British challenger Wuheida finished an honourable third in the German Oaks at Dusseldorf.
The daughter of Dubawi won each of her two starts as a juvenile, including the Group One Prix Marcel Boussac at Chantilly.
She returned from nine-month absence in the Falmouth Stakes at Newmarket a shade over three weeks ago and ran a fine race to fill the runner-up spot behind Aidan O'Brien's subsequent Prix Rothschild scorer Roly Poly.
Appleby had hoped to step his filly up in distance in the Nassau Stakes at Goodwood but after being withdrawn on account of the rain-softened ground, she instead journeyed across Europe for the 159th Henkel-Preis der Diana.
Stepping up to a mile and three furlongs, Wuheida was a hot favourite in the hands of William Buick, but had to make do with minor honours behind Peter Schiergen's Lacazar.
The Andreas Wohler-trained Megera, ridden by champion jockey Jim Crowley, split the pair in second.
"Wuheida travelled well in the race and looked like the winner turning into the straight but could not quite see the trip out," Appleby told www.godolphin.com.
"The ground, which was on the slow side of good and bit tacky, cannot be taken as an excuse. This was another solid run from the filly, who was having only the fourth start of her career.
"Wuheida was Group One placed again and she is work in progress. We will drop her back in trip and target her for the Queen Elizabeth II Challenge Cup (G1, Keeneland, USA, October 14) which is run over nine furlongs."
