Xtrackers MSCI EAFE ESG Leaders Equity ETF
ALTAR
Score™
7.1% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
21.5x P/Sales
ratio
1.3x
P/BV
ratio
1.6x Div.
yield
2.9%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
Xtrackers MSCI EAFE ESG Leaders Equity ETF seeks investment results that correspond generally to the performance, before fees and expenses, of the MSCI EAFE ESG Leaders Index. The index is designed to provide exposure to companies with high environmental, social and governance (ESG) performance relative to their sector peers.

FUND BASICS
Category International Equities
Fund Sponsor Deutsche Bank
Website dws.com
Inception date Sep 05, 2018
Assets (mns) $13
Currency USD
Expense ratio 14 bp
Distributions Semi-annual

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 429
Wgt avg mkt cap (mns) $56,104
Large cap (>$10bn) 84.9%
Mid cap ($2-10bn) 14.1%
Small cap (<$2bn) 0.0%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
ROCHE HOLDING AG-GENUSSCHEIN 3.3 %
ASML HOLDING NV 2.2 %
NOVO NORDISK A/S-B 1.7 %
SONY CORP 1.4 %
SIEMENS AG-REG 1.4 %
GLAXOSMITHKLINE PLC 1.3 %
UNILEVER NV 1.3 %
COMMONWEALTH BANK OF AUSTRAL 1.2 %
L'OREAL 1.2 %
KEYENCE CORP 1.2 %
Total 16.1 %

TOP COUNTRY EXPOSURE
JAPAN 27.1 %
BRITAIN 11.1 %
FRANCE 9.5 %
SWITZERLAND 9.2 %
GERMANY 7.7 %
NETHERLANDS 7.2 %
AUSTRALIA 6.9 %
DENMARK 3.9 %
SWEDEN 3.2 %
SPAIN 2.5 %

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.
-3.2% 4.2% -- -- 2.2%

Market Correlations
versus... Beta R-squared
S&P500 0.78 85%
MSCI EAFE 0.93 97%
MSCI Emg. Mkts. 0.67 76%

Technical Indicators
Recent close $25.14
30d moving avg. $25.75
Annualized volatility 17.7%
Short interest (ETF) 1.5%
Relative strength (RSI) 40

Liquidity measures
Avg. volume (thou.) 4
Turnover 0.8%
Bid/Ask (% of price) 0.18%
ADV underlying (mns) $22,884

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 99 potential alternatives to the Xtrackers MSCI EAFE ESG Leaders Equity ETF ETF based on the alternatives' overlap in portfolio holdings with EASG. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: EASG Expense: 14 bp ALTAR Score™: 7.1%


