Performance analysis of DEEF (XTRACKERS FTSE DEVELOPED EX US MULTIFACTOR ETF)
Annual Return
Over the past 3 years, DEEF has had an average annual return of +16%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, DEEF has had an average annual return of +7.68%, underperforming the benchmark SPY, which returned +12.55% annual.
Over the past 10 years, DEEF has had an average annual return of +8.25%, underperforming the benchmark SPY, which returned +14.95% annual.
Since Nov 24, 2015, DEEF has had an average annual return of +7.88%, underperforming the benchmark SPY, which returned +14.49% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +9.53% | +32.37% | +2.80% | +17.02% | -16.96% | +9.23% | +7.93% | +19.29% | -14.48% | +29.24% | -0.30% | +0% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.15% | +8.54% | -7.63% | +4.56% | +1.24% | -2.24% | +0.39% | +9.53% | |||||
| 2025 | +3.16% | +2.31% | +1.29% | +4.64% | +4.91% | +3.13% | -0.96% | +4.34% | +0.64% | +0.44% | +2.08% | +2.58% | +32.37% |
| 2024 | -1.38% | +2.09% | +3.38% | -3.22% | +3.82% | -2.90% | +5.05% | +3.52% | +1.48% | -5.60% | +1.29% | -4.07% | +2.80% |
| 2023 | +6.85% | -3.21% | +3.27% | +2.57% | -4.33% | +4.29% | +3.22% | -2.82% | -3.46% | -3.08% | +8.01% | +5.61% | +17.02% |
| 2022 | -3.92% | -1.60% | -0.31% | -5.48% | +0.51% | -8.55% | +4.73% | -5.30% | -10.90% | +3.32% | +12.14% | -0.95% | -16.96% |
| 2021 | -0.63% | +0.43% | +3.91% | +2.31% | +3.38% | -0.79% | +1.25% | +0.76% | -3.70% | +2.07% | -4.55% | +4.89% | +9.23% |
| 2020 | -2.01% | -8.70% | -15.49% | +8.40% | +5.79% | +2.61% | +2.87% | +6.36% | -1.00% | -3.27% | +10.16% | +5.10% | +7.93% |
| 2019 | +7.75% | +1.76% | +0.61% | +0.95% | -4.12% | +4.67% | -1.86% | -1.17% | +2.66% | +3.19% | +1.08% | +2.77% | +19.29% |
| 2018 | +3.82% | -4.38% | -0.30% | +0.91% | -0.94% | -1.99% | +1.46% | -1.33% | +0.03% | -7.53% | -0.03% | -4.72% | -14.48% |
| 2017 | +4.02% | +1.49% | +2.77% | +2.38% | +2.98% | +1.01% | +2.97% | +0.93% | +1.97% | +2.26% | +0.65% | +2.55% | +29.24% |
Drawdown analysis of DEEF (XTRACKERS FTSE DEVELOPED EX US MULTIFACTOR ETF)
The maximum drawdown for the DEEF was -36.46%, occurring on Mar 23, 2020. Recovery took 170 trading sessions.
The current DEEF drawdown is -4.25%.
Since Nov 24, 2015 DEEF has experienced the following drawdowns:
- 30% or more: 2 times
- 20% or more: 2 times
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.46% | Jan 26, 2018 | 541 | Mar 23, 2020 | 170 | Nov 20, 2020 | 711 |
| -31.09% | Sep 3, 2021 | 280 | Oct 14, 2022 | 462 | Aug 19, 2024 | 742 |
| -11.06% | Sep 26, 2024 | 131 | Apr 7, 2025 | 10 | Apr 22, 2025 | 141 |
| -10.63% | Feb 25, 2026 | 17 | Mar 20, 2026 | Ongoing | Ongoing | Ongoing |
| -9.60% | Jun 7, 2016 | 14 | Jun 27, 2016 | 23 | Jul 29, 2016 | 37 |
| -9.05% | Sep 7, 2016 | 50 | Nov 16, 2016 | 82 | Mar 17, 2017 | 132 |
| -8.29% | Nov 24, 2015 | 51 | Feb 9, 2016 | 34 | Mar 30, 2016 | 85 |
| -4.16% | Jun 7, 2021 | 29 | Jul 19, 2021 | 11 | Aug 3, 2021 | 40 |
| -3.97% | Feb 16, 2021 | 8 | Feb 26, 2021 | 13 | Mar 17, 2021 | 21 |
| -3.83% | May 7, 2021 | 3 | May 12, 2021 | 12 | May 28, 2021 | 15 |
| -3.75% | Mar 30, 2016 | 6 | Apr 7, 2016 | 4 | Apr 13, 2016 | 10 |
| -3.72% | Jan 8, 2021 | 14 | Jan 29, 2021 | 9 | Feb 11, 2021 | 23 |
| -3.67% | Nov 12, 2025 | 6 | Nov 20, 2025 | 5 | Nov 28, 2025 | 11 |
| -3.47% | Apr 20, 2016 | 11 | May 5, 2016 | 22 | Jun 7, 2016 | 33 |
| -3.38% | Sep 15, 2025 | 19 | Oct 10, 2025 | 10 | Oct 24, 2025 | 29 |
| -2.92% | Jul 24, 2025 | 5 | Jul 31, 2025 | 5 | Aug 7, 2025 | 10 |
| -2.84% | Aug 13, 2021 | 4 | Aug 19, 2021 | 9 | Sep 1, 2021 | 13 |
| -2.63% | Aug 30, 2024 | 4 | Sep 6, 2024 | 6 | Sep 16, 2024 | 10 |
| -2.35% | Nov 8, 2017 | 5 | Nov 15, 2017 | 6 | Nov 24, 2017 | 11 |
| -2.33% | Apr 19, 2021 | 11 | May 4, 2021 | 2 | May 6, 2021 | 13 |
| -2.08% | Aug 22, 2025 | 6 | Sep 2, 2025 | 4 | Sep 8, 2025 | 10 |
| -1.99% | Oct 27, 2025 | 6 | Nov 4, 2025 | 5 | Nov 11, 2025 | 11 |
| -1.98% | Aug 7, 2017 | 4 | Aug 11, 2017 | 14 | Aug 31, 2017 | 18 |
| -1.90% | Mar 22, 2021 | 2 | Mar 24, 2021 | 2 | Mar 26, 2021 | 4 |
| -1.74% | Jun 12, 2025 | 5 | Jun 20, 2025 | 4 | Jun 26, 2025 | 9 |