Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
ALTAR
Score™
5.3% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
27.2x P/Sales
ratio
2.0x
P/BV
ratio
3.9x Div.
yield
1.6%


  • 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) $63
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 345
Wgt avg mkt cap (mns) $389,522
Large cap (>$10bn) 94.4%
Mid cap ($2-10bn) 5.6%
Small cap (<$2bn) 0.0%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
APPLE INC 6.6 %
BERKSHIRE HATHAWAY INC-CL B 4.0 %
FACEBOOK 3.6 %
INTEL CORP 2.9 %
ALPHABET INC. CLASS C 2.8 %
JOHNSON & JOHNSON 2.7 %
ALPHABET INC. CLASS A 2.7 %
VISA INC-CLASS A SHARES 2.0 %
CHEVRON CORP 1.7 %
MASTERCARD INC-CLASS A 1.6 %
Total 30.7 %

TOP COUNTRY EXPOSURE
UNITED STATES 96.1 %
IRELAND 1.9 %
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 December 31)
Year-to-date 1 year 5 years 10 years Since Incep.
14.8% 14.8% -- -- 14.3%

Market Correlations
versus... Beta R-squared
S&P500 1.04 98%
MSCI EAFE 0.98 87%
MSCI Emg. Mkts. 0.76 66%

Technical Indicators
Recent close $34.76
30d moving avg. $34.00
Annualized volatility 20.4%
Short interest (ETF) 0.1%
Relative strength (RSI) 60

Liquidity measures
Avg. volume (thou.) 43
Turnover 2.4%
Bid/Ask (% of price) 0.32%
ADV underlying (mns) $144,477

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 98 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™: 5.3%


