iShares ESG Advanced MSCI EAFE ETF
ALTAR
Score™
6.4% info Recommen-
dation
UNDERWEIGHT
2020E    2021E
P/E
ratio
24.7x P/Sales
ratio
1.7x
P/BV
ratio
1.7x Div.
yield
2.1%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
DMXF tracks a market-cap weighted, ESG-screened index of large- and midcap stocks from the developed markets outside the US and Canada.

FUND BASICS
Category International Equities
Fund Sponsor Blackrock
Website www.ishares.com
Inception date Jun 16, 2020
Assets (mns) $54
Currency USD
Expense ratio 12 bp
Distributions Annually

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

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 520
Wgt avg mkt cap (mns) $42,674
Large cap (>$10bn) 80.0%
Mid cap ($2-10bn) 18.4%
Small cap (<$2bn) 0.2%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
ASML HOLDING NV 2.3 %
TOYOTA MOTOR CORP 1.8 %
AIA GROUP LTD 1.7 %
SONY CORP 1.5 %
NOVO NORDISK A/S-B 1.5 %
SOFTBANK GROUP CORP. 1.4 %
CSL LIMITED 1.3 %
L'OREAL 1.2 %
KEYENCE CORP 1.1 %
AIR LIQUIDE SA 1.0 %
Total 14.8 %

TOP COUNTRY EXPOSURE
JAPAN 33.2 %
FRANCE 9.1 %
BRITAIN 8.1 %
SWITZERLAND 6.5 %
GERMANY 6.5 %
NETHERLANDS 6.1 %
AUSTRALIA 5.4 %
SWEDEN 4.6 %
HONG KONG 3.8 %
DENMARK 3.7 %

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.
17.1% -- -- -- 17.1%

Market Correlations
versus... Beta R-squared
S&P500 -- --
MSCI EAFE -- --
MSCI Emg. Mkts. -- --

Technical Indicators
Recent close $60.12
30d moving avg. $57.48
Annualized volatility 0.0%
Short interest (ETF) 2.3%
Relative strength (RSI) 68

Liquidity measures
Avg. volume (thou.) 7
Turnover 0.8%
Bid/Ask (% of price) 0.29%
ADV underlying (mns) $22,975

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 98 potential alternatives to the iShares ESG Advanced MSCI EAFE ETF ETF based on the alternatives' overlap in portfolio holdings with DMXF. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: DMXF Expense: 12 bp ALTAR Score™: 6.4%