ALTERNATIVE ETFs BASED ON OVERLAP WITH EASG
Ticker Fund
Name
Overlap1
vs EASG
(%)
Expense
ratio
(bp)
Savings
vs EASG
(bp)
ALTAR
Score™
(%)
ALTAR
vs EASG
(%)
DMXF iShares ESG Advanced MSCI EAFE ETF 62.1 12 2 7.0 -0.1
ESGD iShares MSCI EAFE ESG Optimized ETF 59.2 20 -6 7.1 -0.1
ACSG Xtrackers MSCI ACWI ex USA ESG Leaders Equity ETF 58.7 16 -2 7.0 -0.2
IQSI IQ Candriam ESG International Equity ETF 58.0 15 -1 7.6 +0.5
EFG iShares MSCI EAFE Growth ETF 52.2 40 -26 4.6 -2.6
EFAX SPDR MSCI EAFE Fossil Fuel Free ETF 50.4 20 -6 7.2 +0.1
EFA iShares MSCI EAFE ETF 49.7 32 -18 7.2 +0.1
IEV iShares Europe ETF 49.3 59 -45 7.1 +0.0
GSID Goldman Sachs MarketBeta International Equity ETF 48.9 20 -6 7.5 +0.4
DBEU Xtrackers MSCI Europe Hedged Equity ETF 48.8 45 -31 7.0 -0.2
DBEF Xtrackers MSCI EAFE Hedged Equity ETF 48.8 35 -21 7.1 -0.0
CEFA Global X S&P Catholic Values Developed ex-U.S. ETF 48.5 35 -21 6.9 -0.2
QEFA SPDR MSCI EAFE Quality Mix ETF 47.9 30 -16 6.9 -0.2
BBEU JPMorgan BetaBuilders Europe ETF 47.9 9 5 7.6 +0.5
FLEH Franklin FTSE Europe Hedged ETF 47.3 9 5 7.4 +0.3
HFXI IQ 50 Percent Hedged FTSE International ETF 47.3 20 -6 7.6 +0.5
FLEE Franklin FTSE Europe ETF 47.0 9 5 7.3 +0.2
BKIE BNY Mellon International Equity ETF 46.0 4 10 7.6 +0.5
RESD WisdomTree International ESG Fund 46.0 30 -16 7.0 -0.2
JHMD John Hancock Multifactor Developed International ETF 45.1 39 -25 7.5 +0.4
PBDM Invesco PureBeta FTSE Developed ex-North America ETF 44.2 7 7 7.6 +0.5
EFV iShares MSCI EAFE Value ETF 44.2 39 -25 10.0 +2.9
IDY Pacific Global International Equity Income ETF 44.0 39 -25 8.2 +1.1
IEUR iShares Core MSCI Europe ETF 42.9 9 5 7.5 +0.4
IEFA iShares Core MSCI EAFE ETF 42.4 7 7 7.4 +0.3
VGK Vanguard FTSE Europe ETF 42.3 8 6 7.7 +0.6
IQLT iShares Edge MSCI Intl Quality Factor ETF 41.9 30 -16 6.1 -1.0
DOL WisdomTree International LargeCap Dividend Fund 41.6 48 -34 9.1 +2.0
IMTM iShares Edge MSCI Intl Momentum Factor ETF 41.4 30 -16 4.4 -2.7
FEU SPDR Portfolio Europe ETF 41.4 9 5 7.6 +0.5
SCHF Schwab International Equity ETF 40.9 6 8 7.4 +0.3
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund 40.5 35 -21 8.9 +1.8
DWM WisdomTree International Equity Fund 40.2 48 -34 8.6 +1.5
GSIE Goldman Sachs ActiveBeta International Equity ETF 39.2 25 -11 6.8 -0.3
MFDX PIMCO RAFI Dynamic Multi-Factor International Equity ETF 38.8 39 -25 6.7 -0.4
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF 38.6 45 -31 9.1 +2.0
IDEV iShares Core MSCI International Developed Markets ETF 38.5 5 9 7.3 +0.2
GSEU Goldman Sachs ActiveBeta Europe Equity ETF 38.5 25 -11 6.6 -0.5
SPDW SPDR Portfolio Developed World ex-US ETF 38.1 4 10 7.2 +0.1
IPAC iShares Core MSCI Pacific ETF 37.1 9 5 7.2 +0.1
NUDM Nuveen ESG International Developed Markets Equity ETF 37.1 40 -26 7.0 -0.2
FNDF Schwab Fundamental International Large Co. Index ETF 36.5 25 -11 9.0 +1.9
CIL VictoryShares International Volatility Weighted Index ETF 36.3 45 -31 7.1 -0.1
CIZ VictoryShares Developed Enhanced Volatility Weighted Index E 36.3 45 -31 7.1 -0.0
VEA Vanguard FTSE Developed Markets ETF 35.8 5 9 7.5 +0.4
PDEV Principal International Multi-Factor Core Index ETF 35.1 25 -11 8.1 +1.0
VPL Vanguard FTSE Pacific ETF 34.8 8 6 7.4 +0.3
ISZE iShares Edge MSCI Intl Size Factor ETF 34.7 30 -16 7.4 +0.3
VSGX Vanguard ESG International Stock ETF 34.3 17 -3 7.1 0.0
CWI SPDR MSCI ACWI ex-US ETF 33.3 30 -16 7.3 +0.1
IDMO Invesco S&P International Developed Momentum ETF 32.7 26 -12 4.1 -3.1
RBIN Nationwide Risk-Based International Equity ETF 32.0 42 -28 6.1 -1.0
