Xtrackers Russell 1000 Comprehensive Factor ETF
ALTAR
Score™
6.3% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
20.4x P/Sales
ratio
1.3x
P/BV
ratio
3.0x Div.
yield
1.7%


  • 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) $152
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 837
Wgt avg mkt cap (mns) $41,732
Large cap (>$10bn) 74.2%
Mid cap ($2-10bn) 25.3%
Small cap (<$2bn) 0.2%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
MCKESSON CORP 0.8 %
TARGET CORP 0.7 %
HUMANA INC 0.7 %
CARDINAL HEALTH INC 0.7 %
PROGRESSIVE CORP 0.7 %
CUMMINS INC 0.6 %
BIO-RAD LABORATORIES-CL A 0.6 %
AMERISOURCEBERGEN CORP 0.6 %
CIGNA CORP 0.6 %
NORTONLIFELOCK INC 0.6 %
Total 6.8 %

TOP COUNTRY EXPOSURE
UNITED STATES 94.9 %
IRELAND 1.6 %
BRITAIN 1.0 %
BERMUDA 0.7 %
SWITZERLAND 0.3 %
CHINA 0.2 %
LUXEMBOURG 0.1 %
NETHERLANDS 0.1 %
CAYMAN ISLANDS 0.1 %
PUERTO RICO 0.0 %

HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru September 30)
Year-to-date 1 year 5 years 10 years Since Incep.
-5.2% 0.2% -- -- 7.7%

Market Correlations
versus... Beta R-squared
S&P500 1.08 93%
MSCI EAFE 1.13 84%
MSCI Emg. Mkts. 0.81 69%

Technical Indicators
Recent close $34.94
30d moving avg. $34.56
Annualized volatility 19.7%
Short interest (ETF) 0.5%
Relative strength (RSI) 55

Liquidity measures
Avg. volume (thou.) 20
Turnover 0.5%
Bid/Ask (% of price) 0.19%
ADV underlying (mns) $231,916

