DMREDeltaShares S&P EM 100 & Managed Risk ETF
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
DMRE Factset Analytics Block Liquidity
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.