Xtrackers Russell 1000 Comprehensive Factor ETF
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
The Xtrackers Russell 1000 Comprehensive Factor ETF tracks the Russell 1000 Comprehensive Factor Index, which selects and weights securities within the Russell 1000 by five different factors. |
Category | US Equities |
Fund Sponsor | Deutsche Bank |
Website | etfus.deutscheawm.com |
Inception date | Nov 24, 2015 |
Assets (mns) | $182 |
Currency | USD |
Expense ratio | 17 bp |
Distributions | Quarterly |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Multi-Factor |
Index replication | |
Uses derivatives | No |
Options available | No |
No. of constituents | 829 |
Wgt avg mkt cap (mns) | $43,781 |
Large cap (>$10bn) | 77.8% |
Mid cap ($2-10bn) | 21.4% |
Small cap (<$2bn) | 0.0% |
Developed mkts | 100.0% |
Emerging mkts | 0.0% |
PROGRESSIVE CORP | 1.0 % |
MCKESSON CORP | 0.9 % |
CUMMINS INC | 0.8 % |
EBAY INC | 0.6 % |
COGNIZANT TECH SOLUTIONS-A | 0.6 % |
BIO-RAD LABORATORIES-CL A | 0.6 % |
CADENCE DESIGN SYS INC | 0.6 % |
SYNOPSYS INC | 0.5 % |
HUMANA INC | 0.5 % |
CLOROX COMPANY | 0.5 % | Total | 6.6 % |
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UNITED STATES | 94.4 % |
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IRELAND | 1.8 % |
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BRITAIN | 1.1 % |
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BERMUDA | 0.7 % |
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SWITZERLAND | 0.4 % |
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CHINA | 0.2 % |
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LUXEMBOURG | 0.1 % |
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NETHERLANDS | 0.1 % |
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CAYMAN ISLANDS | 0.1 % |
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PUERTO RICO | 0.0 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
8.8% | 8.8% | 10.3% | -- | 10.4% |
versus... | Beta | R-squared |
S&P500 | 1.06 | 93% |
MSCI EAFE | 1.00 | 82% |
MSCI Emg. Mkts. | 0.83 | 72% |
Recent close | $39.58 |
30d moving avg. | $38.90 |
Annualized volatility | 20.6% |
Short interest (ETF) | 1.8% |
Relative strength (RSI) | 63 |
Avg. volume (thou.) | 27 |
Turnover | 0.6% |
Bid/Ask (% of price) | 0.13% |
ADV underlying (mns) | $240,350 |
FINDING ALTERNATIVE FUNDS
Below is a list of 97 potential alternatives to the Xtrackers Russell 1000 Comprehensive Factor ETF ETF based on the alternatives' overlap in portfolio holdings with DEUS. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | DEUS | Expense: | 17 bp | ALTAR Score™: | 5.7% |
Ticker | Fund Name |
Overlap1 vs DEUS (%) |
Expense ratio (bp) |
