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 MSCI ESG Analytics Insight

DeltaShares S&P EM 100 & Managed Risk ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.63 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. DeltaShares S&P EM 100 & Managed Risk ETF ranks in the 41st percentile within its peer group and in the 79th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DMRE Charts And Performance

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PERFORMANCE [as of 11/25/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DMRE 8.88% 11.72% 7.24% 15.18% -- -- --
DMRE (NAV) 8.43% 10.35% 6.60% 13.62% -- -- --
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

DeltaShares
03/21/19
Open-Ended Fund
0.60%
$49.83M
0.08%

DMRE Portfolio Data

1.33%
12/22/20

DMRE Index Data

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

DMRE Fund Structure

No
Yes
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 -

DMRE Factset Analytics Block Liquidity

As of 11/26/20
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

52
$2.52K
1
0
0.08%
$0.04
0.11%
1.52% / -1.93%
None
12.69%
50,000
0.00
--
--
0
$55.08
N/A

DMRE MSCI ESG Ratings

5.63 / 10
79.03
40.67
0.93%
2.12%
170.72