DEUS

Xtrackers Russell U.S. Multifactor ETF
*Unless otherwise stated, data provided by FactSet.

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 6.65 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 65th percentile within its peer group and in the 81st 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.

PERFORMANCE [as of 09/24/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DEUS -1.00% 3.55% 17.43% 39.52% 11.85% 13.18% --
DEUS (NAV) -1.33% 3.07% 17.94% 39.27% 12.07% 13.25% --
Russell 1000 Comprehensive Factor Index -1.03% 3.40% 18.45% 39.85% 12.28% 13.48% --
MSCI USA Large Cap Index -0.67% 4.88% 19.28% 38.58% 18.22% 18.47% 17.36%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DEUS Summary Data

Deutsche Bank
Xtrackers
11/24/15
Open-Ended Fund
0.17%
$215.18M
$672.78K
0.10%

DEUS Portfolio Data

$39.50B
18.99
3.24
0.89%
N/A
826

DEUS Index Data

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

DEUS Portfolio Management

0.17%
-0.18%
0.04%
-0.59%

DEUS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DEUS Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

DEUS Factset Analytics Block Liquidity

As of 09/27/21
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

14,724
$672.78K
5,064
$234.54K
0.10%
$0.04
0.00%
0.30% / -0.45%
None
99.00%
50,000
0.10
0.04%
0.01%
0
$45.32
5

DEUS Sector/Industry Breakdown


DEUS
Segment Benchmark
21.14%
11.92%
18.79%
37.78%
16.98%
8.07%
15.04%
14.54%
8.72%
13.60%
7.55%
1.84%
5.16%
5.98%
4.41%
2.12%
0.78%
2.22%
0.18%
1.53%

DEUS Countries


DEUS
Segment Benchmark
100.00%
99.90%
--
0.10%

DEUS Regions


DEUS
Segment Benchmark
100.00%
100.00%

DEUS Economic Development


DEUS
Segment Benchmark
100.00%
100.00%

DEUS Performance Statistics

0.76
0.87
0.86
0.81
0.42%
MSCI USA Large Cap Index

DEUS MSCI ESG Ratings

6.65 / 10
80.52
64.90
6.38%
6.13%
215.25

DEUS Benchmark Comparison Holdings

826
290
262
21.70%

DEUS Benchmark Comparison Summary


DEUS
Segment Benchmark
826
290
$39.50B
$614.29B
18.99
29.96
3.24
5.10
1.42%
1.31%
Low
Low

DEUS Benchmark Comparison Market Cap Size


DEUS
Segment Benchmark
66.16%
100.00%
33.78%
0.00%
0.06%
0.00%
0.01%
0.00%