Xtrackers S&P 500 ESG ETF
ALTAR
Score™
5.2% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
24.4x P/Sales
ratio
2.6x
P/BV
ratio
3.4x Div.
yield
1.9%


  • 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 26, 2019
Assets (mns) $135
Currency USD
Expense ratio 11 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 309
Wgt avg mkt cap (mns) $427,657
Large cap (>$10bn) 98.1%
Mid cap ($2-10bn) 1.9%
Small cap (<$2bn) 0.0%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
MICROSOFT CORP 7.2 %
APPLE INC 6.9 %
AMAZON.COM INC 5.3 %
FACEBOOK 2.8 %
ALPHABET INC. CLASS A 2.2 %
ALPHABET INC. CLASS C 2.2 %
VISA INC-CLASS A SHARES 1.7 %
JPMORGAN CHASE & CO 1.6 %
UNITEDHEALTH GROUP INC 1.5 %
PROCTER & GAMBLE CO/THE 1.5 %
Total 32.8 %

TOP COUNTRY EXPOSURE
UNITED STATES 96.2 %
IRELAND 1.9 %
BRITAIN 1.1 %
SWITZERLAND 0.4 %







HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru January 01)
Year-to-date 1 year 5 years 10 years Since Incep.
-- -- -- -- 0.0%

Market Correlations
versus... Beta R-squared
S&P500 -- --
MSCI EAFE -- --
MSCI Emg. Mkts. -- --

Technical Indicators
Recent close $27.20
30d moving avg. $25.69
Annualized volatility 0.0%
Short interest (ETF) 1.2%
Relative strength (RSI) 66

Liquidity measures
Avg. volume (thou.) 116
Turnover 2.3%
Bid/Ask (% of price) 0.14%
ADV underlying (mns) $178,442

