DESC

Xtrackers Russell 2000 Comprehensive Factor ETF
*Unless otherwise stated, data provided by FactSet.

DESC Fund Description

DESC tracks an index of small-cap stocks from the Russell 2000, selected and weighted by five different factors, scaled by market cap.

DESC Factset Analytics Insight

DEUS offers a factor-based take on the Russell 2000 index of US small-cap stocks. The fund tracks an index that is designed to provide exposure to five different factors: value, momentum, small size, low volatility, and quality. Value is measured using valuation ratios such as earnings yield. Momentum is determined by 11-month trailing return. Quality is based on leverage and profitability metrics such as return on assets and asset turnover. Volatility scores are based on the standard deviation of total returns over 5 years. Lastly, size score is calculated using market capitalization. DESC selects and weights its holdings based on the combination of these scores, scaled by market cap. Companies that don't exhibit these attributes in a significant way are excluded.The fund's Russell 2000 parent index means that more micro-cap firms are eligible for inclusion, and the fund's small-size factor means it should skew even smaller. DESC is reasonably priced in light of its factor-based methodology.

DESC MSCI ESG Analytics Insight

Xtrackers Russell 2000 Comprehensive Factor ETF has an MSCI ESG Fund Rating of BB based on a score of 3.20 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 Russell 2000 Comprehensive Factor ETF ranks in the 11st percentile within its peer group and in the 10th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DESC 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.

DESC Charts And Performance

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
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  • 1 Month
  • 3 Months
  • YTD
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/21/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DESC 0.55% 2.46% 13.36% 1.16% 9.17% -- --
DESC (NAV) 0.51% 2.61% 13.10% 1.17% 9.20% -- --
MSCI USA Small Cap Index -0.42% 0.27% 18.68% 5.02% 11.18% 9.15% 12.65%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DESC Summary Data

Xtrackers
06/28/16
Open-Ended Fund
0.30%
$10.04M
$31.16K
0.81%

DESC Portfolio Data

$1.46B
22.99
1.70
1.06%
12/19/18
1464

DESC Index Data

Multi-Factor
Multi-Factor
MSCI USA Small Cap Index

DESC Portfolio Management

0.30%
--
--
--

DESC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DESC 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 -

DESC Factset Analytics Block Liquidity

As of 10/22/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DESC. DESC is rated a 4 out of 5.

DESC Tradability

769
$31.16K
425
$14.71K
0.81%
$0.26
-0.18%
2.02% / -3.37%
None
100.00%
50,000
0.01
0.12%
0.08%
0
$33.81
4

DESC Sector/Industry Breakdown


DESC
Segment Benchmark
31.19%
26.82%
16.62%
12.73%
16.56%
14.30%
11.05%
15.72%
9.47%
13.05%
4.72%
5.36%
4.10%
4.49%
2.92%
3.33%
2.58%
3.29%
0.79%
0.92%

DESC Top 10 Holdings[View All]

0.90%
0.76%
4.25%

DESC Countries


DESC
Segment Benchmark
99.85%
100.00%
0.15%
--

DESC Regions


DESC
Segment Benchmark
100.00%
100.00%

DESC Economic Development


DESC
Segment Benchmark
100.00%
100.00%

DESC Performance Statistics

0.94
0.91
0.90
0.93
0.26%
MSCI USA Small Cap Index

DESC MSCI ESG Ratings

BB
3.20 / 10
9.56
10.57
2.94%
3.59%
114.83

DESC Benchmark Comparison Holdings

1464
1793
1,661
34.28%

DESC Benchmark Comparison Summary


DESC
Segment Benchmark
1464
1793
$1.46B
$4.01B
22.99
43.40
1.70
2.10
2.03%
1.69%
Low
Low

DESC Benchmark Comparison Market Cap Size


DESC
Segment Benchmark
0.06%
0.03%
11.34%
61.65%
68.43%
34.52%
20.17%
3.81%