DMRE

DeltaShares S&P EM 100 & Managed Risk ETF
*Unless otherwise stated, data provided by FactSet.

DMRE Fund Description

The DeltaShares S&P Emerging Plus & Managed Risk ETF is a dynamically-weighted portfolio T-Bills, T-Bonds, and emerging market equities.

DMRE Factset Analytics Insight

DMRE tracks an index that consists of three sub-indices: The S&P EM 100 Index (emerging markets equities), the S&P U.S. Treasury Bond Current 5-Year Index (5 year treasury bonds), and the S&P U.S. Treasury Bill 0-3 Month Index (treasury bills). DMRE’s allocation to each sub-index is dynamically determined by their respective volatilities. In the case of increased volatility of the equity index, the underlying index’s allocation to equities may be reduced. In seeking to further limit losses due to severe sustained market declines, the methodology also determines allocations among the Constituent Indices based on a moving average calculation of the Underlying Index compared to the current value of the Underlying Index, where the ratio of these two values is considered. As this ratio increases, which tends to happen when the price of the Underlying Index is decreasing, the Underlying Index’s allocation to the Equity Index is further reduced and the allocation to the Treasury Bond Index and/or T-Bill Index is increased.

DMRE CHARTS AND PERFORMANCE

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
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Select ETFs to compare their performance:
PERFORMANCE [as of 04/23/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DMRE 5.36% -- -- -- -- -- --
DMRE (NAV) 3.89% -- -- -- -- -- --
S&P EM 100 Managed Risk 2.0 Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DMRE Summary Data

Transamerica
03/21/19
Open-Ended Fund
0.60%
$46.24M
0.08%

DMRE Portfolio Data

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N/A

DMRE Index Data

S&P EM 100 Managed Risk 2.0 Index
Technical
Fixed
N/A

DMRE Fund Structure

No
--
No Policy
N/A
N/A
Low
N/A
N/A

DMRE Tax Exposures

20.00% / 39.60%
--
No
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

DMRE Factset Analytics Block Liquidity

As of 04/24/19
5
4
3
2
1

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

DMRE Tradability

55
$1.48K
0
0
0.08%
$0.04
0.31%
0.81% / -1.05%
None
37.00%
50,000
0
0.05%
--
--
$51.58
N/A