Xtrackers FTSE Developed ex US Comprehensive Factor ETF
ALTAR
Score™
7.0% info Recommen-
dation
UNDERWEIGHT
2020E    2021E
P/E
ratio
19.8x P/Sales
ratio
0.9x
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) $69
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 1211
Wgt avg mkt cap (mns) $15,077
Large cap (>$10bn) 46.9%
Mid cap ($2-10bn) 48.4%
Small cap (<$2bn) 3.6%
Developed mkts 95.7%
Emerging mkts 4.3%

TOP TEN HOLDINGS
KINNEVIK AB CLASS B 1.2 %
SWEDISH MATCH AB 0.6 %
SEKISUI HOUSE LTD 0.5 %
METRO INC -A 0.5 %
INDUSTRIVARDEN AB CLASS A 0.5 %
RIO TINTO LTD 0.5 %
KOJAMO OYJ 0.5 %
AMCOR LTD 0.5 %
SEGRO PLC 0.5 %
AEON CO LTD 0.4 %
Total 5.6 %

TOP COUNTRY EXPOSURE
JAPAN 31.8 %
BRITAIN 9.0 %
SWEDEN 8.0 %
AUSTRALIA 7.7 %
CANADA 4.6 %
SWITZERLAND 4.4 %
GERMANY 3.8 %
SOUTH KOREA 3.7 %
HONG KONG 3.4 %
FRANCE 3.2 %

HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru September 30)
Year-to-date 1 year 5 years 10 years Since Incep.
-3.7% 3.3% -- -- 5.9%

Market Correlations
versus... Beta R-squared
S&P500 0.83 84%
MSCI EAFE 0.98 96%
MSCI Emg. Mkts. 0.70 79%

Technical Indicators
Recent close $26.89
30d moving avg. $27.23
Annualized volatility 16.0%
Short interest (ETF) 0.3%
Relative strength (RSI) 41

Liquidity measures
Avg. volume (thou.) 3
Turnover 0.1%
Bid/Ask (% of price) 0.57%
ADV underlying (mns) $48,875

