Xtrackers FTSE Developed ex US Comprehensive Factor ETF
ALTAR
Score™
7.7% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
17.1x P/Sales
ratio
0.9x
P/BV
ratio
1.3x Div.
yield
3.2%


  • 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) $66
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 1181
Wgt avg mkt cap (mns) $13,652
Large cap (>$10bn) 41.6%
Mid cap ($2-10bn) 53.8%
Small cap (<$2bn) 4.6%
Developed mkts 97.4%
Emerging mkts 2.6%

TOP TEN HOLDINGS
SEKISUI HOUSE LTD 0.8 %
KINNEVIK AB CLASS B 0.7 %
SEGRO PLC 0.6 %
INVESTOR AB-B SHS 0.6 %
INDUSTRIVARDEN AB CLASS A 0.6 %
WOOLWORTHS LIMITED 0.5 %
ITOCHU CORP 0.5 %
INDUSTRIVARDEN AB CLASS C 0.5 %
ALIMENTATION COUCHE-TARD -B 0.5 %
MAGNA INTERNATIONAL INC-CL A 0.5 %
Total 5.7 %

TOP COUNTRY EXPOSURE
JAPAN 24.2 %
BRITAIN 11.4 %
AUSTRALIA 9.5 %
SWEDEN 7.9 %
CANADA 6.2 %
FRANCE 5.4 %
GERMANY 4.4 %
SWITZERLAND 4.4 %
SINGAPORE 3.1 %
NETHERLANDS 2.5 %

HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru April 30)
Year-to-date 1 year 5 years 10 years Since Incep.
-18.1% -12.3% -- -- 2.5%

Market Correlations
versus... Beta R-squared
S&P500 0.83 83%
MSCI EAFE 0.96 96%
MSCI Emg. Mkts. 0.73 86%

Technical Indicators
Recent close $24.58
30d moving avg. $23.04
Annualized volatility 15.3%
Short interest (ETF) 0.0%
Relative strength (RSI) 59

Liquidity measures
Avg. volume (thou.) 23
Turnover 0.9%
Bid/Ask (% of price) 1.01%
ADV underlying (mns) $53,338

