Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
ALTAR
Score™
5.8% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
23.5x P/Sales
ratio
1.8x
P/BV
ratio
3.9x Div.
yield
2.1%


  • 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 05, 2018
Assets (mns) $94
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 350
Wgt avg mkt cap (mns) $307,183
Large cap (>$10bn) 92.6%
Mid cap ($2-10bn) 7.2%
Small cap (<$2bn) 0.2%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
APPLE INC 8.0 %
INTEL CORP 4.5 %
FACEBOOK 3.7 %
HOME DEPOT INC 2.9 %
JOHNSON & JOHNSON 2.8 %
VISA INC-CLASS A SHARES 2.8 %
ALPHABET INC. CLASS C 2.7 %
ALPHABET INC. CLASS A 2.6 %
EXXON MOBIL CORP 2.3 %
MASTERCARD INC-CLASS A 2.1 %
Total 34.4 %

TOP COUNTRY EXPOSURE
UNITED STATES 97.7 %
IRELAND 1.4 %
BRITAIN 0.4 %
CHINA 0.2 %
SWITZERLAND 0.1 %
CAYMAN ISLANDS 0.1 %





HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru May 31)
Year-to-date 1 year 5 years 10 years Since Incep.
-6.4% 12.7% -- -- 7.6%

Market Correlations
versus... Beta R-squared
S&P500 1.04 99%
MSCI EAFE 1.07 87%
MSCI Emg. Mkts. 0.81 73%

Technical Indicators
Recent close $27.93
30d moving avg. $26.25
Annualized volatility 20.5%
Short interest (ETF) 0.0%
Relative strength (RSI) 61

Liquidity measures
Avg. volume (thou.) 9
Turnover 0.3%
Bid/Ask (% of price) 0.33%
ADV underlying (mns) $138,739

