Xtrackers Russell 1000 Comprehensive Factor ETF
ALTAR
Score™
6.4% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
22.7x P/Sales
ratio
1.4x
P/BV
ratio
2.7x 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) $135
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 838
Wgt avg mkt cap (mns) $34,534
Large cap (>$10bn) 67.3%
Mid cap ($2-10bn) 31.9%
Small cap (<$2bn) 0.8%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
SYNOPSYS INC 0.8 %
PHILLIPS 66 0.7 %
DOLLAR GENERAL CORP 0.7 %
PULTE HOMES INC 0.7 %
WESTERN UNION CO 0.7 %
CUMMINS INC 0.6 %
BEST BUY CO INC 0.6 %
MCKESSON CORP 0.6 %
CDW CORP/DE 0.6 %
CERNER CORP 0.6 %
Total 6.5 %

TOP COUNTRY EXPOSURE
UNITED STATES 94.8 %
IRELAND 1.6 %
BRITAIN 1.0 %
BERMUDA 0.6 %
SWITZERLAND 0.4 %
CHINA 0.2 %
CANADA 0.1 %




HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru May 31)
Year-to-date 1 year 5 years 10 years Since Incep.
-11.8% 2.0% -- -- 6.6%

Market Correlations
versus... Beta R-squared
S&P500 1.12 95%
MSCI EAFE 1.15 86%
MSCI Emg. Mkts. 0.83 69%

Technical Indicators
Recent close $33.22
30d moving avg. $29.98
Annualized volatility 19.4%
Short interest (ETF) 2.3%
Relative strength (RSI) 69

Liquidity measures
Avg. volume (thou.) 83
Turnover 2.1%
Bid/Ask (% of price) 0.26%
ADV underlying (mns) $256,855

