Xtrackers S&P 500 ESG ETF
ALTAR
Score™
4.8% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
26.0x P/Sales
ratio
2.8x
P/BV
ratio
3.8x Div.
yield
1.6%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
The Xtrackers S&P 500 ESG ETF tracks a principles-selected, market cap-weighted index of U.S. Large Cap securities.

FUND BASICS
Category US Equities
Fund Sponsor Deutsche Bank
Website www.dws.com
Inception date Jun 25, 2019
Assets (mns) $330
Currency USD
Expense ratio 10 bp
Distributions Quarterly

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 296
Wgt avg mkt cap (mns) $582,514
Large cap (>$10bn) 98.5%
Mid cap ($2-10bn) 1.5%
Small cap (<$2bn) 0.0%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
APPLE INC 8.6 %
MICROSOFT CORP 7.6 %
AMAZON.COM INC 6.3 %
FACEBOOK 3.2 %
ALPHABET INC. CLASS A 2.3 %
ALPHABET INC. CLASS C 2.2 %
PROCTER & GAMBLE CO/THE 1.6 %
NVIDIA CORP 1.6 %
VISA INC-CLASS A SHARES 1.6 %
JPMORGAN CHASE & CO 1.5 %
Total 36.4 %

TOP COUNTRY EXPOSURE
UNITED STATES 96.1 %
IRELAND 2.0 %
BRITAIN 1.1 %
SWITZERLAND 0.4 %







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.
7.5% 17.5% -- -- 15.4%

Market Correlations
versus... Beta R-squared
S&P500 0.99 99%
MSCI EAFE 0.98 88%
MSCI Emg. Mkts. 0.70 71%

Technical Indicators
Recent close $30.56
30d moving avg. $29.93
Annualized volatility 21.8%
Short interest (ETF) 1.4%
Relative strength (RSI) 56

Liquidity measures
Avg. volume (thou.) 63
Turnover 0.6%
Bid/Ask (% of price) 0.16%
ADV underlying (mns) $159,875

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 100 potential alternatives to the Xtrackers S&P 500 ESG ETF ETF based on the alternatives' overlap in portfolio holdings with SNPE. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: SNPE Expense: 10 bp ALTAR Score™: 4.8%


ALTERNATIVE ETFs BASED ON OVERLAP WITH SNPE
Ticker Fund
Name
Overlap1
vs SNPE
(%)
Expense
ratio
(bp)
Savings
vs SNPE
(bp)
ALTAR
Score™
(%)
ALTAR
vs SNPE
(%)
EFIV SPDR S&P 500 ESG ETF 99.2 10 0 4.9 +0.0
IQSU IQ Candriam ESG US Equity ETF 79.8 9 1 4.9 +0.0
HSPX Global X S&P 500 Covered Call ETF 78.3 60 -50 4.7 -0.1
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 77.9 20 -10 4.7 -0.1
IWL iShares Russell Top 200 ETF 77.1 15 -5 4.7 -0.1
BKLC BNY Mellon US Large Cap Core Equity ETF 77.1 0 10 4.9 +0.1
MGC Vanguard Mega Cap Index Fund 77.0 7 3 4.9 +0.1
ESGV Vanguard ESG U.S. Stock ETF 76.1 12 -2 4.9 +0.0
PBP Invesco S&P 500 BuyWrite ETF 75.8 49 -39 4.7 -0.1
XYLG Global X S&P 500 Covered Call & Growth ETF 75.7 60 -50 4.8 -0.1
SPY SPDR S&P 500 ETF Trust 74.5 9 1 5.1 +0.2
SPLG SPDR Portfolio Large Cap ETF 74.5 3 7 5.1 +0.3
IVV iShares Core S&P 500 ETF 74.5 3 7 5.1 +0.3
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 74.5 20 -10 5.1 +0.2
SPXN ProShares S&P 500 Ex-Financials ETF 74.4 27 -17 4.7 -0.1
SPXV ProShares S&P 500 Ex-Health Care ETF 74.3 27 -17 4.8 -0.1
OEF iShares S&P 100 ETF 74.2 20 -10 4.6 -0.3
SPXE ProShares S&P 500 Ex-Energy ETF 74.1 27 -17 5.0 +0.2
VOO VANGUARD S&P 500 ETF 73.3 3 7 5.2 +0.3
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 71.8 7 3 5.0 +0.1
XOUT GraniteShares XOUT U.S. Large Cap ETF 70.9 60 -50 3.9 -0.9
ESGU iShares MSCI USA ESG Optimized ETF 70.5 15 -5 4.8 -0.0
BBUS JP Morgan Betabuilders U.S. Equity ETF 69.9 2 8 5.0 +0.2
SPXT ProShares S&P 500 Ex-Technology ETF 69.8 27 -17 5.3 +0.5
PBUS Invesco PureBeta MSCI USA ETF 69.4 4 6 5.0 +0.1
MMTM SPDR S&P 1500 Momentum Tilt ETF 69.1 12 -2 4.5 -0.4
CATH Global X S&P 500 Catholic Values Custom ETF 69.1 29 -19 4.9 +0.1
VOOG Vanguard S&P 500 Growth ETF 68.6 10 0 4.1 -0.7
VV Vanguard Large-Cap Index Fund 68.6 4 6 5.0 +0.1
SPTM SPDR Portfolio Total Stock Market ETF 68.4 3 7 5.3 +0.4
ESG FlexShares STOXX US ESG Impact Index Fund 68.0 32 -22 4.9 +0.1
SPYG SPDR Portfolio S&P 500 Growth ETF 68.0 4 6 4.2 -0.7
IVW iShares S&P 500 Growth ETF 68.0 18 -8 16.6 +11.8
SCHX Schwab U.S. Large-Cap ETF 67.1 3 7 4.9 +0.1
IUSG iShares Core S&P US Growth ETF 66.9 4 6 4.2 -0.6
SCHK Schwab 1000 Index ETF 65.6 5 5 5.0 +0.1
IWB iShares Russell 1000 ETF 65.5 15 -5 4.8 0.0
IYY iShares Dow Jones U.S. ETF 64.9 20 -10 4.8 -0.0
VONE Vanguard Russell 1000 ETF 64.1 8 2 4.9 +0.1
EPS WisdomTree U.S. Earnings 500 Fund 64.1 8 2 6.2 +1.4
XLG Invesco S&P 500 Top 50 ETF 63.1 20 -10 4.3 -0.5
VTHR Vanguard Russell 3000 Index Fund 62.4 10 0 4.8 -0.1
IWV iShares Russell 3000 ETF 61.6 20 -10 4.7 -0.1
SCHB Schwab U.S. Broad Market ETF 61.6 3 7 4.9 +0.0
ITOT iShares Core S&P Total U.S. Stock Market ETF 61.4 3 7 4.8 -0.0
NACP Impact Shares NAACP Minority Empowerment ETF 60.5 75 -65 4.6 -0.2
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 59.8 9 1 5.3 +0.5
IWF iShares Russell 1000 Growth ETF 59.8 19 -9 3.6 -1.3
VONG Vanguard Russell 1000 Growth Index Fund 59.4 8 2 3.7 -1.1
SFY SoFi Select 500 ETF 59.4 0 10 4.9 +0.1
VTI Vanguard Total Stock Market Index Fund 59.2 3 7 4.8 -0.0
DSI iShares MSCI KLD 400 Social ETF 58.7 25 -15 4.9 +0.1
IWY iShares Russell Top 200 Growth ETF 58.6 20 -10 3.7 -1.1
