DEMG

Xtrackers FTSE Emerging Comprehensive Factor ETF
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61
*Unless otherwise stated, data provided by FactSet.

DEMG Fund Description

DEMG tracks an index which selects and weights emerging market equities by five different factors.

DEMG Factset Analytics Insight

DEMG offers a factor-based selection and weighting approach to emerging market stocks. The fund chooses its holdings from the FTSE Emerging Index, and provides exposure to five different factors: value, momentum, size, volatility and quality. Value is measured by ratios such as cash flow yield and earnings yield. Momentum is determined by 11-month returns. Quality is scored using ratios such as return on assets, asset turnover and accrual measurements. The score for low volatility is calculated based on the standard deviation of total returns. Lastly, each factor score is scaled by market capitalization. Generally, the fund selects and weights companies that exhibit high value, momentum and quality, while favoring low volatility and size. Companies that don't exhibit these attributes in a significant way are excluded.Notably, DEMG does not include exposure to South Korea. The fund launched in April 2016 and charges a reasonable fee.

DEMG MSCI ESG Analytics Insight

Xtrackers FTSE Emerging Comprehensive Factor ETF has an MSCI ESG Fund Rating of BB based on a score of 2.95 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. Xtrackers FTSE Emerging Comprehensive Factor ETF ranks in the 7th percentile within its peer group and in the 7th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DEMG 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.

DEMG CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/16/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DEMG -8.67% -4.19% -1.92% -5.33% -1.45% -- --
DEMG (NAV) -7.69% -3.28% -1.26% -4.91% -0.83% -- --
MSCI Emerging Markets Investable Market Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DEMG Summary Data

Xtrackers
04/19/16
Open-Ended Fund
0.50%
$3.40M
$17.74K
0.40%

DEMG Portfolio Data

$13.91B
11.39
1.36
4.21%
12/19/18
842

DEMG Index Data

Multi-Factor
Multi-Factor
MSCI Emerging Markets Investable Market Index

DEMG Portfolio Management

0.50%
--
--
--

DEMG Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DEMG Fund Structure

Open-Ended Fund
No
Yes
90% / 10%
N/A
N/A
High
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

DEMG Factset Analytics Block Liquidity

As of 08/19/19
5
4
3
2
1

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

DEMG Tradability

381
$17.74K
40
$4.97K
0.40%
$0.09
-0.17%
2.74% / -2.23%
None
20.00%
50,000
0.00
0.44%
0.15%
--
$22.88
3

DEMG Sector/Industry Breakdown


DEMG
Segment Benchmark
19.56%
27.59%
12.50%
7.46%
11.56%
6.48%
10.39%
6.87%
9.61%
7.73%
9.43%
26.20%
9.14%
3.05%
8.21%
7.44%
6.91%
4.13%
2.68%
3.05%

DEMG TOP 10 HOLDINGS[View All]

2.54%
1.31%
1.11%
1.07%
1.02%
1.00%
1.00%
0.84%
0.78%
0.76%
11.43%

DEMG Countries


DEMG
Segment Benchmark
17.63%
20.56%
15.26%
11.90%
8.55%
7.67%
8.09%
5.90%
7.49%
9.63%
5.79%
2.53%
5.73%
3.20%
4.92%
3.63%
4.62%
2.24%
3.19%
8.36%

DEMG Regions


DEMG
Segment Benchmark
58.70%
71.84%
17.77%
11.95%
13.46%
9.16%
10.05%
6.25%
0.03%
0.81%

DEMG Economic Development


DEMG
Segment Benchmark
65.61%
53.49%
34.39%
46.51%

DEMG Performance Statistics

0.23
0.74
0.79
0.63
1.21%
MSCI Emerging Markets Investable Market Index

DEMG MSCI ESG Ratings

BB
2.95 / 10
7.47
7.45
2.96%
4.20%
869.48

DEMG BENCHMARK COMPARISON HOLDINGS

842
2768
737
31.16%

DEMG BENCHMARK COMPARISON SUMMARY


DEMG
Segment Benchmark
842
2768
$13.91B
$83.25B
11.39
14.21
1.36
1.58
4.06%
2.68%
Low
Low

DEMG BENCHMARK COMPARISON MARKET CAP SIZE


DEMG
Segment Benchmark
23.27%
59.63%
58.44%
27.28%
17.70%
10.76%
0.21%
2.30%