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
(%)
OMFL Oppenheimer Russell 1000 Dynamic Multifactor ETF 55.8 29 -10 4.4 -1.4
IUS Invesco Strategic US ETF 55.6 19 0 6.4 +0.6
SPXN ProShares S&P 500 Ex-Financials ETF 53.6 27 -8 5.2 -0.6
RECS Columbia Research Enhanced Core ETF 52.8 15 4 5.8 -0.0
OEF iShares S&P 100 ETF 52.0 20 -1 5.0 -0.8
PBP Invesco S&P 500 BuyWrite ETF 51.6 49 -30 5.3 -0.5
HSPX Global X S&P 500 Covered Call ETF 50.9 65 -46 5.1 -0.6
IWL iShares Russell Top 200 ETF 50.5 15 4 5.2 -0.5
JQUA JPMorgan U.S. Quality Factor ETF 50.1 12 7 5.3 -0.5
EPS WisdomTree U.S. Earnings 500 Fund 49.8 8 11 6.6 +0.9
MGC Vanguard Mega Cap Index Fund 49.8 7 12 5.4 -0.4
FNDX Schwab Fundamental U.S. Large Co. Index ETF 49.6 25 -6 6.8 +1.0
DIVB iShares U.S. Dividend & Buyback ETF 49.3 25 -6 6.7 +0.9
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF 49.2 49 -30 4.2 -1.5
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 49.1 20 -1 5.2 -0.6
QUS SPDR MSCI USA StrategicFactors ETF 49.0 15 4 5.9 +0.1
SPLG SPDR Portfolio Large Cap ETF 49.0 3 16 5.6 -0.2
SPY SPDR S&P 500 ETF Trust 48.9 9 10 5.5 -0.2
IVV iShares Core S&P 500 ETF 48.9 4 15 5.6 -0.2
VOO VANGUARD S&P 500 ETF 48.6 3 16 5.6 -0.1
SNPE Xtrackers S&P 500 ESG ETF 48.6 11 8 5.3 -0.5
VONG Vanguard Russell 1000 Growth Index Fund 48.6 8 11 4.5 -1.3
XOUT GraniteShares XOUT U.S. Large Cap ETF 48.5 60 -41 4.6 -1.2
IWF iShares Russell 1000 Growth ETF 48.5 19 0 4.4 -1.4
FLQL Franklin LibertyQ U.S. Equity ETF 48.4 15 4 6.4 +0.6
SPXV ProShares S&P 500 Ex-Health Care ETF 48.3 27 -8 5.3 -0.5
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 48.2 20 -1 5.6 -0.2
SPXE ProShares S&P 500 Ex-Energy ETF 48.0 27 -8 5.5 -0.3
SPYG SPDR Portfolio S&P 500 Growth ETF 47.9 4 15 4.5 -1.2
IVW iShares S&P 500 Growth ETF 47.9 18 1 4.4 -1.4
VOOG Vanguard S&P 500 Growth ETF 47.9 10 9 4.5 -1.3
PBUS Invesco PureBeta MSCI USA ETF 47.8 4 15 5.6 -0.2
IUSG iShares Core S&P US Growth ETF 47.7 4 15 4.5 -1.2
VV Vanguard Large-Cap Index Fund 47.6 4 15 5.5 -0.3
IWY iShares Russell Top 200 Growth ETF 47.5 20 -1 4.3 -1.4
FNDB Schwab Fundamental U.S. Broad Market Index ETF 47.3 25 -6 6.8 +1.0
BBUS JP Morgan Betabuilders U.S. Equity ETF 47.3 2 17 5.6 -0.2
OUSA O'Shares FTSE US Quality Dividend ETF 47.3 48 -29 5.7 -0.0
IQSU IQ Candriam ESG US Equity ETF 47.2 9 10 5.3 -0.5
SCHX Schwab U.S. Large-Cap ETF 47.0 3 16 5.5 -0.2
DSI iShares MSCI KLD 400 Social ETF 46.8 25 -6 5.3 -0.4
XLG Invesco S&P 500 Top 50 ETF 46.6 20 -1 4.7 -1.0
SPTM SPDR Portfolio Total Stock Market ETF 46.6 3 16 5.7 -0.0
IWB iShares Russell 1000 ETF 46.6 15 4 5.4 -0.4
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 46.3 10 9 5.5 -0.2
SUSL iShares ESG MSCI USA Leaders ETF 46.3 10 9 5.5 -0.2
VONE Vanguard Russell 1000 ETF 46.2 8 11 5.5 -0.3
DYNF BlackRock U.S. Equity Factor Rotation ETF 46.1 30 -11 6.9 +1.1
SCHK Schwab 1000 Index ETF 45.9 5 14 5.5 -0.3
FQAL Fidelity Quality Factor ETF 45.9 29 -10 5.5 -0.2
AVUS Avantis U.S. Equity ETF 45.8 15 4 6.0 +0.3
ESGU iShares MSCI USA ESG Optimized ETF 45.8 15 4 5.3 -0.5
CATH Global X S&P 500 Catholic Values Custom ETF 45.8 29 -10 5.4 -0.3
IYY iShares Dow Jones U.S. ETF 45.7 20 -1 5.4 -0.4
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 45.4 9 10 5.7 -0.1
MMTM SPDR S&P 1500 Momentum Tilt ETF 45.4 12 7 5.1 -0.7
SPXT ProShares S&P 500 Ex-Technology ETF 45.3 27 -8 5.8 +0.0
QUAL iShares MSCI Usa Quality Factor ETF 44.7 15 4 5.5 -0.3
IWV iShares Russell 3000 ETF 44.0 20 -1 5.3 -0.5
SCHB Schwab U.S. Broad Market ETF 43.9 3 16 5.5 -0.3
QLC FlexShares US Quality Large Cap Index Fund 43.9 32 -13 5.6 -0.1
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 43.8 29 -10 6.3 +0.6
VTI Vanguard Total Stock Market Index Fund 43.8 3 16 5.4 -0.4
ITOT iShares Core S&P Total U.S. Stock Market ETF 43.7 3 16 5.4 -0.4
VTHR Vanguard Russell 3000 Index Fund 43.7 10 9 5.4 -0.4
JHML John Hancock Multifactor Large Cap ETF 43.7 34 -15 5.7 -0.1
ESGV Vanguard ESG U.S. Stock ETF 43.4 12 7 5.4 -0.4
VUG Vanguard Growth Index Fund 43.2 4 15 4.3 -1.5
MGK Vanguard Mega Cap Growth ETF 42.9 7 12 4.4 -1.4
TMFC Motley Fool 100 Index ETF 42.9 50 -31 4.0 -1.7
AFLG First Trust Active Factor Large Cap ETF 42.7 55 -36 6.0 +0.2
VEGN US Vegan Climate ETF 42.7 60 -41 5.3 -0.4
PRF Invesco FTSE RAFI US 1000 ETF 42.6 39 -20 7.0 +1.3
SCHG Schwab U.S. Large-Cap Growth ETF 42.3 4 15 4.4 -1.4
DLN WisdomTree U.S. LargeCap Dividend Fund 42.2 28 -9 6.5 +0.7
NACP Impact Shares NAACP Minority Empowerment ETF 42.2 75 -56 4.7 -1.1
DGRO iShares Core Dividend Growth ETF 42.2 8 11 6.6 +0.9
DTD WisdomTree U.S.Total Dividend Fund 41.6 28 -9 6.7 +1.0
RWL Invesco S&P 500 Revenue ETF 41.4 39 -20 7.1 +1.3
WOMN Impact Shares YWCA Women's Empowerment ETF 40.9 75 -56 4.7 -1.1
ESG FlexShares STOXX US ESG Impact Index Fund 40.6 32 -13 5.3 -0.5
SPHQ Invesco S&P 500 Quality ETF 40.5 15 4 5.2 -0.6
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 39.2 15 4 6.5 +0.7
HLAL Wahed FTSE USA Shariah ETF 39.1 50 -31 4.7 -1.0
SFY SoFi Select 500 ETF 38.8 0 19 5.4 -0.4
VLU SPDR S&P 1500 Value Tilt ETF 38.8 12 7 7.7 +1.9
PFM Invesco Dividend Achievers ETF 38.7 54 -35 5.4 -0.4
FVAL Fidelity Value Factor ETF 38.6 29 -10 8.4 +2.7
EXT WisdomTree U.S. Total Earnings Fund 38.4 28 -9 5.9 +0.1
EQWL Invesco Russell Top 200 Equal Weight ETF 38.3 25 -6 6.2 +0.4
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 37.8 25 -6 6.4 +0.7
QYLD Global X NASDAQ 100 Covered Call ETF 37.6 60 -41 3.8 -2.0
SCHV Schwab U.S. Large-Cap Value ETF 37.5 4 15 7.3 +1.5
NUSI Nationwide Risk-Managed Income ETF 37.3 68 -49 3.7 -2.0
DSTL Distillate US Fundamental Stability & Value ETF 37.1 39 -20 6.6 +0.8
QQQ Invesco QQQ Trust 37.0 20 -1 4.1 -1.6
SPYV SPDR Portfolio S&P 500 Value ETF 36.9 4 15 7.5 +1.7
IVE iShares S&P 500 Value ETF 36.9 18 1 7.3 +1.6
RAFE PIMCO RAFI ESG U.S. ETF 36.6 29 -10 7.9 +2.1
VOOV Vanguard S&P 500 Value ETF 36.6 15 4 7.4 +1.6

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 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 21.9 %
Divided by: Fwd. P/BV 3.7 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
1.48 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.