DEUS

Xtrackers Russell US Multifactor ETF

The Xtrackers Russell 1000 Comprehensive Factor ETF tracks the Russell 1000 Comprehensive Factor Index, which selects and weights securities within the Russell 1000 by five different factors.


US

EQUITY

Rules-Based

MANAGEMENT STYLE

17 bp

EXPENSES

$155.9 M

ASSETS UNDER MGMT

FACTOR SCORECARD

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Fund Basics
Fund sponsorDeutsche Bank
CategoryUS
Asset classEquity
Websitelink...
Inception dateNov 24, 2015
Assets (mns)$156
Expense ratio17 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsQuarterly
Taxation1099
Stock selectionMulti-Factor
WeightingMulti-Factor
Holdings TransparencyFull
Derivatives-basedNo
Options availableYes
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings
MCKESSON CORP 1.2 %
CARDINAL HEALTH INC 1.0 %
COGNIZANT TECH SOLUTIONS-A 0.9 %
CDW CORP/DE 0.8 %
AMERISOURCEBERGEN CORP 0.8 %
APPLIED MATERIALS INC 0.7 %
RELIANCE STEEL & ALUMINUM 0.7 %
KLA CORPORATION 0.7 %
NVR INC 0.6 %
JABIL CIRCUIT INC 0.6 %
Constituent Breakdown
Number of holdings853
Herfindahl-Hirschman Index 27
Wgt avg mkt cap (mns)$76,369
Large cap (>$10bn)82.6%
Mid cap ($2-10bn)17.0%
Small cap (<$2bn)0.1%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 93.2 %
BRITAIN 1.4 %
IRELAND 1.3 %
Historical Performance


Standardized Performance (as of 05/31/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 6.5% 23.9% 9.9% 6.2% 11.6% -- 10.1%
Volatility 10.8% 11.8% 15.8% 16.5% 22.1% -- --
Market Correlations
versus...BetaR-squared
S&P 5000.9490%
MSCI EAFE0.9382%
MSCI Emg Mkts0.6339%
Liquidity Measures
Avg. volume (000)5
Turnover0.2%
Avg. Bid/Ask (% of price)0.14%
ADV of underlying (mns)$314,919
Technical Indicators
Recent close$50.89
30d moving avg.$50.00
Annualized volatility17.7%
Relative strength (RSI)53
Short interest (ETF)1.2%
Short interest (underlying)2.5%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Risk and Returns: DEUS vs. Comps (1 YR)

Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Dividends per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Book value per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2023 2024E Fwd Est 2025E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
1.2 16.0 2.8 1.6% --
Based on closing prices from 6/24/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
DEUS



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Fund Rating

Our measure of an ETF's overall investment merit

ALTAR Score™

DEUS

7.1%

Cat. Avg

5.7%

Fund Category: US

Avg. Return on Equity--%
Divided by: Fwd. P/BV--x
Less: Expenses-- bp
Equals: ALTAR Score™7.1%
Recommendation

OVERWEIGHT

Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals.

Category Overview
There are 892 funds in the US category, with an average ALTAR Score™ of 5.7% and a standard deviation of 2.8%. DEUS's ALTAR Score™ is approximately 0.5 standard deviations above the category average. This places DEUS in the 69th percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

Composite
DEUS
Peer Average
SELL
U/W
HOLD
O/W
BUY



Recent Trends


Breakdown

 

Market Activity
Latest price
Change
Volume
Bid/Ask Spread
Update
Today's Trading

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Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
DEUS 17.0 13.8 30.8
Peer Avg. -- -- --
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .