Xtrackers FTSE Developed ex US Multifactor ETF (DEEF)
Seasonality Analysis
Xtrackers FTSE Developed ex US Multifactor ETF Annual Seasonality Statistics
Xtrackers FTSE Developed ex US Multifactor ETF Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | 2.01% | Moderate | |
| February | -0.93% | Weak | |
| March | -0.65% | Weak | |
| April | 1.93% | Strong | |
| May | 1.41% | Moderate | |
| June WORST | -2.50% | Very Weak | |
| July BEST | 3.00% | Very Strong | |
| August | 0.83% | Moderate | |
| September | -1.94% | Weak | |
| October | -1.38% | Weak | |
| November | 2.15% | Strong | |
| December | 0.61% | Moderate |
Xtrackers FTSE Developed ex US Multifactor ETF 2026 vs Historical Pattern
Xtrackers FTSE Developed ex US Multifactor ETF Interactive Seasonality Chart
Xtrackers FTSE Developed ex US Multifactor ETF Pattern Scanner
Xtrackers FTSE Developed ex US Multifactor ETF Seasonal Historical Performance
About Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) Seasonality
Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) has been analyzed using 11 years of historical data to identify seasonal patterns. Classified under ETFs, Xtrackers FTSE Developed ex US Multifactor ETF shows distinct seasonal tendencies based on historical data.
The strongest month for Xtrackers FTSE Developed ex US Multifactor ETF is historically July, with an average return of 3.00% and a win rate of 80%. Conversely, June tends to be the weakest month, averaging -2.50% return.
Looking at the full calendar year, Xtrackers FTSE Developed ex US Multifactor ETF has an average annual return of 4.54% with an overall monthly win rate of 59.8%. Out of 12 months, 7 typically show positive average returns.
The seasonal pattern for Xtrackers FTSE Developed ex US Multifactor ETF has a consistency score of 49 (Poor), based on 12 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
Xtrackers FTSE Developed ex US Multifactor ETF Seasonality FAQ
What is the best month to buy Xtrackers FTSE Developed ex US Multifactor ETF (DEEF)?
Historically, July has been the best month for Xtrackers FTSE Developed ex US Multifactor ETF, with an average return of 3.00% and a win rate of 80%. However, past performance does not guarantee future results.
What is the worst month for Xtrackers FTSE Developed ex US Multifactor ETF (DEEF)?
Based on historical data, June has been the weakest month for Xtrackers FTSE Developed ex US Multifactor ETF, with an average return of -2.50%. This is a historical observation and does not guarantee future results.
How reliable is DEEF seasonality data?
The seasonality analysis for Xtrackers FTSE Developed ex US Multifactor ETF is based on 11 years of historical price data. While seasonal patterns can provide useful insights, they should be combined with other forms of analysis. Past patterns do not guarantee future performance.
How can I use Xtrackers FTSE Developed ex US Multifactor ETF seasonality in my trading?
Use Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) seasonality as one factor in your analysis. Identify historically strong and weak months, combine with other research methods. SeasOptima provides premium tools including interactive charts, pattern scanning, and historical performance data for deeper analysis.