Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
ALTAR
Score™
5.8% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
25.0x P/Sales
ratio
1.8x
P/BV
ratio
3.4x Div.
yield
1.8%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
QARP tracks and index of US large-cap companies, selected and weighted based upon a combination of quality and value metrics. Quality metrics are given greater weight.

FUND BASICS
Category US Equities
Fund Sponsor Deutsche Bank
Website dws.com
Inception date Apr 04, 2018
Assets (mns) $97
Currency USD
Expense ratio 19 bp
Distributions Quarterly

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

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 347
Wgt avg mkt cap (mns) $337,480
Large cap (>$10bn) 93.6%
Mid cap ($2-10bn) 6.3%
Small cap (<$2bn) 0.0%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
APPLE INC 6.1 %
BERKSHIRE HATHAWAY INC-CL B 4.2 %
FACEBOOK 4.1 %
JOHNSON & JOHNSON 2.9 %
INTEL CORP 2.9 %
ALPHABET INC. CLASS C 2.5 %
ALPHABET INC. CLASS A 2.5 %
VISA INC-CLASS A SHARES 2.3 %
MASTERCARD INC-CLASS A 1.9 %
CHEVRON CORP 1.9 %
Total 31.2 %

TOP COUNTRY EXPOSURE
UNITED STATES 96.4 %
IRELAND 1.8 %
BRITAIN 0.7 %
SWITZERLAND 0.1 %
BERMUDA 0.1 %
CHINA 0.1 %
PANAMA 0.0 %




HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru July 31)
Year-to-date 1 year 5 years 10 years Since Incep.
-1.4% 8.4% -- -- 9.5%

Market Correlations
versus... Beta R-squared
S&P500 1.02 98%
MSCI EAFE 1.05 86%
MSCI Emg. Mkts. 0.74 68%

Technical Indicators
Recent close $30.45
30d moving avg. $29.33
Annualized volatility 19.8%
Short interest (ETF) 0.0%
Relative strength (RSI) 68

Liquidity measures
Avg. volume (thou.) 10
Turnover 0.3%
Bid/Ask (% of price) 0.36%
ADV underlying (mns) $126,484

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 100 potential alternatives to the Xtrackers Russell 1000 US Quality at a Reasonable Price ETF ETF based on the alternatives' overlap in portfolio holdings with QARP. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: QARP Expense: 19 bp ALTAR Score™: 5.8%


