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 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 Benchmark Comparison Summary
DEUS Benchmark Comparison Market Cap Size