ALTERNATIVE ETFs BASED ON OVERLAP WITH DMXF
Ticker Fund
Name
Overlap1
vs DMXF
(%)
Expense
ratio
(bp)
Savings
vs DMXF
(bp)
ALTAR
Score™
(%)
ALTAR
vs DMXF
(%)
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF 61.8 14 -2 6.4 -0.0
EFG iShares MSCI EAFE Growth ETF 59.1 40 -28 4.3 -2.2
IQSI IQ Candriam ESG International Equity ETF 55.6 15 -3 6.9 +0.5
EFAX SPDR MSCI EAFE Fossil Fuel Free ETF 54.3 20 -8 6.6 +0.1
ESGD iShares MSCI EAFE ESG Optimized ETF 53.8 20 -8 6.4 -0.0
EFA iShares MSCI EAFE ETF 50.3 32 -20 6.6 +0.1
DBEF Xtrackers MSCI EAFE Hedged Equity ETF 49.8 35 -23 6.5 +0.0
CEFA Global X S&P Catholic Values Developed ex-U.S. ETF 47.7 35 -23 6.3 -0.2
HFXI IQ 50 Percent Hedged FTSE International ETF 47.5 20 -8 6.9 +0.5
GSID Goldman Sachs MarketBeta International Equity ETF 47.2 20 -8 6.8 +0.4
QEFA SPDR MSCI EAFE Quality Mix ETF 47.1 30 -18 6.4 -0.1
JHMD John Hancock Multifactor Developed International ETF 45.1 39 -27 6.8 +0.4
PBDM Invesco PureBeta FTSE Developed ex-North America ETF 44.6 7 5 6.9 +0.5
BKIE BNY Mellon International Equity ETF 44.4 4 8 6.9 +0.4
IPAC iShares Core MSCI Pacific ETF 44.4 9 3 6.7 +0.2
IEFA iShares Core MSCI EAFE ETF 43.1 7 5 6.8 +0.3
DBEU Xtrackers MSCI Europe Hedged Equity ETF 43.0 45 -33 6.3 -0.1
ISZE iShares Edge MSCI Intl Size Factor ETF 42.7 30 -18 6.6 +0.2
IMTM iShares Edge MSCI Intl Momentum Factor ETF 42.3 30 -18 4.3 -2.2
IEV iShares Europe ETF 41.9 59 -47 6.4 0.0
BBEU JPMorgan BetaBuilders Europe ETF 41.7 9 3 6.9 +0.4
RESD WisdomTree International ESG Fund 41.3 30 -18 6.4 -0.0
FLEH Franklin FTSE Europe Hedged ETF 41.2 9 3 6.7 +0.3
SCHF Schwab International Equity ETF 41.1 6 6 6.8 +0.4
VSGX Vanguard ESG International Stock ETF 41.0 17 -5 6.8 +0.3
VPL Vanguard FTSE Pacific ETF 41.0 8 4 6.9 +0.5
CIL VictoryShares International Volatility Weighted Index ETF 41.0 45 -33 6.5 +0.1
GSIE Goldman Sachs ActiveBeta International Equity ETF 41.0 25 -13 6.3 -0.2
FLEE Franklin FTSE Europe ETF 40.9 9 3 6.6 +0.2
CIZ VictoryShares Developed Enhanced Volatility Weighted Index E 40.8 45 -33 6.5 +0.1
TPIF Timothy Plan International ETF 40.4 62 -50 6.2 -0.3
IQLT iShares Edge MSCI Intl Quality Factor ETF 40.1 30 -18 5.7 -0.8
ACSG Xtrackers MSCI ACWI ex USA ESG Leaders Equity ETF 39.7 16 -4 6.5 +0.0
IDEV iShares Core MSCI International Developed Markets ETF 39.5 5 7 6.7 +0.3
SPDW SPDR Portfolio Developed World ex-US ETF 38.7 4 8 6.6 +0.1
IEUR iShares Core MSCI Europe ETF 38.0 9 3 6.8 +0.3
PDEV Principal International Multi-Factor Core Index ETF 37.9 25 -13 7.3 +0.9
MFDX PIMCO RAFI Dynamic Multi-Factor International Equity ETF 37.1 39 -27 6.1 -0.4
VGK Vanguard FTSE Europe ETF 37.1 8 4 6.9 +0.5
EFV iShares MSCI EAFE Value ETF 37.0 39 -27 8.8 +2.3
DFAI Dimensional International Core Equity Market ETF 36.9 18 -6 6.9 +0.4
FEU SPDR Portfolio Europe ETF 36.9 9 3 6.8 +0.4
VEA Vanguard FTSE Developed Markets ETF 36.2 5 7 6.9 +0.4
GSEU Goldman Sachs ActiveBeta Europe Equity ETF 35.1 25 -13 6.1 -0.4
PQIN PGIM QMA Strategic Alpha International Equity ETF 34.1 29 -17 7.4 +0.9
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund 33.4 35 -23 8.3 +1.9
EWJ iShares MSCI Japan ETF 33.2 49 -37 6.5 +0.1
DBJP Xtrackers MSCI Japan Hedged Equity ETF 33.2 45 -33 6.6 +0.1
BBJP JPMorgan BetaBuilders Japan ETF 33.1 19 -7 6.8 +0.3
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF 33.0 45 -33 8.1 +1.6
DWM WisdomTree International Equity Fund 33.0 48 -36 8.1 +1.7
IDY Pacific Global International Equity Income ETF 32.9 39 -27 8.7 +2.3
FLJP Franklin FTSE Japan ETF 32.8 9 3 6.9 +0.5