ALTERNATIVE ETFs BASED ON OVERLAP WITH QARP
Ticker Fund
Name
Overlap1
vs QARP
(%)
Expense
ratio
(bp)
Savings
vs QARP
(bp)
ALTAR
Score™
(%)
ALTAR
vs QARP
(%)
IUS Invesco Strategic US ETF 52.7 19 0 6.2 +0.5
SPXN ProShares S&P 500 Ex-Financials ETF 52.3 27 -8 4.7 -1.0
PBP Invesco S&P 500 BuyWrite ETF 51.9 49 -30 4.7 -1.0
JQUA JPMorgan U.S. Quality Factor ETF 51.9 12 7 5.1 -0.6
QUS SPDR MSCI USA StrategicFactors ETF 51.4 15 4 5.6 -0.1
RECS Columbia Research Enhanced Core ETF 51.2 15 4 5.4 -0.4
EPS WisdomTree U.S. Earnings 500 Fund 51.1 8 11 6.2 +0.5
HSPX Global X S&P 500 Covered Call ETF 51.0 65 -46 4.6 -1.2
SPY SPDR S&P 500 ETF Trust 50.1 9 10 5.1 -0.7
SPLG SPDR Portfolio Large Cap ETF 50.1 3 16 5.2 -0.6
IVV iShares Core S&P 500 ETF 50.0 4 15 5.2 -0.6
VOO VANGUARD S&P 500 ETF 49.9 3 16 5.2 -0.6
OEF iShares S&P 100 ETF 49.2 20 -1 4.6 -1.2
BKLC BNY Mellon US Large Cap Core Equity ETF 49.2 0 19 4.9 -0.8
SPXE ProShares S&P 500 Ex-Energy ETF 49.1 27 -8 5.1 -0.7
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 49.1 20 -1 5.1 -0.7
DIVB iShares U.S. Dividend & Buyback ETF 49.1 25 -6 6.3 +0.5
MGC Vanguard Mega Cap Index Fund 48.9 7 12 5.0 -0.8
IWL iShares Russell Top 200 ETF 48.9 15 4 4.7 -1.0
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 48.6 20 -1 4.7 -1.0
DYNF BlackRock U.S. Equity Factor Rotation ETF 48.6 30 -11 6.2 +0.5
CATH Global X S&P 500 Catholic Values Custom ETF 48.6 29 -10 5.0 -0.8
BBUS JP Morgan Betabuilders U.S. Equity ETF 48.4 2 17 5.1 -0.7
FNDX Schwab Fundamental U.S. Large Co. Index ETF 48.4 25 -6 6.1 +0.4
SCHX Schwab U.S. Large-Cap ETF 48.1 3 16 5.1 -0.7
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 48.0 7 12 5.0 -0.8
SPTM SPDR Portfolio Total Stock Market ETF 48.0 3 16 5.3 -0.5
PBUS Invesco PureBeta MSCI USA ETF 47.9 4 15 5.0 -0.7
XOUT GraniteShares XOUT U.S. Large Cap ETF 47.8 60 -41 3.9 -1.8
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF 47.6 49 -30 3.8 -1.9
XLG Invesco S&P 500 Top 50 ETF 47.6 20 -1 4.3 -1.5
VV Vanguard Large-Cap Index Fund 47.5 4 15 5.0 -0.8
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 47.4 9 10 5.3 -0.5
QUAL iShares MSCI Usa Quality Factor ETF 47.3 15 4 5.2 -0.6
SNPE Xtrackers S&P 500 ESG ETF 47.2 11 8 4.9 -0.9
SCHK Schwab 1000 Index ETF 47.2 5 14 5.0 -0.7
VONE Vanguard Russell 1000 ETF 47.1 8 11 5.0 -0.8
IWB iShares Russell 1000 ETF 47.0 15 4 4.9 -0.9
SPXV ProShares S&P 500 Ex-Health Care ETF 47.0 27 -8 4.7 -1.0
FLQL Franklin LibertyQ U.S. Equity ETF 46.7 15 4 5.9 +0.1
IYY iShares Dow Jones U.S. ETF 46.6 20 -1 4.9 -0.8
FNDB Schwab Fundamental U.S. Broad Market Index ETF 46.6 25 -6 6.1 +0.4
ESGU iShares MSCI USA ESG Optimized ETF 46.0 15 4 4.9 -0.9
AVUS Avantis U.S. Equity ETF 45.8 15 4 5.4 -0.4
JHML John Hancock Multifactor Large Cap ETF 45.8 29 -10 5.3 -0.5
SPYG SPDR Portfolio S&P 500 Growth ETF 45.6 4 15 4.2 -1.6
VOOG Vanguard S&P 500 Growth ETF 45.6 10 9 4.1 -1.7
IVW iShares S&P 500 Growth ETF 45.5 18 1 4.0 -1.8
ESG FlexShares STOXX US ESG Impact Index Fund 45.5 32 -13 4.8 -0.9
FQAL Fidelity Quality Factor ETF 45.4 29 -10 5.3 -0.5
IUSG iShares Core S&P US Growth ETF 45.4 4 15 4.2 -1.6
SPXT ProShares S&P 500 Ex-Technology ETF 45.3 27 -8 5.4 -0.4