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™: 7.0%


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 48.1 30 -6 7.4 +0.4
IDLB Invesco FTSE International Low Beta Equal Weight ETF 46.3 45 -21 6.6 -0.4
PQIN PGIM QMA Strategic Alpha International Equity ETF 41.7 29 -5 8.0 +0.9
CIZ VictoryShares Developed Enhanced Volatility Weighted Index E 40.6 45 -21 7.1 +0.0
CIL VictoryShares International Volatility Weighted Index ETF 40.6 45 -21 7.1 +0.0
SCHF Schwab International Equity ETF 40.4 6 18 7.4 +0.4
PBDM Invesco PureBeta FTSE Developed ex-North America ETF 39.7 7 17 7.6 +0.6
MFDX PIMCO RAFI Dynamic Multi-Factor International Equity ETF 39.7 39 -15 6.7 -0.3
GSIE Goldman Sachs ActiveBeta International Equity ETF 38.8 25 -1 6.8 -0.3
RODM Hartford Multifactor Developed Markets (ex-US) ETF 38.4 29 -5 7.8 +0.8
HFXI IQ 50 Percent Hedged FTSE International ETF 38.0 20 4 7.6 +0.6
SPDW SPDR Portfolio Developed World ex-US ETF 37.5 4 20 7.2 +0.2
VEA Vanguard FTSE Developed Markets ETF 37.4 5 19 7.5 +0.5
JHMD John Hancock Multifactor Developed International ETF 37.1 39 -15 7.5 +0.4
IDEV iShares Core MSCI International Developed Markets ETF 37.0 5 19 7.3 +0.3
JPIN JPMorgan Diversified Return International Equity ETF 36.9 37 -13 8.0 +0.9
AVDE Avantis International Equity ETF 36.8 23 1 7.8 +0.8
IEFA iShares Core MSCI EAFE ETF 36.6 7 17 7.4 +0.4
EFA iShares MSCI EAFE ETF 35.7 32 -8 7.2 +0.2
DBEF Xtrackers MSCI EAFE Hedged Equity ETF 35.5 35 -11 7.1 +0.1
FNDF Schwab Fundamental International Large Co. Index ETF 35.4 25 -1 9.0 +1.9
EFAX SPDR MSCI EAFE Fossil Fuel Free ETF 34.8 20 4 7.2 +0.2
TPIF Timothy Plan International ETF 34.8 62 -38 6.4 -0.6
GSID Goldman Sachs MarketBeta International Equity ETF 34.7 20 4 7.5 +0.5
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF 34.4 45 -21 9.1 +2.1
DIM WisdomTree International MidCap Dividend Fund 34.3 58 -34 7.7 +0.7
QEFA SPDR MSCI EAFE Quality Mix ETF 34.1 30 -6 6.9 -0.1
VEU Vanguard FTSE All-World ex-US Index Fund 32.6 8 16 7.6 +0.6
ISDX Invesco Strategic Developed ex-US ETF 31.4 23 1 7.6 +0.5
VSGX Vanguard ESG International Stock ETF 31.3 17 7 7.1 +0.1
BKIE BNY Mellon International Equity ETF 30.9 4 20 7.6 +0.6
ACWX iShares MSCI ACWI ex U.S. ETF 30.8 32 -8 7.3 +0.3
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF 30.8 40 -16 7.2 +0.1
IXUS ishares Core MSCI Total International Stock ETF 30.6 9 15 7.4 +0.4
DMXF iShares ESG Advanced MSCI EAFE ETF 30.5 12 12 7.0 0.0
VPL Vanguard FTSE Pacific ETF 30.4 8 16 7.4 +0.4
PDEV Principal International Multi-Factor Core Index ETF 30.4 25 -1 8.1 +1.1
SCID Global X Scientific Beta Europe ETF 30.3 39 -15 0.0 -7.0
ESGD iShares MSCI EAFE ESG Optimized ETF 30.3 20 4 7.1 +0.0
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund 30.0 35 -11 8.9 +1.9
DWM WisdomTree International Equity Fund 29.9 48 -24 8.6 +1.6
RNDM Developed International Equity Select ETF 29.3 65 -41 6.3 -0.7
VXUS Vanguard Total International Stock Index Fund 29.1 8 16 7.6 +0.6
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt 28.7 39 -15 8.5 +1.5
RESD WisdomTree International ESG Fund 28.4 30 -6 7.0 -0.1
IPAC iShares Core MSCI Pacific ETF 28.4 9 15 7.2 +0.2
QINT American Century Quality Diversified International ETF 28.1 39 -15 6.2 -0.8
IQSI IQ Candriam ESG International Equity ETF 27.7 15 9 7.6 +0.6
IQIN IQ 500 International ETF 27.2 25 -1 8.9 +1.9
UIVM VictoryShares USAA MSCI International Value Momentum ETF 26.5 35 -11 8.8 +1.8
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF 26.4 14 10 7.1 +0.1