TPIF Timothy Plan International ETF 31.8 62 -48 6.4 -0.7
ACWX iShares MSCI ACWI ex U.S. ETF 31.3 32 -18 7.3 +0.2
DBEZ Xtrackers MSCI Eurozone Hedged Equity ETF 31.3 45 -31 7.1 -0.0
EZU iShares MSCI Eurozone ETF 31.2 49 -35 6.9 -0.2
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF 31.0 40 -26 7.2 +0.1
IQIN IQ 500 International ETF 30.8 25 -11 8.9 +1.8
ISDX Invesco Strategic Developed ex-US ETF 30.8 23 -9 7.6 +0.5
EURZ Xtrackers Eurozone Equity ETF 30.6 9 5 7.4 +0.2
PQIN PGIM QMA Strategic Alpha International Equity ETF 30.6 29 -15 8.0 +0.9
OEUR O'shares FTSE Europe Quality Dividend ETF 29.6 48 -34 7.1 -0.0
IDHQ Invesco S&P International Developed Quality ETF 29.4 29 -15 5.1 -2.0
EFAV iShares Edge MSCI Min Vol EAFE ETF 29.2 20 -6 5.5 -1.7
VEU Vanguard FTSE All-World ex-US Index Fund 29.2 8 6 7.6 +0.5
AVDE Avantis International Equity ETF 29.0 23 -9 7.8 +0.7
VYMI Vanguard International High Dividend Yield ETF 28.9 27 -13 10.3 +3.1
DBJP Xtrackers MSCI Japan Hedged Equity ETF 27.1 45 -31 7.1 -0.0
EWJ iShares MSCI Japan ETF 27.1 49 -35 7.0 -0.1
BBJP JPMorgan BetaBuilders Japan ETF 27.1 19 -5 7.2 +0.1
IXUS ishares Core MSCI Total International Stock ETF 27.0 9 5 7.4 +0.3
FLJH Franklin FTSE Japan Hedged ETF 26.8 9 5 7.3 +0.2
FLJP Franklin FTSE Japan ETF 26.8 9 5 7.4 +0.3
QJPN SPDR MSCI Japan StrategicFactors ETF 26.8 14 0 7.5 +0.4
RFDI First Trust Riverfront Dynamic Developed International ETF 26.6 83 -69 5.8 -1.3
DEEF Xtrackers FTSE Developed ex US Comprehensive Factor ETF 26.4 24 -10 7.0 -0.1
GSJY Goldman Sachs ActiveBeta Japan Equity ETF 26.3 25 -11 7.2 +0.1
JPXN iShares JPX-Nikkei 400 ETF 26.0 48 -34 7.1 -0.1
JPN Xtrackers Japan JPX-Nikkei 400 Equity ETF 26.0 9 5 7.5 +0.4
DTH WisdomTree DEFA Equity Income Fund 25.9 58 -44 10.3 +3.2
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt 25.4 39 -25 8.5 +1.4
SCID Global X Scientific Beta Europe ETF 25.3 39 -25 0.0 -7.1
QINT American Century Quality Diversified International ETF 25.0 39 -25 6.2 -0.9
RNDM Developed International Equity Select ETF 24.8 65 -51 6.3 -0.8
VGFO Virtus WMC Global Factor Opportunities ETF 24.8 49 -35 8.3 +1.2
VXUS Vanguard Total International Stock Index Fund 24.3 8 6 7.6 +0.5
JPIN JPMorgan Diversified Return International Equity ETF 24.1 37 -23 8.0 +0.8
IGRO iShares International Dividend Growth ETF 23.8 22 -8 8.6 +1.5
QLVD FlexShares Developed Markets ex-US Quality Low Volatility Id 23.2 32 -18 6.2 -1.0
IDLV Invesco S&P International Developed Low Volatility ETF 23.2 25 -11 6.6 -0.5
FDEV Fidelity Targeted International Factor ETF 22.6 39 -25 6.6 -0.5
VIGI Vanguard International Dividend Appreciation ETF 22.5 20 -6 5.6 -1.5
RODM Hartford Multifactor Developed Markets (ex-US) ETF 22.1 29 -15 7.8 +0.7
EUDG WisdomTree Europe Quality Dividend Growth Fund 22.1 58 -44 6.2 -0.9
FIVA Fidelity International Value Factor ETF 21.9 39 -25 10.3 +3.1
IVLU iShares Edge MSCI Intl Value Factor ETF 21.1 30 -16 11.9 +4.8
IDLB Invesco FTSE International Low Beta Equal Weight ETF 21.0 45 -31 6.6 -0.5
DWMF WisdomTree International Multifactor Fund 20.8 38 -24 6.3 -0.8
RFEU First Trust Riverfront Dynamic Europe ETF 20.8 83 -69 6.0 -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:
Xtrackers MSCI EAFE ESG Leaders Equity 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 11.1 %
Divided by: Fwd. P/BV 1.5 x
Less: Expense ratio 14 bp
Equals: ALTAR Score 7.1 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

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