Savings vs DEUS (bp) |
ALTAR Score™ (%) |
ALTAR vs DEUS (%) |
ONEO | SPDR Russell 1000 Momentum Focus ETF | 82.7 | 20 | -3 | 5.6 | -0.0 |
OMFL | Invesco Russell 1000 Dynamic Multifactor ETF | 67.0 | 29 | -12 | 7.3 | +1.7 |
ONEV | SPDR Russell 1000 Low Volatility Focus ETF | 63.0 | 20 | -3 | 6.2 | +0.5 |
CFO | VictoryShares US 500 Enhanced Volatility Weighted Index ETF | 61.9 | 35 | -18 | 5.1 | -0.6 |
CFA | VictoryShares US 500 Volatility Weighted Index ETF | 61.6 | 35 | -18 | 5.1 | -0.6 |
USEQ | Invesco Russell 1000 Enhanced Equal Weight ETF | 60.7 | 29 | -12 | 6.0 | +0.4 |
SIZE | iShares MSCI USA Size Factor ETF | 56.9 | 15 | 2 | 5.2 | -0.5 |
EUSA | iShares MSCI USA Equal Weighted ETF | 56.8 | 15 | 2 | 5.2 | -0.5 |
GSEW | Goldman Sachs Equal Weight U.S. Large Cap Equity ETF | 55.8 | 9 | 8 | 5.0 | -0.7 |
RSP | Invesco S&P 500 Equal Weight ETF | 55.4 | 20 | -3 | 5.6 | -0.0 |
IWR | iShares Russell Midcap ETF | 55.0 | 19 | -2 | 4.8 | -0.9 |
JHMM | John Hancock Multifactor Mid Cap ETF | 53.2 | 42 | -25 | 4.7 | -0.9 |
USLB | Invesco Russell 1000 Low Beta Equal Weight ETF | 52.9 | 35 | -18 | 5.1 | -0.6 |
JHML | John Hancock Multifactor Large Cap ETF | 50.2 | 29 | -12 | 4.9 | -0.8 |
EQAL | Invesco Russell 1000 Equal Weight ETF | 49.3 | 20 | -3 | 5.1 | -0.6 |
BKMC | BNY Mellon US Mid Cap Core Equity ETF | 49.1 | 4 | 13 | 4.9 | -0.7 |
TPLC | Timothy Plan US Large Cap Core ETF | 48.9 | 52 | -35 | 4.5 | -1.2 |
JPME | JPMorgan Diversified Return U.S. Mid Cap Equity ETF | 48.1 | 24 | -7 | 5.5 | -0.2 |
JPUS | JPMorgan Diversified Return U.S. Equity ETF | 47.5 | 18 | -1 | 5.6 | -0.0 |
IWS | iShares Russell Mid-Cap Value ETF | 46.5 | 24 | -7 | 6.0 | +0.3 |
PQLC | PGIM QMA Strategic Alpha Large-Cap Core ETF | 46.2 | 17 | 0 | 6.1 | +0.4 |
DYNF | BlackRock U.S. Equity Factor Rotation ETF | 45.2 | 30 | -13 | 5.3 | -0.4 |
FEX | First Trust Large Cap Core AlphaDEX Fund | 44.6 | 60 | -43 | 4.7 | -1.0 |
RNLC | Large Cap US Equity Select ETF | 43.7 | 60 | -43 | 5.2 | -0.4 |
RVRS | Reverse Cap Weighted U.S. Large Cap ETF | 43.5 | 29 | -12 | 6.2 | +0.5 |
ROUS | Hartford Multifactor US Equity ETF | 43.3 | 19 | -2 | 5.8 | +0.2 |
ESGV | Vanguard ESG U.S. Stock ETF | 41.8 | 12 | 5 | 4.5 | -1.2 |
GSLC | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 40.9 | 9 | 8 | 4.8 | -0.9 |
VONV | Vanguard Russell 1000 Value Index Fund | 40.7 | 8 | 9 | 6.2 | +0.5 |
AVUS | Avantis U.S. Equity ETF | 40.4 | 15 | 2 | 4.8 | -0.8 |
TUSA | First Trust Total US Market AlphaDEX ETF | 40.2 | 70 | -53 | 4.8 | -0.8 |
IWD | iShares Russell 1000 Value ETF | 39.5 | 19 | -2 | 6.1 | +0.4 |
VO | Vanguard Mid-Cap Index Fund | 39.3 | 4 | 13 | 4.6 | -1.1 |
MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 39.2 | 30 | -13 | 5.1 | -0.6 |
