DVP

Deep Value ETF
*Unless otherwise stated, data provided by FactSet.

DVP Fund Description

DVP tracks an index of about 20 stocks selected from the S&P 500. The index aims to find undervalued stocks using fundamental screens, enterprise value to EBITDA and price/free cash flow. Stocks are weighted in tiers.

DVP Factset Analytics Insight

DVP aims to find deeply undervalued stocks pulled from the S&P 500. While plain-vanilla value funds rely on P/E and P/B ratios, DVP takes a different tack. It uses quality screens—positive earnings, dividends, etc.—and valuation metrics like enterprise value to EBITDA. Concentrated by design, the fund holds only about 20 names, weighted in tiers. As a result, it shows a massive mid-cap tilt and major sector biases. While Tradability is strong for larger investors thanks to a liquid basket, retail traders need to be very mindful of DVP's volatile spreads and uneven trading activity. DVP isn't cheap to hold either. In short, while DVP does track an index, it behaves an awful lot like an active fund, with the fees to match.

DVP MSCI ESG Analytics Insight

Deep Value ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.30 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. Deep Value ETF ranks in the 24th percentile within its peer group and in the 6th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DVP MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

DVP Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 12/10/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DVP 0.09% 4.42% 10.29% 4.26% 6.65% 7.24% --
DVP (NAV) 0.08% 4.43% 9.90% 4.13% 6.63% 7.74% --
Deep Value Index -- -- -- -- -- -- --
MSCI USA Large Cap Value 0.94% 5.11% 22.30% 16.48% 9.53% 8.87% 11.41%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DVP Summary Data

TMW Funds
09/23/14
Open-Ended Fund
0.59%
$313.28M
$680.51K
0.18%

DVP Portfolio Data

$27.40B
13.09
1.68
2.63%
09/13/16
22

DVP Index Data

Deep Value Index
Tiered
Fundamental
MSCI USA Large Cap Value

DVP Portfolio Management

0.59%
1.76%
3.80%
0.12%

DVP Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DVP Fund Structure

Open-Ended Fund
No
No
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

DVP Factset Analytics Block Liquidity

As of 12/11/19
5
4
3
2
1

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

DVP Tradability

21,181
$680.51K
18,716
$615.89K
0.18%
$0.06
0.04%
0.34% / -0.42%
None
100.00%
50,000
0.37
0.01%
0.05%
0
$32.67
5

DVP Sector/Industry Breakdown


DVP
Segment Benchmark
34.90%
7.37%
14.69%
9.97%
11.64%
23.04%
9.12%
1.99%
8.47%
8.37%
7.95%
13.72%
4.62%
4.76%
4.39%
17.06%
4.22%
7.87%

DVP Top 10 Holdings[View All]

Macy's Inc 7.00%
HP Inc. 5.04%
59.93%

DVP Countries


DVP
Segment Benchmark
100.00%
100.00%

DVP Regions


DVP
Segment Benchmark
100.00%
100.00%

DVP Economic Development


DVP
Segment Benchmark
100.00%
100.00%

DVP Performance Statistics

0.65
1.30
1.19
1.25
0.85%
MSCI USA Large Cap Value

DVP MSCI ESG Ratings

4.30 / 10
6.32
24.38
--
0.19%
91.19

DVP Benchmark Comparison Holdings

22
186
11
4.31%

DVP Benchmark Comparison Summary


DVP
Segment Benchmark
22
186
$27.40B
$151.87B
13.09
18.85
1.68
2.38
4.24%
2.85%
High
Low

DVP Benchmark Comparison Market Cap Size


DVP
Segment Benchmark
55.06%
99.78%
44.94%
0.22%
0.00%
0.00%
0.00%
0.00%