FLJH Franklin FTSE Japan Hedged ETF 32.8 9 3 6.9 +0.5
QJPN SPDR MSCI Japan StrategicFactors ETF 32.6 14 -2 7.0 +0.5
GSJY Goldman Sachs ActiveBeta Japan Equity ETF 32.3 25 -13 6.7 +0.2
DOL WisdomTree International LargeCap Dividend Fund 32.3 48 -36 8.5 +2.0
ACWX iShares MSCI ACWI ex U.S. ETF 32.1 32 -20 6.8 +0.4
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF 32.0 40 -28 6.7 +0.2
NUDM Nuveen ESG International Developed Markets Equity ETF 31.8 40 -28 6.2 -0.3
CWI SPDR MSCI ACWI ex-US ETF 31.6 30 -18 6.8 +0.3
FNDF Schwab Fundamental International Large Co. Index ETF 30.7 25 -13 8.1 +1.6
RBIN Nationwide Risk-Based International Equity ETF 30.6 42 -30 6.1 -0.3
JPXN iShares JPX-Nikkei 400 ETF 30.6 48 -36 6.5 +0.1
JPN Xtrackers Japan JPX-Nikkei 400 Equity ETF 30.5 9 3 6.9 +0.5
DEEF Xtrackers FTSE Developed ex US Comprehensive Factor ETF 30.4 24 -12 6.8 +0.3
AVDE Avantis International Equity ETF 30.4 23 -11 7.1 +0.7
VEU Vanguard FTSE All-World ex-US Index Fund 29.6 8 4 7.1 +0.7
IDMO Invesco S&P International Developed Momentum ETF 29.1 26 -14 3.8 -2.6
IDHQ Invesco S&P International Developed Quality ETF 28.6 29 -17 4.8 -1.7
EZU iShares MSCI Eurozone ETF 28.5 49 -37 6.0 -0.4
DBEZ Xtrackers MSCI Eurozone Hedged Equity ETF 28.2 45 -33 6.2 -0.3
IXUS ishares Core MSCI Total International Stock ETF 27.8 9 3 6.9 +0.5
EURZ Xtrackers Eurozone Equity ETF 26.4 9 3 6.4 -0.0
RNDM Developed International Equity Select ETF 25.8 65 -53 5.8 -0.6
QINT American Century Quality Diversified International ETF 25.8 39 -27 5.9 -0.5
IQIN IQ 500 International ETF 25.8 25 -13 7.8 +1.4
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt 25.4 39 -27 7.4 +1.0
EFAV iShares Edge MSCI Min Vol EAFE ETF 25.4 20 -8 5.2 -1.3
ISDX Invesco Strategic Developed ex-US ETF 25.1 23 -11 6.6 +0.2
VIGI Vanguard International Dividend Appreciation ETF 23.8 20 -8 5.2 -1.2
VXUS Vanguard Total International Stock Index Fund 23.7 8 4 7.1 +0.7
IDLB Invesco FTSE International Low Beta Equal Weight ETF 23.5 45 -33 6.2 -0.2
DXJ WisdomTree Japan Hedged Equity Fund 22.5 48 -36 7.6 +1.1
IDLV Invesco S&P International Developed Low Volatility ETF 22.3 25 -13 6.4 -0.1
EWJE iShares MSCI Japan Equal Weighted ETF 22.0 15 -3 6.6 +0.2
JPIN JPMorgan Diversified Return International Equity ETF 22.0 37 -25 7.4 +1.0
IHDG WisdomTree International Hedged Quality Dividend Growth Fund 21.9 58 -46 6.0 -0.5
IQDG WisdomTree International Quality Dividend Growth Fund 21.7 42 -30 6.1 -0.4
IVLU iShares Edge MSCI Intl Value Factor ETF 21.2 30 -18 10.7 +4.2
VYMI Vanguard International High Dividend Yield ETF 20.8 27 -15 9.5 +3.1
RODM Hartford Multifactor Developed Markets (ex-US) ETF 20.5 29 -17 7.4 +1.0
IGRO iShares International Dividend Growth ETF 20.5 22 -10 7.8 +1.3
FDEV Fidelity Targeted International Factor ETF 20.2 39 -27 6.2 -0.2
EUDG WisdomTree Europe Quality Dividend Growth Fund 19.8 58 -46 5.8 -0.7
RFDI First Trust Riverfront Dynamic Developed International ETF 19.6 83 -71 5.2 -1.2
UIVM VictoryShares USAA MSCI International Value Momentum ETF 19.6 35 -23 8.2 +1.8
VGFO Virtus WMC Global Factor Opportunities ETF 18.9 49 -37 7.6 +1.1

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:
iShares ESG Advanced MSCI EAFE ETF
Relative
to:
S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

UNDERWEIGHT

Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 10.6 %
Divided by: Fwd. P/BV 1.6 x
Less: Expense ratio 12 bp
Equals: ALTAR Score 6.4 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.59 CATEGORY
AVERAGE
1.55
 
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.