DFAU | Dimensional US Core Equity Market ETF | 38.6 | 12 | 5 | 4.7 | -1.0 |
IWB | iShares Russell 1000 ETF | 37.9 | 15 | 2 | 4.5 | -1.2 |
AFLG | First Trust Active Factor Large Cap ETF | 37.8 | 55 | -38 | 4.7 | -1.0 |
IYY | iShares Dow Jones U.S. ETF | 37.1 | 20 | -3 | 4.4 | -1.3 |
VTHR | Vanguard Russell 3000 Index Fund | 37.1 | 10 | 7 | 4.4 | -1.3 |
SCHK | Schwab 1000 Index ETF | 37.1 | 5 | 12 | 4.6 | -1.1 |
SCHV | Schwab U.S. Large-Cap Value ETF | 36.9 | 4 | 13 | 6.1 | +0.4 |
RBUS | Nationwide Risk-Based U.S. Equity ETF | 36.5 | 30 | -13 | 4.6 | -1.1 |
IWV | iShares Russell 3000 ETF | 36.2 | 20 | -3 | 4.3 | -1.4 |
SCHX | Schwab U.S. Large-Cap ETF | 36.2 | 3 | 14 | 4.6 | -1.1 |
QUS | SPDR MSCI USA StrategicFactors ETF | 36.1 | 15 | 2 | 5.3 | -0.4 |
PRF | Invesco FTSE RAFI US 1000 ETF | 36.0 | 39 | -22 | 5.7 | +0.1 |
VOOV | Vanguard S&P 500 Value ETF | 35.9 | 10 | 7 | 6.6 | +1.0 |
SCHB | Schwab U.S. Broad Market ETF | 35.8 | 3 | 14 | 4.5 | -1.2 |
ITOT | iShares Core S&P Total U.S. Stock Market ETF | 35.7 | 3 | 14 | 4.4 | -1.3 |
VONE | Vanguard Russell 1000 ETF | 35.7 | 8 | 9 | 4.6 | -1.1 |
SZNE | Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF | 35.7 | 60 | -43 | 4.7 | -0.9 |
IUSV | iShares Core S&P U.S. Value ETF | 35.6 | 4 | 13 | 6.5 | +0.8 |
JQUA | JPMorgan U.S. Quality Factor ETF | 35.3 | 12 | 5 | 5.1 | -0.6 |
FNDB | Schwab Fundamental U.S. Broad Market Index ETF | 35.2 | 25 | -8 | 5.7 | -0.0 |
VTI | Vanguard Total Stock Market Index Fund | 35.2 | 3 | 14 | 4.4 | -1.3 |
RESP | WisdomTree US ESG Fund of Benef Interest | 35.2 | 28 | -11 | 5.0 | -0.6 |
FLQL | Franklin LibertyQ U.S. Equity ETF | 35.1 | 15 | 2 | 5.9 | +0.3 |
SPTM | SPDR Portfolio Total Stock Market ETF | 35.0 | 3 | 14 | 4.8 | -0.9 |
BFOR | Barron's 400 ETF | 34.8 | 65 | -48 | 5.6 | -0.1 |
PBUS | Invesco PureBeta MSCI USA ETF | 34.7 | 4 | 13 | 4.6 | -1.1 |
FNDX | Schwab Fundamental U.S. Large Co. Index ETF | 34.6 | 25 | -8 | 5.7 | +0.1 |
EPS | WisdomTree U.S. Earnings 500 Fund | 34.6 | 8 | 9 | 5.9 | +0.3 |
CATH | Global X S&P 500 Catholic Values Custom ETF | 34.5 | 29 | -12 | 4.6 | -1.1 |
IUS | Invesco Strategic US ETF | 34.3 | 19 | -2 | 5.5 | -0.2 |
TILT | Flexshares Morningstar US Market Factors Tilt Index Fund | 34.1 | 25 | -8 | 4.9 | -0.8 |
JVAL | JPMorgan U.S. Value Factor ETF | 33.9 | 12 | 5 | 7.1 | +1.5 |
BBUS | JP Morgan Betabuilders U.S. Equity ETF | 33.8 | 2 | 15 | 4.6 | -1.0 |
PBP | Invesco S&P 500 BuyWrite ETF | 33.5 | 49 | -32 | 4.3 | -1.4 |
VLU | SPDR S&P 1500 Value Tilt ETF | 33.5 | 12 | 5 | 6.2 | +0.5 |
FAB | First Trust Multi Cap Value AlphaDEX Fund | 33.4 | 71 | -54 | 7.6 | +1.9 |