WOMN Impact Shares YWCA Women's Empowerment ETF 58.5 75 -65 4.1 -0.8
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF 58.2 49 -39 3.9 -1.0
VUG Vanguard Growth Index Fund 57.4 4 6 3.8 -1.1
JHML John Hancock Multifactor Large Cap ETF 57.0 29 -19 5.3 +0.4
QUS SPDR MSCI USA StrategicFactors ETF 57.0 15 -5 5.6 +0.8
DLN WisdomTree U.S. LargeCap Dividend Fund 56.8 28 -18 6.3 +1.4
FNDX Schwab Fundamental U.S. Large Co. Index ETF 55.4 25 -15 6.5 +1.6
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 55.1 10 0 5.1 +0.3
SUSL iShares ESG MSCI USA Leaders ETF 55.1 10 0 5.1 +0.3
DTD WisdomTree U.S.Total Dividend Fund 54.9 28 -18 6.5 +1.7
MGK Vanguard Mega Cap Growth ETF 54.9 7 3 3.9 -0.9
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 54.8 15 -5 6.0 +1.2
RECS Columbia Research Enhanced Core ETF 54.6 15 -5 5.4 +0.6
DIVB iShares U.S. Dividend & Buyback ETF 54.1 25 -15 6.6 +1.8
PRF Invesco FTSE RAFI US 1000 ETF 53.3 39 -29 6.6 +1.7
AVUS Avantis U.S. Equity ETF 52.5 15 -5 5.4 +0.5
FNDB Schwab Fundamental U.S. Broad Market Index ETF 52.4 25 -15 6.5 +1.7
IUS Invesco Strategic US ETF 51.6 19 -9 6.3 +1.4
EXT WisdomTree U.S. Total Earnings Fund 50.7 28 -18 5.3 +0.5
ESGG FlexShares STOXX Global ESG Impact Index Fund 50.6 42 -32 5.1 +0.3
SCHV Schwab U.S. Large-Cap Value ETF 50.3 4 6 6.6 +1.8
KOKU Xtrackers MSCI Kokusai Equity ETF 50.2 9 1 5.5 +0.7
TOK iShares MSCI Kokusai ETF 50.1 25 -15 5.4 +0.5
KRMA Global X Conscious Companies ETF 50.0 43 -33 5.0 +0.1
USXF iShares ESG Advanced MSCI USA ETF 49.9 10 0 4.7 -0.1
TMFC Motley Fool 100 Index ETF 49.6 50 -40 3.3 -1.6
SCHG Schwab U.S. Large-Cap Growth ETF 49.2 4 6 3.4 -1.5
AFLG First Trust Active Factor Large Cap ETF 48.9 55 -45 5.2 +0.4
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 48.9 25 -15 6.0 +1.2
VEGN US Vegan Climate ETF 48.9 60 -50 4.9 +0.0
DGRO iShares Core Dividend Growth ETF 48.7 8 2 6.5 +1.6
VOOV Vanguard S&P 500 Value ETF 48.6 10 0 7.1 +2.3
DYNF BlackRock U.S. Equity Factor Rotation ETF 48.3 30 -20 6.4 +1.6
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 48.2 29 -19 5.8 +0.9
USMC Principal U.S. Mega-Cap Multi-Factor Index ETF 47.9 12 -2 4.6 -0.2
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 47.7 19 -9 5.8 +1.0
FQAL Fidelity Quality Factor ETF 47.5 29 -19 5.2 +0.4
SPYV SPDR Portfolio S&P 500 Value ETF 47.5 4 6 7.1 +2.3
IVE iShares S&P 500 Value ETF 47.4 18 -8 7.0 +2.1
ACIO Aptus Collared Income Opportunity ETF 47.2 79 -69 4.2 -0.6
VONV Vanguard Russell 1000 Value Index Fund 47.2 8 2 6.8 +1.9
IWD iShares Russell 1000 Value ETF 47.1 19 -9 6.7 +1.8
FVAL Fidelity Value Factor ETF 47.0 29 -19 7.5 +2.6
ONEQ Fidelity Nasdaq Composite Index Tracking Stock 47.0 21 -11 3.0 -1.8
IETC iShares Evolved U.S. Technology ETF 47.0 18 -8 3.7 -1.2
HIPR Direxion High Growth ETF 46.8 40 -30 4.4 -0.4
RWL Invesco S&P 500 Revenue ETF 46.5 39 -29 7.0 +2.1

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 S&P 500 ESG 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 17.2 %
Divided by: Fwd. P/BV 3.5 x
Less: Expense ratio 10 bp
Equals: ALTAR Score 4.8 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.41 CATEGORY
AVERAGE
1.51
 
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.