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™: 7.7%


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 47.6 30 -6 7.5 -0.2
IDLB Invesco FTSE International Low Beta Equal Weight ETF 42.1 45 -21 7.6 -0.1
MFDX PIMCO RAFI Dynamic Multi-Factor International Equity ETF 41.5 39 -15 7.1 -0.6
CIL VictoryShares International Volatility Weighted Index ETF 41.4 45 -21 7.2 -0.5
SCHF Schwab International Equity ETF 41.0 6 18 7.9 +0.2
PBDM Invesco PureBeta FTSE Developed ex-North America ETF 39.8 7 17 8.1 +0.4
GSIE Goldman Sachs ActiveBeta International Equity ETF 39.2 25 -1 7.3 -0.4
SPDW SPDR Portfolio Developed World ex-US ETF 38.3 4 20 7.7 +0.1
IDEV iShares Core MSCI International Developed Markets ETF 38.0 5 19 7.8 +0.1
VEA Vanguard FTSE Developed Markets ETF 37.6 5 19 8.0 +0.3
JHMD John Hancock Multifactor Developed International ETF 37.5 45 -21 8.0 +0.3
HFXI IQ 50 Percent Hedged FTSE International ETF 37.4 20 4 8.1 +0.4
IEFA iShares Core MSCI EAFE ETF 37.1 7 17 7.8 +0.1
FNDF Schwab Fundamental International Large Co. Index ETF 36.7 25 -1 9.4 +1.7
PQIN PGIM QMA Strategic Alpha International Equity ETF 36.5 29 -5 8.5 +0.8
EFA iShares MSCI EAFE ETF 36.2 32 -8 7.7 -0.0
AVDE Avantis International Equity ETF 36.1 23 1 8.5 +0.8
DBEF Xtrackers MSCI EAFE Hedged Equity ETF 36.0 35 -11 7.5 -0.2
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF 35.6 45 -21 9.6 +1.9
JPIN JPMorgan Diversified Return International Equity ETF 35.5 38 -14 8.5 +0.8
EFAX SPDR MSCI EAFE Fossil Fuel Free ETF 35.2 20 4 7.7 -0.0
SCID Global X Scientific Beta Europe ETF 34.0 38 -14 7.4 -0.3
VEU Vanguard FTSE All-World ex-US Index Fund 33.6 8 16 8.3 +0.6
RODM Hartford Multifactor Developed Markets (ex-US) ETF 33.4 29 -5 9.2 +1.6
JPGE JPMorgan Diversified Return Global Equity ETF 33.4 29 -5 7.8 +0.1
QEFA SPDR MSCI EAFE Quality Mix ETF 33.3 30 -6 7.2 -0.5
PDEV Principal International Multi-Factor Core Index ETF 32.8 25 -1 8.4 +0.7
DIM WisdomTree International MidCap Dividend Fund 32.7 58 -34 8.2 +0.5
ACWX iShares MSCI ACWI ex U.S. ETF 32.1 32 -8 8.0 +0.3
IXUS ishares Core MSCI Total International Stock ETF 31.7 9 15 8.1 +0.4
VXUS Vanguard Total International Stock Index Fund 31.4 8 16 8.3 +0.6
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF 31.3 40 -16 7.9 +0.2
ISDX Invesco Strategic Developed ex-US ETF 31.3 23 1 8.1 +0.4
JPEU JPMorgan Diversified Return Europe Equity ETF 31.2 37 -13 7.3 -0.4
TPIF Timothy Plan International ETF 30.9 62 -38 7.5 -0.2
CIZ VictoryShares Developed Enhanced Volatility Weighted Index E 30.7 45 -21 7.3 -0.3
DWM WisdomTree International Equity Fund 30.2 48 -24 8.8 +1.1
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt 30.1 39 -15 9.8 +2.1
IQIN IQ 500 International ETF 30.0 25 -1 9.9 +2.2
VSGX Vanguard ESG International Stock ETF 29.9 17 7 7.9 +0.2
ESGD iShares MSCI EAFE ESG Optimized ETF 29.9 20 4 7.7 +0.0
EFG iShares MSCI EAFE Growth ETF 29.6 40 -16 5.0 -2.7
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund 29.6 35 -11 9.1 +1.4
VPL Vanguard FTSE Pacific ETF 29.0 8 16 8.4 +0.7
RNDM Developed International Equity Select ETF 28.7 65 -41 6.8 -0.9
IQSI IQ Candriam ESG International Equity ETF 28.7 15 9 7.8 +0.1
HFXE IQ 50 PERCENT HEDGED FTSE EUROPE ETF 28.4 30 -6 7.3 -0.4
FLEE Franklin FTSE Europe ETF 28.1 9 15 7.5 -0.2
QINT American Century Quality Diversified International ETF 27.8 39 -15 6.3 -1.4
UIVM VictoryShares USAA MSCI International Value Momentum ETF 27.8 35 -11 9.1 +1.4
