DEUS

Xtrackers Russell 1000 Comprehensive Factor ETF
B

67
*Unless otherwise stated, data provided by FactSet.

DEUS Fund Description

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

DEUS Factset Analytics Insight

Launched November 2015, DEUS offers a factor-based selection and weighting approach to the Russell 1000 index. The fund tracks an index that is designed to provide exposure to five different factors: value, momentum, size, low volatility, and quality. Value is measured and scored by ratios such as cash flow yield and earnings yield. 11-month return determines each company’s momentum score. Quality is scored based on ratios such as return on assets, asset turnover, and accrual measurements. The score for volatility is calculated based on the standard deviation of total returns. Lastly, each size score is based on 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.The fund’s Russell 1000 universe means that more mid-cap firms are eligible relative to a similar methodology applied to the S&P 500. As such the fund can be compared to total market multifactor products too, not just large caps.

DEUS MSCI ESG Analytics Insight

Xtrackers Russell 1000 Comprehensive Factor ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.27 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 1000 Comprehensive Factor ETF ranks in the 48th percentile within its peer group and in the 47th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DEUS 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.

DEUS Charts And Performance

Price Chart ($)
Total Return Chart (%)
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  • 3 Months
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  • 3 Years
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Select ETFs to compare their performance:
PERFORMANCE [as of 09/19/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DEUS 4.07% 3.18% 21.61% 3.50% 11.83% -- --
DEUS (NAV) 2.76% 2.44% 21.28% 3.77% 11.61% -- --
Russell 1000 Comprehensive Factor Index 2.78% 2.99% 22.03% 4.40% 12.00% -- --
MSCI USA Large Cap Index 2.93% 3.34% 21.64% 5.87% 14.60% 10.84% 13.24%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DEUS Summary Data

Xtrackers
11/24/15
Open-Ended Fund
0.17%
$205.05M
$614.61K
0.14%

DEUS Portfolio Data

$28.54B
19.57
3.18
1.05%
12/19/18
843

DEUS Index Data

Russell 1000 Comprehensive Factor Index
Multi-Factor
Multi-Factor
MSCI USA Large Cap Index

DEUS Portfolio Management

0.17%
-0.12%
-0.08%
-0.66%

DEUS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DEUS Fund Structure

Open-Ended Fund
No
Yes
90% / 10%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

DEUS Factset Analytics Block Liquidity

As of 09/20/19
5
4
3
2
1

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

DEUS Tradability

18,160
$614.61K
11,703
$396.35K
0.14%
$0.05
0.00%
0.25% / -0.38%
None
100.00%
50,000
0.23
0.06%
0.00%
0
$34.72
5

DEUS Sector/Industry Breakdown


DEUS
Segment Benchmark
19.68%
14.77%
17.90%
9.15%
16.66%
13.15%
14.29%
29.02%
9.14%
2.64%
7.65%
7.74%
7.40%
14.03%
5.26%
2.10%
1.42%
5.11%
0.44%
2.30%

DEUS Top 10 Holdings[View All]

1.03%
1.00%
CDW Corp. 0.68%
6.8%

DEUS Countries


DEUS
Segment Benchmark
100.00%
100.00%

DEUS Regions


DEUS
Segment Benchmark
100.00%
100.00%

DEUS Economic Development


DEUS
Segment Benchmark
100.00%
100.00%

DEUS Performance Statistics

0.93
0.86
0.85
0.87
0.31%
MSCI USA Large Cap Index

DEUS MSCI ESG Ratings

BBB
5.27 / 10
47.42
47.89
7.92%
4.75%
355.74

DEUS Benchmark Comparison Holdings

843
298
277
26.19%

DEUS Benchmark Comparison Summary


DEUS
Segment Benchmark
843
298
$28.54B
$268.77B
19.57
21.93
3.18
3.46
1.92%
1.91%
Low
Low

DEUS Benchmark Comparison Market Cap Size


DEUS
Segment Benchmark
56.64%
99.74%
41.73%
0.26%
1.62%
0.00%
0.01%
0.00%