EFG iShares MSCI EAFE Growth ETF 26.1 40 -16 4.6 -2.5
FLEE Franklin FTSE Europe ETF 26.0 9 15 7.3 +0.3
FLEH Franklin FTSE Europe Hedged ETF 26.0 9 15 7.4 +0.4
EFV iShares MSCI EAFE Value ETF 26.0 39 -15 10.0 +3.0
CWI SPDR MSCI ACWI ex-US ETF 25.9 30 -6 7.3 +0.2
GSEU Goldman Sachs ActiveBeta Europe Equity ETF 25.7 25 -1 6.6 -0.4
VGK Vanguard FTSE Europe ETF 25.4 8 16 7.7 +0.7
DWMF WisdomTree International Multifactor Fund 25.3 38 -14 6.3 -0.7
IQLT iShares Edge MSCI Intl Quality Factor ETF 25.0 30 -6 6.1 -0.9
CEFA Global X S&P Catholic Values Developed ex-U.S. ETF 24.9 35 -11 6.9 -0.1
IEUR iShares Core MSCI Europe ETF 24.9 9 15 7.5 +0.5
FEU SPDR Portfolio Europe ETF 24.9 9 15 7.6 +0.6
IDY Pacific Global International Equity Income ETF 24.8 39 -15 8.2 +1.2
FLJH Franklin FTSE Japan Hedged ETF 24.7 9 15 7.3 +0.3
FLJP Franklin FTSE Japan ETF 24.5 9 15 7.4 +0.4
BBEU JPMorgan BetaBuilders Europe ETF 24.2 9 15 7.6 +0.6
ACSG Xtrackers MSCI ACWI ex USA ESG Leaders Equity ETF 24.1 16 8 7.0 -0.1
RBIN Nationwide Risk-Based International Equity ETF 23.8 42 -18 6.1 -0.9
DBEU Xtrackers MSCI Europe Hedged Equity ETF 23.7 45 -21 7.0 -0.1
IDLV Invesco S&P International Developed Low Volatility ETF 23.7 25 -1 6.6 -0.5
EWJE iShares MSCI Japan Equal Weighted ETF 22.8 15 9 7.2 +0.2
IMTM iShares Edge MSCI Intl Momentum Factor ETF 22.1 30 -6 4.4 -2.6
EFAV iShares Edge MSCI Min Vol EAFE ETF 22.1 20 4 5.5 -1.6
IEV iShares Europe ETF 22.0 59 -35 7.1 +0.1
FDEV Fidelity Targeted International Factor ETF 21.9 39 -15 6.6 -0.4
JPXN iShares JPX-Nikkei 400 ETF 21.6 48 -24 7.1 +0.0
VYMI Vanguard International High Dividend Yield ETF 21.5 27 -3 10.3 +3.2
JPN Xtrackers Japan JPX-Nikkei 400 Equity ETF 21.4 9 15 7.5 +0.4
BBJP JPMorgan BetaBuilders Japan ETF 21.4 19 5 7.2 +0.2
FNDC Schwab Fundamental International Small Co. Index ETF 21.1 39 -15 7.2 +0.2
GSJY Goldman Sachs ActiveBeta Japan Equity ETF 20.9 25 -1 7.2 +0.1
EWJ iShares MSCI Japan ETF 20.3 49 -25 7.0 -0.1
IDHQ Invesco S&P International Developed Quality ETF 20.3 29 -5 5.1 -1.9
DBJP Xtrackers MSCI Japan Hedged Equity ETF 20.2 45 -21 7.1 +0.0
PDN Invesco FTSE RAFI Developed Markets ex-US Small-Mid ETF 20.2 49 -25 6.4 -0.7
SCIJ Global X Scientific Beta Japan ETF 20.1 40 -16 0.0 -7.0
QJPN SPDR MSCI Japan StrategicFactors ETF 19.9 14 10 7.5 +0.5
LVIN Hartford Multifactor Low Volatility International Equity ETF 19.7 29 -5 11.7 +4.7
INTF iShares Edge MSCI Multifactor Intl ETF 19.3 30 -6 8.1 +1.0
OEUR O'shares FTSE Europe Quality Dividend ETF 19.0 48 -24 7.1 +0.0
QWLD SPDR MSCI World StrategicFactors ETF 18.3 30 -6 6.1 -0.9
URTH iShares MSCI World ETF 17.6 24 0 5.6 -1.5
IGRO iShares International Dividend Growth ETF 17.5 22 2 8.6 +1.5
ACWI iShares MSCI ACWI ETF 17.0 32 -8 5.7 -1.3
IVLU iShares Edge MSCI Intl Value Factor ETF 17.0 30 -6 11.9 +4.9
DTH WisdomTree DEFA Equity Income Fund 16.9 58 -34 10.3 +3.2
QLVD FlexShares Developed Markets ex-US Quality Low Volatility Id 16.6 32 -8 6.2 -0.9
VT Vanguard Total World Stock Index Fund 16.4 8 16 6.0 -1.0

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%.

Content on this tab for subscribers only**

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

Content on this tab for subscribers only

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:

UNDERWEIGHT

Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 9.5 %
Divided by: Fwd. P/BV 1.3 x
Less: Expense ratio 24 bp
Equals: ALTAR Score 7.0 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.66 CATEGORY
AVERAGE
1.57
 
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.