DEF

Guggenheim Defensive Equity ETF
C

65
  • Overview
  • Efficiency
  • Tradability
  • Fit

DEF Fund Description

The Guggenheim Defensive Equity ETF tracks an index that aims to outperform in down markets while maintaining upside potential. The equal-weighted index picks 100 US stocks using proprietary methods.

DEF Factset Analytics Insight

DEF does defense in a different way. Typically defensive stock portfolios base their methods on a fund’s beta, but DEF starts with the S&P 500, calculates each constituent’s probability of maintaining revenues that support its current stock price, and keeps the top 80%. After that, the remaining stocks are then ranked by beta, eliminating the top 25%. Next, down-market volatility is tested, keeping the half of the stocks that score the lowest. Finally, the initial metric of probability of supporting the current stock price is revisited, where the fund selects the 100 stocks with the highest probability. The fund is equal-weighted.

Note: On October 24, 2016, DEF changed its index from the Sabrient Defensive Euity Index to the current index.

DEF MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of November 21, 2017 the Guggenheim Defensive Equity ETF MSCI ESG Fund Quality Score is 5.00 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. DEF ranks in the 0th percentile within its peer group and in the 34th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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DEF Top 10 Countries

DEF Top 10 Sectors

DEF Top 10 Holdings View All

DEF Summary Data

Guggenheim
12/15/06
Open-Ended Fund
0.6%
$180.08M
$580.41K
0.13%

DEF Portfolio Data

$91.86B
25.46
3.8
1.84%
12/23/16
100

DEF Index Data

Equal
Proprietary
MSCI USA Investable Markets_net

Related ETFs to DEF

QDF, DGRW, TILT, FPX, VUSE
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

DEF Portfolio Management

0.6%
-0.58%
-0.41%
-1.72%

DEF Tax Exposures

20% / 39.6%
--
Qualified dividends
No

DEF Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Daily
Bats Book Viewer
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Bats BZX Real-time Quote - 13:12:42
Daily Spread
Premium/Discount
Volume

DEF Factset Analytics Block Liquidity

As of 11/22/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DEF. DEF is rated a 5 out of 5.

DEF Tradability

12,672
$580.41K
7,039
$329.73K
0.13%
$0.06
-0.02%
0.3% / -0.22%
None
100%
50,000
0.14
0.02%
0.02%
--
$46
5

DEF Sector/Industry BreakdownView All

DEFSegment Benchmark
18.40% 21.27%
10.96% 15.26%
21.74% 14.05%
13.82% 13.98%
7.68% 11.47%
12.80% 10.91%
3.11% 4.73%
5.67% 3.14%
2.89% 3.08%

DEF Geographic Exposure

DEFSegment Benchmark
99.79% 100.00%
0.04% --
0.09% --
0.05% --
0.01% --
0.00% --
0.01% --
0.00% --
0.01% --

DEFSegment Benchmark
99.88% 100.00%
0.04% --
0.07% --
99.96% / 0.04% 100.00% / 0.00%

DEF Performance Statistics

0.78
0.77
0.79
0.74
0.2%
MSCI USA Investable Markets_net

DEF MSCI ESG Ratings

5 / 10
--
34.03
14.51%
5.35%
232.18

DEF BENCHMARK COMPARISON

    DEF
    100 Holdings
    Segment Benchmark
    2422 Constituents
    Shared Holdings
    100 (Count)
     
    28.06% (Weight)
DEFSegment Benchmark
144.93 B 91.86 B
79.14% 87.08%
15.84% 12.92%
4.64% 0.00%
0.38% 0.00%
1.81% 1.87%
Low Low