Xtrackers Russell 1000 Comprehensive Factor
ALTAR
Score™
6.4% info Recommen-
dation
OVERWEIGHT
2019E    2020E
P/E
ratio
17.5x P/Sales
ratio
1.7x
P/BV
ratio
3.1x Div.
yield
2.0%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium 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.

FUND BASICS
Category US Equities
Fund Sponsor Deutsche Bank
Website etfus.deutscheawm.com
Inception date Nov 24, 2015
Assets (mns) $221
Currency USD
Expense ratio 17 bp
Distributions Quarterly

FUND STRUCTURE
Regulation Open-Ended Fund
Custodian
Weighting Multi-Factor
Index replication
Uses derivatives No
Options available No

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 841
Wgt avg mkt cap (mns) $32,188
Large cap (>$10bn) 71.7%
Mid cap ($2-10bn) 28.1%
Small cap (<$2bn) 0.2%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
LAM RESEARCH CORP 0.8 %
CDW CORP/DE 0.7 %
CUMMINS INC 0.7 %
DOLLAR GENERAL CORP 0.6 %
PACCAR INC 0.6 %
APARTMENT INVT & MGMT CO -A 0.5 %
MEDICAL PROPERTIES TRUST INC 0.5 %
PULTE HOMES INC 0.5 %
DARDEN RESTAURANTS INC 0.5 %
SYSCO CORP 0.5 %
Total 6.0 %

TOP COUNTRY EXPOSURE
UNITED STATES 94.9 %
IRELAND 1.5 %
BERMUDA 0.8 %
BRITAIN 0.7 %
SWITZERLAND 0.5 %
CHINA 0.1 %
CANADA 0.1 %
PUERTO RICO 0.1 %



HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru November 30)
Year-to-date 1 year 5 years 10 years Since Incep.
26.7% 14.5% -- -- 10.5%

Market Correlations
versus... Beta R-squared
S&P500 0.96 95%
MSCI EAFE 0.88 66%
MSCI Emg. Mkts. 0.60 50%

Technical Indicators
Recent close $35.58
30d moving avg. $35.34
Annualized volatility 11.9%
Short interest (ETF) 0.6%
Relative strength (RSI) 65

Liquidity measures
Avg. volume (thou.) 10
Turnover 0.2%
Bid/Ask (% of price) 0.13%
ADV underlying (mns) $154,284

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 20 potential alternatives to the Xtrackers Russell 1000 Comprehensive Factor 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™: 6.4%


ALTERNATIVE ETFs BASED ON OVERLAP WITH DEUS
Ticker Fund
Name
Overlap1
vs DEUS
(%)
Expense
ratio
(bp)
Savings
vs DEUS
(bp)
ALTAR
Score™
(%)
ALTAR
vs DEUS
(%)
ONEO SPDR Russell 1000 Momentum Focus 83.0 20 -3 6.5 +0.1
ONEV SPDR Russell 1000 Low Volatility Focus 65.7 20 -3 7.0 +0.6
USEQ Invesco Russell 1000 Enhanced Equal Weight 62.5 29 -12 6.7 +0.3
CFO Victory CEMP US 500 Enhanced Volatility Wtd 57.6 35 -18 6.1 -0.3
CFA Compass EMP US 500 Volatility Weighted 57.6 35 -18 6.1 -0.3
IWR iShares Russell Midcap 54.5 19 -2 5.9 -0.5
SIZE iShares MSCI USA Size Factor 53.9 15 2 6.3 -0.1
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity 53.7 9 8 6.0 -0.4
EQAL Invesco Russel 1000 Equal Weight 53.6 20 -3 5.9 -0.5
EUSA iShares MSCI USA Equal Weight 52.9 15 2 6.5 +0.1
RSP Invesco S&P 500 Equal Weight 52.6 20 -3 6.8 +0.4
JHMM John Hancock Multifactor Mid Cap 51.1 44 -27 5.9 -0.5
JPUS JPMorgan Diversified Return U.S. Equity 50.6 19 -2 6.3 -0.1
JHML John Hancock Multifactor Large Cap 49.3 34 -17 6.0 -0.4
JPME JPMorgan Diversified Return U.S. Mid Cap Equity 49.0 24 -7 6.1 -0.3
USLB Invesco Russell 1000 Low Beta Equal Weight 48.2 35 -18 5.8 -0.6
SCIU Global X Scientific Beta US 47.7 19 -2 5.7 -0.7
RNLC Large Cap US Equity Select 45.9 60 -43 6.3 -0.1
FEX First Trust Large Cap Core Alphadex 44.1 61 -44 6.4 -0.0
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity 43.6 9 8 6.1 -0.3

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

  2014 2015 2016 2017 2018 2019E 2020E
Sales per share ** ** ** ** ** ** **
Earnings per share ** ** ** ** ** ** **
Dividends per share info ** ** ** ** ** ** **
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

Return on equity

Revision activity*
*Six months ago = 100

Net margins

Compound annual growth rates

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VALUATION METRICS
  2018 2019E 2020E
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
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™


Calculation of ALTAR Score™
Avg. Return on Equity 17.9 %
Divided by: Fwd. P/BV 2.7 x
Less: Expense ratio 17 bp
Equals: ALTAR Score 6.4 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.64 CATEGORY
AVERAGE
1.56
 
The composite rating is a weighted average of analysts' consensus recommendations for individual ETF constituents, based on the following scale:

BUY = 1; OVERWEIGHT = 1.5, HOLD = 2; UNDERWEIGHT = 2.5; and SELL = 3.

Readers are cautioned that because analyst ratings tend to be inflated, the composite score may be more useful as a relative measure of sentiment between funds rather than as a stand-alone recommendation.
 

 

See RATING tab for calculation of ALTAR Score™
Risk & reward. Uses std. dev. as proxy for risk, ALTAR Score™ for return forecast.
Dividends paid by constituents to the fund. May differ from actual distributions to shareholders due to constituent changes, timing issues or other factors.
Monthly returns based on changes in price plus dividends. May differ from daily returns reported by funds. See below for standardized returns.