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
(%)
ESGV Vanguard ESG U.S. Stock ETF 57.2 12 7 4.5 -0.8
SPXN ProShares S&P 500 Ex-Financials ETF 51.7 27 -8 4.3 -1.0
IUS Invesco Strategic US ETF 51.6 19 0 5.5 +0.2
PBP Invesco S&P 500 BuyWrite ETF 51.0 49 -30 4.3 -1.0
EPS WisdomTree U.S. Earnings 500 Fund 50.9 8 11 5.9 +0.6
XYLG Global X S&P 500 Covered Call & Growth ETF 50.2 60 -41 4.4 -0.9
QUS SPDR MSCI USA StrategicFactors ETF 50.0 15 4 5.3 -0.1
DIVB iShares U.S. Dividend & Buyback ETF 49.7 25 -6 5.9 +0.6
SPY SPDR S&P 500 ETF Trust 49.7 9 10 4.7 -0.6
SPLG SPDR Portfolio Large Cap ETF 49.6 3 16 4.7 -0.6
IVV iShares Core S&P 500 ETF 49.6 3 16 4.7 -0.6
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 49.4 20 -1 4.8 -0.6
MGC Vanguard Mega Cap Index Fund 49.3 7 12 4.6 -0.7
VOO VANGUARD S&P 500 ETF 48.8 3 16 4.8 -0.5
XVV iShares ESG Screened S&P 500 ETF 48.7 8 11 4.9 -0.4
JCTR JPMorgan Carbon Transition U.S. Equity ETF 48.5 15 4 4.7 -0.7
SPXE ProShares S&P 500 Ex-Energy ETF 48.3 27 -8 4.6 -0.7
CATH Global X S&P 500 Catholic Values Custom ETF 48.2 29 -10 4.6 -0.8
JQUA JPMorgan U.S. Quality Factor ETF 48.2 12 7 5.1 -0.3
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 48.2 20 -1 4.6 -0.7
IWL iShares Russell Top 200 ETF 48.1 15 4 4.4 -0.9
VOOV Vanguard S&P 500 Value ETF 48.0 10 9 6.6 +1.3
EFIV SPDR S&P 500 ESG ETF 47.9 10 9 4.6 -0.8
OEF iShares S&P 100 ETF 47.9 20 -1 4.2 -1.1
SNPE Xtrackers S&P 500 ESG ETF 47.9 10 9 4.6 -0.8
IQSU IQ Candriam ESG US Equity ETF 47.5 9 10 4.5 -0.8
BKLC BNY Mellon US Large Cap Core Equity ETF 47.4 0 19 4.4 -0.9
BBUS JP Morgan Betabuilders U.S. Equity ETF 47.3 2 17 4.6 -0.7
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 47.3 7 12 4.5 -0.8
PBUS Invesco PureBeta MSCI USA ETF 47.2 4 15 4.6 -0.7
SPTM SPDR Portfolio Total Stock Market ETF 47.1 3 16 4.8 -0.5
HIPR Direxion High Growth ETF 46.9 40 -21 3.8 -1.5
SCHX Schwab U.S. Large-Cap ETF 46.8 3 16 4.6 -0.8
VV Vanguard Large-Cap Index Fund 46.7 4 15 4.6 -0.7
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 46.7 9 10 4.8 -0.5
XLG Invesco S&P 500 Top 50 ETF 46.7 20 -1 4.0 -1.3
IWB iShares Russell 1000 ETF 46.4 15 4 4.5 -0.8
SPXV ProShares S&P 500 Ex-Health Care ETF 46.3 27 -8 4.3 -1.0
SCHK Schwab 1000 Index ETF 46.2 5 14 4.6 -0.7
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF 46.2 49 -30 3.4 -1.9
FNDX Schwab Fundamental U.S. Large Co. Index ETF 46.2 25 -6 5.7 +0.4
QUAL iShares MSCI Usa Quality Factor ETF 45.9 15 4 5.0 -0.3
IYY iShares Dow Jones U.S. ETF 45.7 20 -1 4.4 -0.9
RECS Columbia Research Enhanced Core ETF 45.6 15 4 5.1 -0.2
XOUT GraniteShares XOUT U.S. Large Cap ETF 45.5 60 -41 3.6 -1.7
DFAU Dimensional US Core Equity Market ETF 45.2 12 7 4.7 -0.6
VTHR Vanguard Russell 3000 Index Fund 45.0 10 9 4.4 -0.9
ESGU iShares MSCI USA ESG Optimized ETF 45.0 15 4 4.4 -0.9
FLQL Franklin LibertyQ U.S. Equity ETF 44.6 15 4 5.9 +0.6
JHML John Hancock Multifactor Large Cap ETF 44.6 29 -10 4.9 -0.5
DSI iShares MSCI KLD 400 Social ETF 44.4 25 -6 4.6 -0.8
ESG FlexShares STOXX US ESG Impact Index Fund 44.4 32 -13 4.5 -0.9
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 44.2 15 4 0.0 -5.3
PRF Invesco FTSE RAFI US 1000 ETF 44.0 39 -20 5.7 +0.4
SPXT ProShares S&P 500 Ex-Technology ETF 43.8 27 -8 4.9 -0.4
FNDB Schwab Fundamental U.S. Broad Market Index ETF 43.7 25 -6 5.7 +0.4
FQAL Fidelity Quality Factor ETF 43.6 29 -10 5.0 -0.3
VOOG Vanguard S&P 500 Growth ETF 43.6 10 9 3.9 -1.5
IWV iShares Russell 3000 ETF 43.5 20 -1 4.3 -1.0
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 43.4 10 9 4.8 -0.5
SUSL iShares ESG MSCI USA Leaders ETF 43.3 10 9 4.8 -0.5
SCHB Schwab U.S. Broad Market ETF 43.2 3 16 4.5 -0.9
MMTM SPDR S&P 1500 Momentum Tilt ETF 43.0 12 7 4.0 -1.3
RWL Invesco S&P 500 Revenue ETF 43.0 39 -20 6.3 +1.0
SFY SoFi Select 500 ETF 42.9 0 19 4.6 -0.7
ITOT iShares Core S&P Total U.S. Stock Market ETF 42.9 3 16 4.4 -0.9
IWF iShares Russell 1000 Growth ETF 42.9 19 0 3.4 -1.9
AVUS Avantis U.S. Equity ETF 42.8 15 4 4.8 -0.5
VONE Vanguard Russell 1000 ETF 42.7 8 11 4.6 -0.8
DYNF BlackRock U.S. Equity Factor Rotation ETF 42.7 30 -11 5.3 -0.0
SPYV SPDR Portfolio S&P 500 Value ETF 42.6 4 15 6.5 +1.2
IVE iShares S&P 500 Value ETF 42.6 18 1 6.3 +1.0
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 42.6 30 -11 5.1 -0.2
SPYG SPDR Portfolio S&P 500 Growth ETF 42.4 4 15 3.6 -1.7
IVW iShares S&P 500 Growth ETF 42.4 18 1 3.5 -1.8
IUSG iShares Core S&P US Growth ETF 42.3 4 15 3.6 -1.7
FVAL Fidelity Value Factor ETF 42.1 29 -10 6.8 +1.5
AFLG First Trust Active Factor Large Cap ETF 42.0 55 -36 4.7 -0.7
SCHV Schwab U.S. Large-Cap Value ETF 41.9 4 15 6.1 +0.8
IUSV iShares Core S&P U.S. Value ETF 41.8 4 15 6.5 +1.2
IWY iShares Russell Top 200 Growth ETF 41.7 20 -1 3.5 -1.8
WOMN Impact Shares YWCA Women's Empowerment ETF 41.7 75 -56 3.5 -1.8
VONG Vanguard Russell 1000 Growth Index Fund 41.7 8 11 3.5 -1.8
VTI Vanguard Total Stock Market Index Fund 41.7 3 16 4.4 -0.9
QLC FlexShares US Quality Large Cap Index Fund 41.0 32 -13 4.4 -0.9
ROUS Hartford Multifactor US Equity ETF 40.7 19 0 5.8 +0.5
VLU SPDR S&P 1500 Value Tilt ETF 40.6 12 7 6.2 +0.9
NACP Impact Shares NAACP Minority Empowerment ETF 40.1 49 -30 4.7 -0.6
VTV Vanguard Value Index Fund 39.5 4 15 6.6 +1.3
RESP WisdomTree US ESG Fund of Benef Interest 39.4 28 -9 5.0 -0.3
VONV Vanguard Russell 1000 Value Index Fund 39.2 8 11 6.2 +0.9
HLAL Wahed FTSE USA Shariah ETF 39.1 50 -31 3.8 -1.5
VUG Vanguard Growth Index Fund 38.7 4 15 3.5 -1.8
SPQQ Siren Large Cap Blend Index ETF 38.2 20 -1 4.2 -1.1
USMC Principal U.S. Mega-Cap Multi-Factor Index ETF 37.9 12 7 4.9 -0.4
MGV Vanguard Mega Cap Value ETF 37.8 7 12 6.5 +1.2
IWD iShares Russell 1000 Value ETF 37.8 19 0 6.1 +0.8
VEGN US Vegan Climate ETF 37.8 60 -41 4.0 -1.4

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 18.9 %
Divided by: Fwd. P/BV 3.5 x
Less: Expense ratio 19 bp
Equals: ALTAR Score 5.3 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.48 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.