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 100 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™: 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 ETF 82.6 20 -3 6.4 +0.0
ONEV SPDR Russell 1000 Low Volatility Focus ETF 63.8 20 -3 6.9 +0.5
USEQ Invesco Russell 1000 Enhanced Equal Weight ETF 61.0 29 -12 6.5 +0.2
CFA VictoryShares US 500 Volatility Weighted Index ETF 56.2 35 -18 5.7 -0.6
EUSA iShares MSCI USA Equal Weighted ETF 55.5 15 2 5.9 -0.4
SIZE iShares Edge MSCI USA Size Factor ETF 55.1 15 2 5.8 -0.5
RSP Invesco S&P 500 Equal Weight ETF 52.3 20 -3 6.7 +0.3
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF 52.2 9 8 5.8 -0.5
IWR iShares Russell Midcap ETF 52.2 19 -2 5.5 -0.8
JHMM John Hancock Multifactor Mid Cap ETF 51.1 44 -27 5.6 -0.8
EQAL Invesco Russell 1000 Equal Weight ETF 49.6 20 -3 5.0 -1.4
JHML John Hancock Multifactor Large Cap ETF 49.1 34 -17 5.5 -0.9
JPUS JPMorgan Diversified Return U.S. Equity ETF 48.5 19 -2 6.1 -0.2
JPME JPMorgan Diversified Return U.S. Mid Cap Equity ETF 45.8 24 -7 5.9 -0.5
SCIU Global X Scientific Beta US ETF 45.4 19 -2 5.6 -0.7
RNLC Large Cap US Equity Select ETF 44.6 60 -43 6.1 -0.3
RVRS Reverse Cap Weighted U.S. Large Cap ETF 44.5 29 -12 7.1 +0.7
FEX First Trust Large Cap Core AlphaDEX Fund 42.5 60 -43 5.9 -0.4
TPLC Timothy Plan US Large Cap Core ETF 42.1 52 -35 5.3 -1.1
IWS iShares Russell Mid-Cap Value ETF 42.1 24 -7 7.0 +0.6
DYNF BlackRock U.S. Equity Factor Rotation ETF 42.0 30 -13 6.6 +0.3
AVUS Avantis U.S. Equity ETF 41.9 15 2 5.7 -0.7
USLB Invesco Russell 1000 Low Beta Equal Weight ETF 41.7 35 -18 5.7 -0.7
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 41.1 9 8 5.5 -0.8
CFO VictoryShares US 500 Enhanced Volatility Weighted Index ETF 40.5 35 -18 5.8 -0.6
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 40.0 29 -12 6.1 -0.3
ROUS Hartford Multifactor US Equity ETF 39.3 19 -2 7.1 +0.7
TUSA First Trust Total US Market AlphaDEX ETF 38.0 70 -53 5.9 -0.5
PQLC PGIM QMA Strategic Alpha Large-Cap Core ETF 37.5 17 0 6.8 +0.4
FNDB Schwab Fundamental U.S. Broad Market Index ETF 37.5 25 -8 6.4 +0.1
PRF Invesco FTSE RAFI US 1000 ETF 37.4 39 -22 6.7 +0.3
IWB iShares Russell 1000 ETF 37.4 15 2 5.2 -1.1
VONE Vanguard Russell 1000 ETF 37.1 8 9 5.3 -1.1
IYY iShares Dow Jones U.S. ETF 36.8 20 -3 5.2 -1.2
FNDX Schwab Fundamental U.S. Large Co. Index ETF 36.7 25 -8 6.4 +0.1
SCHK Schwab 1000 Index ETF 36.6 5 12 5.3 -1.1
VLU SPDR S&P 1500 Value Tilt ETF 36.2 12 5 7.0 +0.7
IWV iShares Russell 3000 ETF 35.9 20 -3 5.1 -1.3
SCHX Schwab U.S. Large-Cap ETF 35.9 3 14 5.3 -1.0
VTI Vanguard Total Stock Market Index Fund 35.9 3 14 5.2 -1.2
VTHR Vanguard Russell 3000 Index Fund 35.8 10 7 5.2 -1.2
SCHB Schwab U.S. Broad Market ETF 35.8 3 14 5.3 -1.1
ITOT iShares Core S&P Total U.S. Stock Market ETF 35.7 3 14 5.2 -1.2
VO Vanguard Mid-Cap Index Fund 35.5 4 13 5.4 -1.0
IWD iShares Russell 1000 Value ETF 35.2 19 -2 6.9 +0.5
QUS SPDR MSCI USA StrategicFactors ETF 35.1 15 2 5.8 -0.6
VONV Vanguard Russell 1000 Value Index Fund 35.0 8 9 7.0 +0.7
SPTM SPDR Portfolio Total Stock Market ETF 34.8 3 14 5.5 -0.8
PBUS Invesco PureBeta MSCI USA ETF 34.6 4 13 5.3 -1.1
PBP Invesco S&P 500 BuyWrite ETF 34.5 49 -32 5.1 -1.3
RWL Invesco S&P 500 Revenue ETF 34.3 39 -22 6.7 +0.3
FLQL Franklin LibertyQ U.S. Equity ETF 34.3 15 2 6.2 -0.2