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™: 6.3%


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 83.8 20 -3 6.3 +0.0
ONEV SPDR Russell 1000 Low Volatility Focus ETF 64.8 20 -3 6.8 +0.5
CFA VictoryShares US 500 Volatility Weighted Index ETF 61.0 35 -18 5.6 -0.7
CFO VictoryShares US 500 Enhanced Volatility Weighted Index ETF 61.0 35 -18 5.6 -0.6
USEQ Invesco Russell 1000 Enhanced Equal Weight ETF 59.7 29 -12 6.7 +0.5
EUSA iShares MSCI USA Equal Weighted ETF 56.6 15 2 6.0 -0.2
SIZE iShares MSCI USA Size Factor ETF 56.2 15 2 6.0 -0.3
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF 55.9 9 8 5.9 -0.4
RSP Invesco S&P 500 Equal Weight ETF 55.3 20 -3 6.4 +0.2
IWR iShares Russell Midcap ETF 53.3 19 -2 5.4 -0.9
JHMM John Hancock Multifactor Mid Cap ETF 51.9 42 -25 5.4 -0.9
SCIU Global X Scientific Beta US ETF 51.1 19 -2 0.0 -6.3
JHML John Hancock Multifactor Large Cap ETF 50.7 29 -12 5.4 -0.9
EQAL Invesco Russell 1000 Equal Weight ETF 49.8 20 -3 5.8 -0.4
USLB Invesco Russell 1000 Low Beta Equal Weight ETF 48.5 35 -18 5.3 -0.9
JPUS JPMorgan Diversified Return U.S. Equity ETF 48.4 18 -1 6.1 -0.2
JPME JPMorgan Diversified Return U.S. Mid Cap Equity ETF 48.2 24 -7 6.0 -0.3
TPLC Timothy Plan US Large Cap Core ETF 47.6 52 -35 5.2 -1.0
BKMC BNY Mellon US Mid Cap Core Equity ETF 47.1 4 13 5.2 -1.1
PQLC PGIM QMA Strategic Alpha Large-Cap Core ETF 46.3 17 0 6.7 +0.5
ROUS Hartford Multifactor US Equity ETF 46.0 19 -2 6.4 +0.1
IWS iShares Russell Mid-Cap Value ETF 45.2 24 -7 6.8 +0.6
FEX First Trust Large Cap Core AlphaDEX Fund 44.4 60 -43 5.8 -0.5
DYNF BlackRock U.S. Equity Factor Rotation ETF 44.4 30 -13 6.5 +0.3
RNLC Large Cap US Equity Select ETF 43.5 60 -43 6.0 -0.2
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 43.1 9 8 5.4 -0.8
AVUS Avantis U.S. Equity ETF 41.5 15 2 5.5 -0.8
RVRS Reverse Cap Weighted U.S. Large Cap ETF 41.3 29 -12 7.4 +1.2
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 40.5 29 -12 5.9 -0.4
VONV Vanguard Russell 1000 Value Index Fund 40.1 8 9 6.9 +0.7
IWD iShares Russell 1000 Value ETF 40.0 19 -2 6.8 +0.6
IWB iShares Russell 1000 ETF 38.6 15 2 4.9 -1.3
TUSA First Trust Total US Market AlphaDEX ETF 38.5 70 -53 5.6 -0.7
RBUS Nationwide Risk-Based U.S. Equity ETF 38.5 30 -13 4.6 -1.6
VO Vanguard Mid-Cap Index Fund 38.3 4 13 5.1 -1.2
VONE Vanguard Russell 1000 ETF 38.1 8 9 5.0 -1.2
AFLG First Trust Active Factor Large Cap ETF 38.1 55 -38 5.3 -0.9
QUS SPDR MSCI USA StrategicFactors ETF 38.0 15 2 5.8 -0.5
IYY iShares Dow Jones U.S. ETF 37.9 20 -3 4.9 -1.3
SCHV Schwab U.S. Large-Cap Value ETF 37.9 4 13 6.8 +0.5
PRF Invesco FTSE RAFI US 1000 ETF 37.8 39 -22 6.7 +0.4
SCHK Schwab 1000 Index ETF 37.7 5 12 5.1 -1.2
VTHR Vanguard Russell 3000 Index Fund 37.5 10 7 4.9 -1.4
FNDB Schwab Fundamental U.S. Broad Market Index ETF 37.3 25 -8 6.7 +0.4
IWV iShares Russell 3000 ETF 37.2 20 -3 4.8 -1.5
SCHX Schwab U.S. Large-Cap ETF 37.1 3 14 5.0 -1.2
SCHB Schwab U.S. Broad Market ETF 36.8 3 14 5.0 -1.3
ITOT iShares Core S&P Total U.S. Stock Market ETF 36.8 3 14 4.9 -1.3
FNDX Schwab Fundamental U.S. Large Co. Index ETF 36.5 25 -8 6.6 +0.4
QRFT Qraft Ai-Enhanced U.S. Large Cap ETF 36.5 75 -58 3.8 -2.5
