Analysis

Key stats

About Xtrackers FTSE Developed ex US Multifactor ETF

DEEF offers a factor-based selection and weighting approach to an index designed to provide exposure to five different factors: value, momentum, size, volatility, and quality. Value is measured and scored by ratios such as cash flow yield and earnings yield. The 11-month return determines each company's momentum score. Quality is scored based on ratios such as return on assets, asset turnover, and accrual measurements. The score for low volatility is calculated based on the standard deviation of total returns. Lastly, each size score is based on market capitalization. Generally, the fund selects and weights companies that exhibit high value, momentum, and quality, while favoring low volatility and size. Companies that don't exhibit these attributes in a significant way are excluded. Prior to Jan. 28, 2021, the fund name was Xtrackers FTSE Developed ex US Comprehensive Factor ETF, there was no change to strategy or objective.