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.

PERFORMANCE [as of 08/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DEUS 6.43% -0.97% -10.81% -4.27% 9.98% 9.46% --
DEUS (NAV) 6.05% -1.10% -10.88% -4.47% 9.92% 9.42% --
MSCI USA Large Cap Index 9.09% 0.15% -12.80% -6.23% 14.46% 13.26% 13.92%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DEUS Summary Data

DWS
Xtrackers
11/24/15
Open-Ended Fund
0.17%
$148.46M
$358.93K
0.22%

DEUS Portfolio Data

$49.19B
16.13
3.06
1.55%
N/A
1,001

DEUS Index Data

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

DEUS Portfolio Management

0.17%
-0.20%
0.01%
-0.25%

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 08/04/22
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

8,731
$358.93K
5,994
$251.57K
0.22%
$0.09
-0.03%
0.29% / -1.86%
None
98.00%
50,000
0.12
0.04%
0.01%
0
$42.71
5

DEUS Sector/Industry Breakdown


DEUS
Segment Benchmark
17.92%
--
10.16%
--
8.44%
--
6.86%
--
6.65%
--
6.53%
--
6.37%
--
5.57%
--
4.75%
--
3.68%
--

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

0.88
0.86
0.86
0.88
0.45%
MSCI USA Large Cap Index

DEUS Benchmark Comparison Holdings

1,001
296
287
26.33%

DEUS Benchmark Comparison Summary


DEUS
Segment Benchmark
1,001
296
$49.19B
$561.38B
16.13
17.33
3.06
3.34
1.68%
1.47%
Low
Low

DEUS Benchmark Comparison Market Cap Size


DEUS
Segment Benchmark
69.47%
99.97%
30.24%
0.03%
0.28%
0.00%
0.01%
0.00%