ESGV Vanguard ESG U.S. Stock ETF 36.3 12 5 4.9 -1.3
IUS Invesco Strategic US ETF 36.2 19 -2 6.4 +0.1
SPTM SPDR Portfolio Total Stock Market ETF 36.1 3 14 5.4 -0.9
VTI Vanguard Total Stock Market Index Fund 36.0 3 14 4.9 -1.3
BFOR Barron's 400 ETF 36.0 65 -48 6.4 +0.1
CATH Global X S&P 500 Catholic Values Custom ETF 35.9 29 -12 5.0 -1.2
PBUS Invesco PureBeta MSCI USA ETF 35.8 4 13 5.1 -1.2
JQUA JPMorgan U.S. Quality Factor ETF 35.7 12 5 5.3 -0.9
RWL Invesco S&P 500 Revenue ETF 35.4 39 -22 7.1 +0.9
VLU SPDR S&P 1500 Value Tilt ETF 35.2 12 5 7.3 +1.0
FLQL Franklin LibertyQ U.S. Equity ETF 35.2 15 2 6.1 -0.2
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 35.1 25 -8 6.2 -0.1
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 35.0 19 -2 6.0 -0.3
EXT WisdomTree U.S. Total Earnings Fund 34.9 28 -11 5.4 -0.8
HSPX Global X S&P 500 Covered Call ETF 34.8 60 -43 4.8 -1.4
BBUS JP Morgan Betabuilders U.S. Equity ETF 34.7 2 15 5.1 -1.2
PBP Invesco S&P 500 BuyWrite ETF 34.4 49 -32 4.8 -1.4
IUSV iShares Core S&P U.S. Value ETF 34.4 4 13 7.4 +1.1
XYLG Global X S&P 500 Covered Call & Growth ETF 34.3 60 -43 4.9 -1.4
SPLG SPDR Portfolio Large Cap ETF 34.1 3 14 5.2 -1.0
IVV iShares Core S&P 500 ETF 34.1 3 14 5.2 -1.0
EPS WisdomTree U.S. Earnings 500 Fund 34.1 8 9 6.3 +0.1
SPY SPDR S&P 500 ETF Trust 34.1 9 8 5.2 -1.1
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 34.0 20 -3 5.2 -1.1
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 34.0 7 10 5.1 -1.2
VOO VANGUARD S&P 500 ETF 33.7 3 14 5.3 -1.0
VV Vanguard Large-Cap Index Fund 33.7 4 13 5.1 -1.2
ULVM VictoryShares USAA MSCI USA Value Momentum ETF 33.5 20 -3 7.5 +1.2
SPXT ProShares S&P 500 Ex-Technology ETF 33.5 27 -10 5.5 -0.8
SPXE ProShares S&P 500 Ex-Energy ETF 33.3 27 -10 5.1 -1.1
VOOV Vanguard S&P 500 Value ETF 33.2 10 7 7.2 +1.0
JMOM JPMorgan U.S. Momentum Factor ETF 33.1 12 5 3.3 -2.9
JMIN JPMorgan U.S. Minimum Volatility ETF 33.1 12 5 5.4 -0.8
JVAL JPMorgan U.S. Value Factor ETF 32.7 12 5 8.3 +2.0
FAB First Trust Multi Cap Value AlphaDEX Fund 32.4 71 -54 9.4 +3.1
SPYV SPDR Portfolio S&P 500 Value ETF 32.4 4 13 7.3 +1.0
IVE iShares S&P 500 Value ETF 32.3 18 -1 7.1 +0.9
SFY SoFi Select 500 ETF 31.8 0 17 5.0 -1.2
VFMF Vanguard U.S. Multifactor ETF 31.4 19 -2 7.2 +1.0
ACWF iShares FactorSelect MSCI Global ETF 31.4 35 -18 7.9 +1.6
STMB iShares Factors US Mid Blend Style ETF 31.3 30 -13 5.6 -0.7
SPXN ProShares S&P 500 Ex-Financials ETF 30.8 27 -10 4.8 -1.4
ESGU iShares MSCI USA ESG Optimized ETF 30.7 15 2 4.9 -1.3
DTD WisdomTree U.S.Total Dividend Fund 30.7 28 -11 6.6 +0.4
SCHM Schwab U.S. Mid-Cap ETF 30.5 4 13 5.9 -0.4
AMCA iShares Russell 1000 Pure U.S. Revenue ETF 30.5 15 2 6.7 +0.4
MMTM SPDR S&P 1500 Momentum Tilt ETF 30.4 12 5 4.6 -1.7
VALQ American Century STOXX U.S. Quality Value ETF 30.4 29 -12 8.9 +2.6
SPXV ProShares S&P 500 Ex-Health Care ETF 30.3 27 -10 4.9 -1.4
USMF WisdomTree U.S. Multifactor Fund 29.9 28 -11 5.8 -0.5

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 17.7 %
Divided by: Fwd. P/BV 2.8 x
Less: Expense ratio 17 bp
Equals: ALTAR Score 6.3 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.57 CATEGORY
AVERAGE
1.51
 
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.