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: 11 bp ALTAR Score™: 5.2%


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
(%)
PBP Invesco S&P 500 BuyWrite ETF 82.6 49 -38 5.1 -0.1
HSPX Global X S&P 500 Covered Call ETF 81.0 65 -54 4.9 -0.3
IWL iShares Russell Top 200 ETF 79.9 15 -4 5.1 -0.0
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 79.2 20 -9 5.0 -0.2
MGC Vanguard Mega Cap Index Fund 79.1 7 4 5.3 +0.1
IQSU IQ Candriam ESG US Equity ETF 78.3 9 2 5.3 +0.1
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 76.6 20 -9 5.5 +0.3
SPXV ProShares S&P 500 Ex-Health Care ETF 76.3 27 -16 5.1 -0.1
SPXN ProShares S&P 500 Ex-Financials ETF 76.1 27 -16 5.1 -0.1
SPLG SPDR Portfolio Large Cap ETF 76.1 3 8 5.5 +0.3
SPXE ProShares S&P 500 Ex-Energy ETF 76.1 27 -16 5.4 +0.2
IVV iShares Core S&P 500 ETF 76.0 4 7 5.5 +0.3
SPY SPDR S&P 500 ETF Trust 76.0 9 2 5.4 +0.2
VOO VANGUARD S&P 500 ETF 75.5 3 8 5.5 +0.3
VV Vanguard Large-Cap Index Fund 73.1 4 7 5.3 +0.1
OEF iShares S&P 100 ETF 73.0 20 -9 4.9 -0.3
PBUS Invesco PureBeta MSCI USA ETF 73.0 4 7 5.3 +0.2
BBUS JP Morgan Betabuilders U.S. Equity ETF 72.2 2 9 5.4 +0.2
SPXT ProShares S&P 500 Ex-Technology ETF 72.2 27 -16 5.6 +0.4
CATH Global X S&P 500 Catholic Values Custom ETF 71.1 29 -18 5.3 +0.1
SCHX Schwab U.S. Large-Cap ETF 70.4 3 8 5.4 +0.2
SPTM SPDR Portfolio Total Stock Market ETF 70.0 3 8 5.6 +0.4
ESGV Vanguard ESG U.S. Stock ETF 69.9 12 -1 5.3 +0.1
MMTM SPDR S&P 1500 Momentum Tilt ETF 69.1 12 -1 5.1 -0.1
ESGU iShares MSCI USA ESG Optimized ETF 68.5 15 -4 5.1 -0.0
IWB iShares Russell 1000 ETF 68.5 15 -4 5.2 +0.1
SCHK Schwab 1000 Index ETF 68.0 5 6 5.3 +0.2
VONE Vanguard Russell 1000 ETF 67.8 8 3 5.3 +0.2
IYY iShares Dow Jones U.S. ETF 67.3 20 -9 5.2 +0.0
SPYG SPDR Portfolio S&P 500 Growth ETF 65.9 4 7 4.5 -0.7
VOOG Vanguard S&P 500 Growth ETF 65.8 10 1 4.4 -0.8
IVW iShares S&P 500 Growth ETF 65.8 18 -7 4.3 -0.8
ESG FlexShares STOXX US ESG Impact Index Fund 65.8 32 -21 5.2 -0.0
EPS WisdomTree U.S. Earnings 500 Fund 64.7 8 3 6.4 +1.2
SCHB Schwab U.S. Broad Market ETF 64.6 3 8 5.3 +0.1
IWV iShares Russell 3000 ETF 64.5 20 -9 5.1 -0.1
IUSG iShares Core S&P US Growth ETF 64.5 4 7 4.5 -0.7
VTI Vanguard Total Stock Market Index Fund 64.4 3 8 5.2 +0.0
ITOT iShares Core S&P Total U.S. Stock Market ETF 64.4 3 8 5.2 +0.0
VTHR Vanguard Russell 3000 Index Fund 64.0 10 1 5.2 +0.0
NACP Impact Shares NAACP Minority Empowerment ETF 63.4 75 -64 4.5 -0.7
XOUT GraniteShares XOUT U.S. Large Cap ETF 63.0 60 -49 4.6 -0.6
SFY SoFi Select 500 ETF 60.9 0 11 5.3 +0.1
IWF iShares Russell 1000 Growth ETF 60.5 19 -8 4.3 -0.8
VONG Vanguard Russell 1000 Growth Index Fund 60.5 8 3 4.4 -0.7
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 60.5 9 2 5.6 +0.4
FNDX Schwab Fundamental U.S. Large Co. Index ETF 59.5 25 -14 6.4 +1.2
XLG Invesco S&P 500 Top 50 ETF 59.4 20 -9 4.7 -0.5
DSI iShares MSCI KLD 400 Social ETF 59.3 25 -14 5.2 +0.1
JHML John Hancock Multifactor Large Cap ETF 58.9 34 -23 5.5 +0.3
IUS Invesco Strategic US ETF 58.7 19 -8 6.2 +1.0
WOMN Impact Shares YWCA Women's Empowerment ETF 58.4 75 -64 4.5 -0.6