FLEH Franklin FTSE Europe Hedged ETF 27.7 9 15 7.5 -0.2
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF 27.7 14 10 7.4 -0.3
DHDG WisdomTree Dynamic Currency Hedged Intl Quality Div Growth 27.2 48 -24 0.0 -7.7
CWI SPDR MSCI ACWI ex-US ETF 27.1 30 -6 8.1 +0.4
IEUR iShares Core MSCI Europe ETF 26.8 9 15 7.8 +0.1
VGK Vanguard FTSE Europe ETF 26.8 8 16 7.9 +0.2
FEU SPDR Portfolio Europe ETF 26.6 9 15 7.8 +0.1
IPAC iShares Core MSCI Pacific ETF 26.5 9 15 8.0 +0.3
GSEU Goldman Sachs ActiveBeta Europe Equity ETF 26.3 25 -1 7.1 -0.6
BBEU JPMorgan BetaBuilders Europe ETF 26.2 9 15 7.8 +0.1
ACSG Xtrackers MSCI ACWI ex USA ESG Leaders Equity ETF 25.6 16 8 7.5 -0.2
IDY Pacific Global International Equity Income ETF 25.3 39 -15 9.4 +1.7
DBEU Xtrackers MSCI Europe Hedged Equity ETF 24.9 45 -21 7.1 -0.6
IQLT iShares Edge MSCI Intl Quality Factor ETF 24.8 30 -6 6.6 -1.1
FDT First Trust Developed Markets ex-US Alphadex Fund 24.0 80 -56 8.3 +0.6
RBIN Nationwide Risk-Based International Equity ETF 23.8 42 -18 6.8 -0.9
IEV iShares Europe ETF 23.8 59 -35 7.3 -0.4
EFV iShares MSCI EAFE Value ETF 23.7 39 -15 10.8 +3.1
OEUR O'shares FTSE Europe Quality Dividend ETF 22.6 48 -24 6.9 -0.8
EFAV iShares Edge MSCI Min Vol EAFE ETF 21.9 20 4 6.1 -1.6
FDEV Fidelity Targeted International Factor ETF 21.8 39 -15 6.9 -0.8
IMTM iShares Edge MSCI Intl Momentum Factor ETF 21.8 30 -6 5.2 -2.5
VYMI Vanguard International High Dividend Yield ETF 21.5 32 -8 10.8 +3.2
HFXJ IQ 50 Percent Hedged FTSE Japan ETF 21.3 30 -6 8.1 +0.4
FLJP Franklin FTSE Japan ETF 21.3 9 15 8.3 +0.7
FLJH Franklin FTSE Japan Hedged ETF 21.2 9 15 8.3 +0.6
DWMF WisdomTree International Multifactor Fund 20.6 38 -14 7.2 -0.5
IDMO Invesco S&P International Developed Momentum ETF 19.9 25 -1 4.9 -2.8
INTF iShares Edge MSCI Multifactor Intl ETF 19.8 30 -6 8.8 +1.1
IDLV Invesco S&P International Developed Low Volatility ETF 19.7 25 -1 7.2 -0.5
IGRO iShares International Dividend Growth ETF 19.3 22 2 8.5 +0.8
IDHQ Invesco S&P International Developed High Quality ETF 18.9 29 -5 5.6 -2.1
RFDI First Trust Riverfront Dynamic Developed International ETF 18.7 83 -59 6.8 -0.9
FNDC Schwab Fundamental International Small Co. Index ETF 18.7 39 -15 7.7 -0.0
QWLD SPDR MSCI World StrategicFactors ETF 18.6 30 -6 6.2 -1.5
BBJP JPMorgan BetaBuilders Japan ETF 18.5 19 5 8.2 +0.5
JPXN iShares JPX-Nikkei 400 ETF 18.4 48 -24 7.9 +0.3
URTH iShares MSCI World ETF 18.4 24 0 6.0 -1.7
JPN Xtrackers Japan JPX-Nikkei 400 Equity ETF 18.4 9 15 8.4 +0.7
EWJE iShares MSCI Japan Equal Weighted ETF 18.0 15 9 7.5 -0.2
DTH WisdomTree DEFA Equity Income Fund 18.0 58 -34 10.3 +2.6
QLVD FlexShares Developed Markets ex-US Quality Low Volatility Id 17.9 32 -8 6.8 -0.9
FEP First Trust Europe AlphaDEX Fund 17.8 80 -56 8.6 +0.9
ACWI iShares MSCI ACWI ETF 17.7 32 -8 6.3 -1.4
VT Vanguard Total World Stock Index Fund 17.4 8 16 6.6 -1.1
EWJ iShares MSCI Japan ETF 17.4 49 -25 7.9 +0.2
DBJP Xtrackers MSCI Japan Hedged Equity ETF 17.3 45 -21 8.0 +0.3
QJPN SPDR MSCI Japan StrategicFactors ETF 17.2 14 10 8.5 +0.8
GSJY Goldman Sachs ActiveBeta Japan Equity ETF 17.1 25 -1 8.1 +0.4

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 10.3 %
Divided by: Fwd. P/BV 1.3 x
Less: Expense ratio 24 bp
Equals: ALTAR Score 7.7 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.65 CATEGORY
AVERAGE
1.58
 
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.