SMLE

Xtrackers S&P SmallCap 600 ESG ETF
*Unless otherwise stated, data provided by FactSet.

SMLE Fund Description

SMLE tracks a market-cap-weighted index of US small-cap stocks screened for various environmental, social, and governance factors.

SMLE Factset Analytics Insight

SMLE selects securities from the S&P SmallCap 600 Index that meet ESG screens, while maintaining similar risk and return as the index. Using various exclusionary screens, the fund eliminates companies: (1) involved in tobacco, weapons, and thermal coal, (2) those with Global Compact (GC) scores ranked in the bottom 5% of all UNGC-scored companies globally, (3) firms with ESG risks flagged by released Media and Stakeholder Analysis (MSA), and (4) those with S&P DJI ESG scores within the bottom 25% from each GICS industry group. Remaining companies are then ranked in descending order of their S&P DJI ESG scores, selecting securities until 75% of each industry group’s market-cap is reached. Constituents are weighted by market-cap and rebalanced annually. Overall, SMLE’s ESG take on the US small-cap stocks makes it a great complement to SNPE and MIDE which are Xtrackers’ ESG view on the US total market and midcaps, respectively.

SMLE MSCI ESG Analytics Insight

Xtrackers S&P SmallCap 600 ESG ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.26 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. Xtrackers S&P SmallCap 600 ESG ETF ranks in the 30th percentile within its peer group and in the 30th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SMLE 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.

PERFORMANCE [as of 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SMLE 2.21% -0.84% -- -- -- -- --
SMLE (NAV) 3.73% 3.43% -- -- -- -- --
MSCI USA Small Cap Index 3.08% 4.32% 19.47% 43.09% 16.91% 16.04% 14.99%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SMLE Summary Data

Deutsche Bank
Xtrackers
02/24/21
Open-Ended Fund
0.15%
$10.56M
$11.77K
0.14%
ESML, XJR, IJR, IWM, VB

SMLE Portfolio Data

$2.76B
31.50
2.34
--
N/A
395

SMLE Index Data

S&P SmallCap 600 ESG Index - Benchmark TR Gross
Market Cap
Principles-based
MSCI USA Small Cap Index

SMLE Portfolio Management

0.15%
--
--
--

SMLE Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SMLE Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
High
Daily

SMLE Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of SMLE. SMLE is rated a 4 out of 5.

SMLE Tradability

463
$11.77K
20
0
0.14%
$0.04
0.00%
0.75% / -0.18%
None
100.00%
50,000
0.00
--
0.04%
0
$26.72
4

SMLE Sector/Industry Breakdown


SMLE
Segment Benchmark
25.69%
22.61%
19.42%
14.03%
15.09%
15.32%
14.02%
14.85%
12.13%
13.83%
4.63%
3.89%
4.43%
5.04%
2.69%
3.49%
0.82%
2.04%
0.79%
0.63%

SMLE Countries


SMLE
Segment Benchmark
100.00%
100.00%

SMLE Regions


SMLE
Segment Benchmark
100.00%
100.00%

SMLE Economic Development


SMLE
Segment Benchmark
100.00%
100.00%

SMLE Performance Statistics

0.92
1.07
1.05
0.99
0.35%
MSCI USA Small Cap Index

SMLE MSCI ESG Ratings

5.26 / 10
29.64
29.77
1.66%
--
70.56

SMLE Benchmark Comparison Holdings

395
1855
374
14.05%

SMLE Benchmark Comparison Summary


SMLE
Segment Benchmark
395
1855
$2.76B
$5.77B
31.50
49.54
2.34
2.79
1.10%
1.00%
Low
Low

SMLE Benchmark Comparison Market Cap Size


SMLE
Segment Benchmark
0.00%
4.83%
45.21%
73.12%
53.35%
21.12%
1.44%
0.93%

Options Strategies for Outcome Investing

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