RECS Columbia Research Enhanced Core ETF 58.4 15 -4 5.6 +0.5
DLN WisdomTree U.S. LargeCap Dividend Fund 57.9 28 -17 6.3 +1.1
IWY iShares Russell Top 200 Growth ETF 57.8 20 -9 4.3 -0.8
QUS SPDR MSCI USA StrategicFactors ETF 57.1 15 -4 5.8 +0.6
FNDB Schwab Fundamental U.S. Broad Market Index ETF 56.8 25 -14 6.4 +1.2
DTD WisdomTree U.S.Total Dividend Fund 56.4 28 -17 6.5 +1.3
DIVB iShares U.S. Dividend & Buyback ETF 56.2 25 -14 6.3 +1.2
VUG Vanguard Growth Index Fund 55.8 4 7 4.2 -1.0
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF 55.6 49 -38 4.2 -1.0
OMFL Oppenheimer Russell 1000 Dynamic Multifactor ETF 55.5 29 -18 4.3 -0.8
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 55.2 10 1 5.4 +0.3
SUSL iShares ESG MSCI USA Leaders ETF 55.2 10 1 5.4 +0.2
SCHG Schwab U.S. Large-Cap Growth ETF 55.0 4 7 4.3 -0.9
PRF Invesco FTSE RAFI US 1000 ETF 54.9 39 -28 6.6 +1.5
AVUS Avantis U.S. Equity ETF 54.4 15 -4 5.7 +0.6
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 54.2 15 -4 6.2 +1.1
EXT WisdomTree U.S. Total Earnings Fund 54.0 28 -17 5.7 +0.6
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 53.8 25 -14 6.1 +0.9
ESGG FlexShares STOXX Global ESG Impact Index Fund 52.7 42 -31 5.6 +0.4
MGK Vanguard Mega Cap Growth ETF 52.4 7 4 4.3 -0.8
VEGN US Vegan Climate ETF 52.4 60 -49 5.3 +0.1
DGRO iShares Core Dividend Growth ETF 52.0 8 3 6.4 +1.2
TOK iShares MSCI Kokusai ETF 51.2 25 -14 5.7 +0.6
RWL Invesco S&P 500 Revenue ETF 51.0 39 -28 6.7 +1.5
SPYV SPDR Portfolio S&P 500 Value ETF 50.8 4 7 7.2 +2.0
IVE iShares S&P 500 Value ETF 50.8 18 -7 7.0 +1.9
VOOV Vanguard S&P 500 Value ETF 50.5 15 -4 7.1 +1.9
TMFC Motley Fool 100 Index ETF 49.5 50 -39 4.0 -1.2
IUSV iShares Core S&P U.S. Value ETF 49.3 4 7 7.2 +2.1
FQAL Fidelity Quality Factor ETF 48.9 29 -18 5.4 +0.3
KRMA Global X Conscious Companies ETF 48.8 43 -32 5.2 +0.1
DYNF BlackRock U.S. Equity Factor Rotation ETF 48.5 30 -19 6.6 +1.5
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 48.1 19 -8 5.6 +0.4
USMC Principal U.S. Mega-Cap Multi-Factor Index ETF 48.0 12 -1 4.9 -0.3
URTH iShares MSCI World ETF 47.8 24 -13 5.8 +0.6
EQWL Invesco Russell Top 200 Equal Weight ETF 47.5 25 -14 5.9 +0.7
FDMO Fidelity Momentum Factor ETF 47.4 29 -18 4.0 -1.2
VLU SPDR S&P 1500 Value Tilt ETF 47.2 12 -1 7.1 +2.0
AFLG First Trust Active Factor Large Cap ETF 46.9 55 -44 5.6 +0.4
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 46.8 29 -18 6.1 +0.9
FVAL Fidelity Value Factor ETF 46.6 29 -18 8.0 +2.8
JQUA JPMorgan U.S. Quality Factor ETF 45.7 12 -1 5.2 +0.0
FDRR Fidelity Dividend ETF for Rising Rates 45.1 29 -18 6.9 +1.7
FDLO Fidelity Low Volatility Factor ETF 45.0 29 -18 5.2 +0.0
IWD iShares Russell 1000 Value ETF 44.8 19 -8 6.9 +1.7
VTV Vanguard Value Index Fund 44.6 4 7 7.1 +2.0
VONV Vanguard Russell 1000 Value Index Fund 44.5 8 3 7.0 +1.8
SCHV Schwab U.S. Large-Cap Value ETF 44.5 4 7 6.9 +1.7

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 16.9 %
Divided by: Fwd. P/BV 3.2 x
Less: Expense ratio 11 bp
Equals: ALTAR Score 5.2 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.42 CATEGORY
AVERAGE
1.53
 
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.