Screener
OMFL vs DEEF
Invesco Russell 1000 Dynamic Multifactor ETF vs Xtrackers FTSE Developed ex US Multifactor ETF
Key differences
- OMFL is significantly larger than DEEF — larger funds tend to be more liquid and less likely to close.
- OMFL is classified as alternative, while DEEF is equity — different risk/return profiles.
- OMFL covers north america markets; DEEF covers global.
- OMFL follows a systematic alpha strategy; DEEF uses index enhanced.
- Over the last 3 years, DEEF has delivered higher annualized returns.
Side-by-side comparison
| OMFL | DEEF | |
|---|---|---|
| Annual cost (TER) | 0.29% | 0.24% |
| Fund size (AUM) | $4.6B | $55M |
| Since | 2017 | 2015 |
| Dividend yield | 0.78% | 3.39% |
| Asset class | alternative | equity |
| Region | north america | global |
| Strategy | systematic alpha | index enhanced |
| CAGR 1Y | +23.5% | +25.7% |
| CAGR 3Y | +14.3% | +17.3% |
| CAGR 5Y | +9.4% | +8.2% |
| Sharpe 3Y | 0.74 | 0.97 |
| Volatility 1Y | 12.16% | 13.59% |
| Max drawdown | -33.24% | -36.47% |
Green dot indicates the better value for that metric. Performance data is historical and does not predict future results.
Similar to OMFL and DEEF
Explore further