Xtrackers Russell US Multifactor ETFXtrackers Russell US Multifactor ETFXtrackers Russell US Multifactor ETF

Xtrackers Russell US Multifactor ETF

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Key stats


Assets under management (AUM)
‪186.20 M‬USD
Fund flows (1Y)
‪14.14 M‬USD
Dividend yield (indicated)
0.87%
Discount/Premium to NAV
0.005%

About Xtrackers Russell US Multifactor ETF


Issuer
Deutsche Bank AG
Brand
Xtrackers
Expense ratio
0.17%
Home page
Inception date
Nov 24, 2015
Index tracked
Russell 1000 Comprehensive Factor Index
Management style
Passive
Launched in November 2015, DEUS offers a factor-based selection and weighting approach to the Russell 1000 index. The fund tracks an index that is designed to provide exposure to five different factors: value, momentum, size, low volatility, and quality. Each companys value score is measured and scored by ratios such as cash flow yield and earnings yield, while 11-month returns determine momentum score. Quality is scored based on ratios such as return on assets, asset turnover, and accrual measurements. Lastly, the score for volatility is calculated based on the standard deviation of total returns. The funds Russell 1000 universe means that more midcap firms are eligible relative to a similar methodology applied to the S&P 500. As such, the fund can be compared to total market multifactor products too, not just large caps. Prior to Jan. 28, 2021 the fund name was Xtrackers Russell 1000 Comprehensive Factor ETF, with the same strategy and objective.

Classification


Asset Class
Equity
Category
Size and style
Focus
Large cap
Niche
Broad-based
Strategy
Multi-factor
Weighting scheme
Multi-factor
Selection criteria
Multi-factor

Returns


1 month3 monthsYear to date1 year3 years5 years
Price performance
NAV total return

What's in the fund


As of December 11, 2024
Exposure type
StocksBonds, Cash & Other
Finance
Technology Services
Stocks98.24%
Finance17.91%
Technology Services10.91%
Producer Manufacturing8.89%
Electronic Technology7.72%
Retail Trade6.93%
Utilities5.80%
Consumer Non-Durables5.05%
Distribution Services5.04%
Process Industries4.22%
Consumer Services4.16%
Health Technology3.67%
Consumer Durables3.43%
Health Services3.40%
Industrial Services2.75%
Non-Energy Minerals2.15%
Commercial Services1.84%
Transportation1.80%
Energy Minerals1.65%
Communications0.83%
Miscellaneous0.09%
Bonds, Cash & Other1.76%
Futures0.81%
Mutual fund0.68%
ETF0.27%
Cash0.01%
Stock breakdown by region
100%
North America100.00%
Latin America0.00%
Europe0.00%
Asia0.00%
Africa0.00%
Middle East0.00%
Oceania0.00%
Top 10 holdings

Dividends


Dividend payout history

Assets under management (AUM)



Fund Flows