DEEP

Roundhill Acquirers Deep Value ETF
*Unless otherwise stated, data provided by FactSet.

DEEP Fund Description

DEEP tracks an equal-weighted index of 100 smallest US stocks, by market-cap, that are potentially undervalued based on their fundamentals.

DEEP Factset Analytics Insight

DEEP holds deeply undervalued names from the smallest 75% of US stocks, including micro-cap, that are fundamentally strong. The underlying index uses its own valuation metric called The Acquirer’s Multiple. This model evaluates constituents in multiple stages to arrive at a very narrow selection of value stocks. Stocks are first examined and ranked individually based on their assets, earnings and cash flows. Potential components are further screened for fraud, earnings manipulation, and financial distress, with margin of safety being considered in the examination including wide discount, strong liquid balance sheet, and free cash flow. Finally, each remaining components are carefully examined for forensic-accounting review on their financial statements. The top 100 stocks that pass each stage form the portfolio, with each name receiving an equal weight of 1%. The index is to be rebalanced and reconstituted every quarter. Prior to October 26, 2020, DEEP was focused on large-caps only.

DEEP MSCI ESG Analytics Insight

Roundhill Acquirers Deep Value ETF has an MSCI ESG Fund Rating of BB based on a score of 3.52 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

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. Roundhill Acquirers Deep Value ETF ranks in the 7th percentile within its peer group and in the 1st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DEEP MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 09/16/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DEEP -3.57% -4.92% 24.09% 50.10% 2.53% 10.55% --
DEEP (NAV) -3.50% -5.04% 23.58% 48.53% 2.51% 10.45% --
Acquirers Deep Value Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DEEP Summary Data

Roundhill
09/23/14
Open-Ended Fund
0.80%
$49.74M
$282.78K
0.24%

DEEP Portfolio Data

$1.30B
9.86
1.53
1.13%
N/A
100

DEEP Index Data

Acquirers Deep Value Index
Tiered
Fundamental
N/A

DEEP Portfolio Management

0.80%
--
--
--

DEEP Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DEEP Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Medium
Daily

DEEP Factset Analytics Block Liquidity

As of 09/17/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DEEP. DEEP is rated a 3 out of 5.

DEEP Tradability

8,128
$282.78K
4,888
$174.78K
0.24%
$0.08
-0.01%
0.38% / -0.42%
None
98.00%
50,000
0.10
0.01%
0.68%
97
$34.15
3

DEEP Top 10 Holdings[View All]

1.41%
Atkore Inc 1.37%
ePlus inc. 1.25%
12.84%

DEEP Countries


DEEP
Segment Benchmark
99.16%
--
0.84%
--

DEEP Regions


DEEP
Segment Benchmark
100.00%
--

DEEP Economic Development


DEEP
Segment Benchmark
100.00%
--

DEEP Performance Statistics

--
--
--
--
0.00%
N/A

DEEP MSCI ESG Ratings

3.52 / 10
1.08
6.87
3.84%
2.41%
111.89

DEEP Benchmark Comparison Holdings

100
--
--
0.00%

DEEP Benchmark Comparison Summary


DEEP
Segment Benchmark
100
--
$1.30B
--
9.86
--
1.53
--
2.15%
--
Low
High

DEEP Benchmark Comparison Market Cap Size


DEEP
Segment Benchmark
0.00%
--
7.31%
--
67.78%
--
24.91%
--