DEEP

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

DEEP Fund Description

DEEP tracks an equal-weighted index of 20 largest US stocks, by market-cap, that are potentially undervalued based on their fundamentals.

DEEP Factset Analytics Insight

DEEP is passively managed to hold deeply undervalued names from the 500 largest US stocks that are fundamentally strong. The underlying index uses its own valuation metric called, The Acquirer’s Multiple. This model evaluates constituents in multiple stages to arrive at a very narrow selection of value stocks. Starting with its initial universe, stocks are first examined and ranked individually based on their assets, earnings and cash flows. Potential components are further screened for fraud, earnings manipulation, and financial distress, with margin of safety being considered in the examination including wide discount, strong liquid balance sheet, and free cash flow. Finally, each remaining components are carefully examined for forensic-accounting review on their financial statements. The top 20 stocks that pass each stage form the portfolio, with each name receiving an equal weight of 5%. The index is to be rebalanced and reconstituted every quarter.

DEEP MSCI ESG Analytics Insight

Roundhill Acquirers Deep Value ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.51 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. Roundhill Acquirers Deep Value ETF ranks in the 46th percentile within its peer group and in the 95th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DEEP Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 08/05/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DEEP 6.11% 18.52% -26.79% -19.50% -3.84% 3.30% --
DEEP (NAV) 6.02% 18.57% -26.86% -19.39% -3.83% 3.34% --
Deep Value Index -- -- -- -- -- -- --
MSCI USA Large Cap Value 4.41% 9.21% -11.34% 0.37% 3.87% 6.62% 10.07%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DEEP Summary Data

Roundhill
09/23/14
Open-Ended Fund
0.80%
$22.33M
$304.35K
0.27%

DEEP Portfolio Data

$28.36B
91.16
1.39
7.59%
N/A
20

DEEP Index Data

Deep Value Index
Tiered
Fundamental
MSCI USA Large Cap Value

DEEP Portfolio Management

0.80%
2.94%
3.95%
2.20%

DEEP Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DEEP Fund Structure

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

DEEP Factset Analytics Block Liquidity

As of 08/06/20
5
4
3
2
1

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

DEEP Tradability

13,689
$304.35K
8,745
$186.31K
0.27%
$0.06
0.02%
0.85% / -3.14%
None
0.00%
50,000
0.17
0.00%
0.05%
0
$22.77
5

DEEP Sector/Industry Breakdown


DEEP
Segment Benchmark
38.61%
21.01%
19.31%
10.77%
15.31%
10.17%
10.84%
9.43%
10.26%
17.19%
5.66%
5.41%

DEEP Top 10 Holdings[View All]

6.59%
6.23%
5.44%
5.37%
5.33%
5.31%
5.11%
5.05%
4.91%
4.87%
54.21%

DEEP Countries


DEEP
Segment Benchmark
100.00%
99.92%
--
0.08%

DEEP Regions


DEEP
Segment Benchmark
100.00%
100.00%

DEEP Economic Development


DEEP
Segment Benchmark
100.00%
100.00%

DEEP Performance Statistics

0.87
1.26
1.03
1.25
1.28%
MSCI USA Large Cap Value

DEEP MSCI ESG Ratings

5.51 / 10
94.70
45.94
--
10.99%
219.44

DEEP Benchmark Comparison Holdings

20
190
6
3.43%

DEEP Benchmark Comparison Summary


DEEP
Segment Benchmark
20
190
$28.36B
$139.23B
91.16
19.14
1.39
2.25
2.80%
3.19%
High
Low

DEEP Benchmark Comparison Market Cap Size


DEEP
Segment Benchmark
40.88%
99.89%
44.66%
0.11%
14.46%
0.00%
0.00%
0.00%