2021E
Sales per share ** ** ** ** ** ** **
Earnings per share ** ** ** ** ** ** **
Dividends per share info ** ** ** ** ** ** **
Book value per share ** ** ** ** ** ** **

 

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

OTHER FUNDAMENTAL METRICS

Long term EPS growth est. **%   Debt-to-equity **x
Asset turnover **%   Assets-to-equity **x

Return on equity

Revision activity*
*Six months ago = 100

Net margins

Compound annual growth rates

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VALUATION METRICS
  2019 2020E 2021E
Price-to-sales ** ** **
Price-to-earnings ** ** **
Price-to-cash flow ** ** **
Price-to-growth ** ** **
Price-to-book value ** ** **
Yield ** ** **

Historical valuation trends

Forward
multiple:
Xtrackers FTSE Developed ex US Comprehensive Factor ETF
Relative
to:
S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

NEUTRAL

Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 10.1 %
Divided by: Fwd. P/BV 1.4 x
Less: Expense ratio 24 bp
Equals: ALTAR Score 7.2 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.65 CATEGORY
AVERAGE
1.59
 
The composite rating is a weighted average of analysts' consensus recommendations for individual ETF constituents, based on the following scale:

BUY = 1; OVERWEIGHT = 1.5, HOLD = 2; UNDERWEIGHT = 2.5; and SELL = 3.

Readers are cautioned that because analyst ratings tend to be inflated, the composite score may be more useful as a relative measure of sentiment between funds rather than as a stand-alone recommendation.
 

 

See RATING tab for calculation of ALTAR Score™
Risk & reward. Uses std. dev. as proxy for risk, ALTAR Score™ for return forecast.
Dividends paid by constituents to the fund. May differ from actual distributions to shareholders due to constituent changes, timing issues or other factors.
Monthly returns based on changes in price plus dividends. May differ from daily returns reported by funds. See below for standardized returns.