DEUSXtrackers Russell U.S. Multifactor ETF
DEUS Fund Description
DEUS tracks an index that selects and weights securities within the Russell 1000 by five different factors.
DEUS Factset Analytics Insight
Launched in 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. Each company’s value score is measured and scored by ratios such as cash flow yield and earnings yield, while 11-month returns determine momentum score. Quality is scored based on ratios such as return on assets, asset turnover, and accrual measurements. Lastly, the score for volatility is calculated based on the standard deviation of total returns. The fund’s Russell 1000 universe means that more midcap 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. Prior to Jan. 28, 2021 the fund name was Xtrackers Russell 1000 "Comprehensive" Factor ETF, with the same strategy and objective.
DEUS MSCI ESG Analytics Insight
Xtrackers Russell U.S. Multifactor ETF has an MSCI ESG Fund Rating of A based on a score of 6.29 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 U.S. Multifactor ETF ranks in the 61st percentile within its peer group and in the 76th 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 Summary Data
DEUS Portfolio Data
DEUS Index Data
DEUS Portfolio Management
DEUS Tax Exposures
DEUS Fund Structure
DEUS Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
DEUS Top 10 Holdings[View All]
DEUS Economic Development
DEUS Performance Statistics
DEUS MSCI ESG Ratings
DEUS Benchmark Comparison Summary
DEUS Benchmark Comparison Market Cap Size