XYLG | Global X S&P 500 Covered Call & Growth ETF | 33.3 | 60 | -43 | 4.4 | -1.3 |
LRGF | iShares Edge MSCI Multifactor USA ETF | 33.3 | 20 | -3 | 6.1 | +0.4 |
SPYX | SPDR S&P 500 Fossil Fuel Reserves Free ETF | 33.3 | 20 | -3 | 4.8 | -0.9 |
SPYV | SPDR Portfolio S&P 500 Value ETF | 33.2 | 4 | 13 | 6.5 | +0.8 |
IVE | iShares S&P 500 Value ETF | 33.2 | 18 | -1 | 6.3 | +0.7 |
RWL | Invesco S&P 500 Revenue ETF | 33.1 | 39 | -22 | 6.3 | +0.6 |
SPLG | SPDR Portfolio Large Cap ETF | 33.0 | 3 | 14 | 4.7 | -0.9 |
STMB | iShares Factors US Mid Blend Style ETF | 32.9 | 30 | -13 | 5.0 | -0.7 |
SPY | SPDR S&P 500 ETF Trust | 32.9 | 9 | 8 | 4.7 | -1.0 |
IVV | iShares Core S&P 500 ETF | 32.9 | 3 | 14 | 4.7 | -0.9 |
VV | Vanguard Large-Cap Index Fund | 32.8 | 4 | 13 | 4.6 | -1.1 |
GSUS | Goldman Sachs MarketBeta U.S. Equity ETF | 32.8 | 7 | 10 | 4.5 | -1.1 |
VOO | VANGUARD S&P 500 ETF | 32.5 | 3 | 14 | 4.8 | -0.9 |
USMF | WisdomTree U.S. Multifactor Fund | 32.3 | 28 | -11 | 5.4 | -0.3 |
SPXE | ProShares S&P 500 Ex-Energy ETF | 32.2 | 27 | -10 | 4.6 | -1.1 |
SCHM | Schwab U.S. Mid-Cap ETF | 32.1 | 4 | 13 | 5.0 | -0.6 |
ULVM | VictoryShares USAA MSCI USA Value Momentum ETF | 32.1 | 20 | -3 | 6.6 | +1.0 |
FLQM | Franklin LibertyQ U.S. Mid Cap Equity ETF | 32.0 | 30 | -13 | 5.4 | -0.3 |
QARP | Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 31.9 | 19 | -2 | 5.3 | -0.4 |
XVV | iShares ESG Screened S&P 500 ETF | 31.7 | 8 | 9 | 4.9 | -0.8 |
SPXT | ProShares S&P 500 Ex-Technology ETF | 31.5 | 27 | -10 | 4.9 | -0.8 |
ACWF | iShares MSCI Global Multifactor ETF | 31.1 | 35 | -18 | 6.8 | +1.2 |
SFY | SoFi Select 500 ETF | 30.8 | 0 | 17 | 4.6 | -1.1 |
USXF | iShares ESG Advanced MSCI USA ETF | 30.7 | 10 | 7 | 4.6 | -1.1 |
MMTM | SPDR S&P 1500 Momentum Tilt ETF | 30.6 | 12 | 5 | 4.0 | -1.7 |
VFMF | Vanguard U.S. Multifactor ETF | 30.6 | 19 | -2 | 6.1 | +0.5 |
DTD | WisdomTree U.S.Total Dividend Fund | 30.5 | 28 | -11 | 6.2 | +0.6 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
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RESULTS & ESTIMATES
2015 | 2016 | 2017 | 2018 | 2019 | 2020E | 2021E | |
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Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
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VALUATION METRICS
2019 | 2020E | 2021E | |
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Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
Xtrackers Russell 1000 Comprehensive Factor ETF | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
OVERWEIGHT |
Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals. |
ALTAR Score™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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