IUS Invesco Strategic US ETF 34.1 19 -2 6.1 -0.2
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 33.9 25 -8 6.1 -0.3
BBUS JP Morgan Betabuilders U.S. Equity ETF 33.8 2 15 5.4 -1.0
SCHM Schwab U.S. Mid-Cap ETF 33.8 4 13 6.2 -0.2
HSPX Global X S&P 500 Covered Call ETF 33.7 65 -48 4.9 -1.5
AFLG First Trust Active Factor Large Cap ETF 33.7 55 -38 5.5 -0.8
VV Vanguard Large-Cap Index Fund 33.5 4 13 5.3 -1.1
BFOR Barron's 400 ETF 33.5 66 -49 6.2 -0.2
OMFL Oppenheimer Russell 1000 Dynamic Multifactor ETF 33.3 29 -12 4.3 -2.1
EPS WisdomTree U.S. Earnings 500 Fund 33.2 8 9 6.4 +0.0
RBUS Nationwide Risk-Based U.S. Equity ETF 33.1 30 -13 5.0 -1.3
IWP iShares Russell Mid-Cap Growth ETF 33.1 24 -7 4.1 -2.2
JMOM JPMorgan U.S. Momentum Factor ETF 33.0 12 5 3.9 -2.5
CATH Global X S&P 500 Catholic Values Custom ETF 32.9 29 -12 5.3 -1.1
IVV iShares Core S&P 500 ETF 32.9 4 13 5.4 -0.9
SPLG SPDR Portfolio Large Cap ETF 32.9 3 14 5.5 -0.9
SPY SPDR S&P 500 ETF Trust 32.8 9 8 5.4 -1.0
EXT WisdomTree U.S. Total Earnings Fund 32.8 28 -11 5.7 -0.7
VOO VANGUARD S&P 500 ETF 32.7 3 14 5.5 -0.9
SPXE ProShares S&P 500 Ex-Energy ETF 32.6 27 -10 5.4 -1.0
ESGV Vanguard ESG U.S. Stock ETF 32.6 12 5 5.3 -1.1
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 32.5 20 -3 5.4 -0.9
SPXT ProShares S&P 500 Ex-Technology ETF 32.4 27 -10 5.6 -0.8
QRFT Qraft Ai-Enhanced U.S. Large Cap ETF 32.3 75 -58 3.6 -2.7
ULVM VictoryShares USAA MSCI USA Value Momentum ETF 32.0 20 -3 7.5 +1.1
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 31.9 19 -2 5.6 -0.8
IUSV iShares Core S&P U.S. Value ETF 31.9 4 13 7.3 +0.9
SPXV ProShares S&P 500 Ex-Health Care ETF 31.9 27 -10 5.1 -1.3
ONEY SPDR Russell 1000 Yield Focus ETF 31.8 20 -3 8.1 +1.8
JQUA JPMorgan U.S. Quality Factor ETF 31.0 12 5 5.2 -1.2
JVAL JPMorgan U.S. Value Factor ETF 31.0 12 5 8.6 +2.2
DTD WisdomTree U.S.Total Dividend Fund 30.8 28 -11 6.5 +0.1
SCHV Schwab U.S. Large-Cap Value ETF 30.5 4 13 7.0 +0.6
IVE iShares S&P 500 Value ETF 29.5 18 -1 7.1 +0.7
SPYV SPDR Portfolio S&P 500 Value ETF 29.5 4 13 7.2 +0.8
VOOV Vanguard S&P 500 Value ETF 29.4 15 2 7.1 +0.7
RNDV US Equity Dividend Select ETF 29.4 50 -33 7.5 +1.1
FAD First Trust Multi Cap Growth AlphaDEX Fund 29.3 66 -49 2.5 -3.8
SPXN ProShares S&P 500 Ex-Financials ETF 29.2 27 -10 5.1 -1.3
AMCA iShares Russell 1000 Pure U.S. Revenue ETF 29.1 15 2 6.7 +0.3
SFY SoFi Select 500 ETF 29.0 0 17 5.3 -1.1
JMIN JPMorgan U.S. Minimum Volatility ETF 28.9 12 5 5.7 -0.6
MMTM SPDR S&P 1500 Momentum Tilt ETF 28.7 12 5 5.1 -1.3
VFQY Vanguard U.S. Quality Factor ETF 28.7 13 4 5.9 -0.5
FLQM Franklin LibertyQ U.S. Mid Cap Equity ETF 28.5 30 -13 5.8 -0.5
DIVB iShares U.S. Dividend & Buyback ETF 28.3 25 -8 6.4 +0.0
IUSG iShares Core S&P US Growth ETF 28.2 4 13 4.5 -1.9
USMF WisdomTree U.S. Multifactor Fund 28.1 28 -11 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

  2015 2016 2017 2018 2019 2020E 2021E
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
  2019 2020E 2021E
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:

NEUTRAL

Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 16.6 %
Divided by: Fwd. P/BV 2.5 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
1.57 CATEGORY
AVERAGE
1.53
 
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.