Xtrackers Russell 1000 Comprehensive Factor ETF
ALTAR
Score™		 5.7% info Recommen-
dation		 OVERWEIGHT
2020E    2021E
P/E
ratio		 22.3x P/Sales
ratio		 1.7x
P/BV
ratio		 3.4x Div.
yield		 1.5%


  • 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) $182
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 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%

TOP TEN HOLDINGS
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 %

TOP COUNTRY EXPOSURE
UNITED STATES 94.4 %
IRELAND 1.8 %
BRITAIN 1.1 %
BERMUDA 0.7 %
SWITZERLAND 0.4 %
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 December 31)
Year-to-date 1 year 5 years 10 years Since Incep.
8.8% 8.8% 10.3% -- 10.4%

Market Correlations
versus... Beta R-squared
S&P500 1.06 93%
MSCI EAFE 1.00 82%
MSCI Emg. Mkts. 0.83 72%

Technical Indicators
Recent close $39.58
30d moving avg. $38.90
Annualized volatility 20.6%
Short interest (ETF) 1.8%
Relative strength (RSI) 63

Liquidity measures
Avg. volume (thou.) 27
Turnover 0.6%
Bid/Ask (% of price) 0.13%
ADV underlying (mns) $240,350

Distributions


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%


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 82.7 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
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:

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 17.7 %
Divided by: Fwd. P/BV 3.0 x
Less: Expense ratio 17 bp
Equals: ALTAR Score 5.7 %
info More information on ALTAR Score™
MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING		 1.56 CATEGORY
AVERAGE		 1.49
 
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.