DSI iShares MSCI KLD 400 Social ETF 45.2 25 -6 5.0 -0.8
PRF Invesco FTSE RAFI US 1000 ETF 45.0 39 -20 6.5 +0.7
SCHB Schwab U.S. Broad Market ETF 44.8 3 16 5.0 -0.8
MMTM SPDR S&P 1500 Momentum Tilt ETF 44.7 12 7 4.5 -1.3
VEGN US Vegan Climate ETF 44.7 60 -41 5.0 -0.8
IWV iShares Russell 3000 ETF 44.6 20 -1 4.8 -1.0
ITOT iShares Core S&P Total U.S. Stock Market ETF 44.6 3 16 4.9 -0.8
VTHR Vanguard Russell 3000 Index Fund 44.6 10 9 4.8 -0.9
AFLG First Trust Active Factor Large Cap ETF 44.4 55 -36 5.3 -0.5
IQSU IQ Candriam ESG US Equity ETF 44.4 9 10 4.9 -0.9
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 44.2 29 -10 5.8 -0.0
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 44.1 10 9 5.1 -0.6
SUSL iShares ESG MSCI USA Leaders ETF 44.1 10 9 5.1 -0.6
VONG Vanguard Russell 1000 Growth Index Fund 43.8 8 11 3.7 -2.1
IWF iShares Russell 1000 Growth ETF 43.8 19 0 3.6 -2.2
SFY SoFi Select 500 ETF 43.7 0 19 5.0 -0.8
HIPR Direxion High Growth ETF 43.6 40 -21 4.3 -1.4
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 43.6 15 4 6.0 +0.2
RWL Invesco S&P 500 Revenue ETF 43.5 39 -20 6.8 +1.1
VTI Vanguard Total Stock Market Index Fund 43.2 3 16 4.9 -0.9
QRFT Qraft Ai-Enhanced U.S. Large Cap ETF 43.0 75 -56 3.9 -1.8
SCHG Schwab U.S. Large-Cap Growth ETF 43.0 4 15 3.9 -1.8
QLC FlexShares US Quality Large Cap Index Fund 42.7 32 -13 5.2 -0.6
ESGV Vanguard ESG U.S. Stock ETF 42.6 12 7 4.9 -0.9
IWY iShares Russell Top 200 Growth ETF 42.4 20 -1 3.7 -2.1
OUSA O'Shares FTSE US Quality Dividend ETF 42.2 48 -29 5.5 -0.3
VLU SPDR S&P 1500 Value Tilt ETF 41.8 12 7 7.0 +1.3
FVAL Fidelity Value Factor ETF 41.8 29 -10 7.6 +1.8
DLN WisdomTree U.S. LargeCap Dividend Fund 41.4 28 -9 6.2 +0.4
SPHQ Invesco S&P 500 Quality ETF 40.8 15 4 4.5 -1.3
EXT WisdomTree U.S. Total Earnings Fund 40.8 28 -9 5.0 -0.8
SPYV SPDR Portfolio S&P 500 Value ETF 40.8 4 15 7.1 +1.4
IVE iShares S&P 500 Value ETF 40.8 18 1 7.0 +1.2
VOOV Vanguard S&P 500 Value ETF 40.7 15 4 7.0 +1.3
NACP Impact Shares NAACP Minority Empowerment ETF 40.5 75 -56 4.6 -1.2
DTD WisdomTree U.S.Total Dividend Fund 40.5 28 -9 6.4 +0.6
IUSV iShares Core S&P U.S. Value ETF 40.0 4 15 7.2 +1.4
WOMN Impact Shares YWCA Women's Empowerment ETF 39.8 75 -56 4.2 -1.6
VUG Vanguard Growth Index Fund 39.8 4 15 3.8 -2.0
VTV Vanguard Value Index Fund 39.4 4 15 7.1 +1.4
TMFC Motley Fool 100 Index ETF 38.9 50 -31 3.3 -2.5
DGRO iShares Core Dividend Growth ETF 38.6 8 11 6.4 +0.6
IWD iShares Russell 1000 Value ETF 38.4 19 0 6.7 +0.9
VONV Vanguard Russell 1000 Value Index Fund 38.4 8 11 6.8 +1.0
MGK Vanguard Mega Cap Growth ETF 38.3 7 12 3.9 -1.9
DSTL Distillate US Fundamental Stability & Value ETF 38.1 39 -20 5.8 +0.1
USMC Principal U.S. Mega-Cap Multi-Factor Index ETF 38.0 12 7 4.6 -1.1
HLAL Wahed FTSE USA Shariah ETF 38.0 50 -31 4.3 -1.5

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 US Quality at a Reasonable Price 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 18.8 %
Divided by: Fwd. P/BV 3.2 x
Less: Expense ratio 19 bp
Equals: ALTAR Score 5.8 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.49 CATEGORY
AVERAGE
1.52
 
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.