Key stats
About Xtrackers Russell US Multifactor ETF
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Inception date
Nov 24, 2015
Structure
Open-Ended Fund
Distributes
Capital Gains
Max ST capital gains rate
39.60%
Max LT capital gains rate
20.00%
Tax on distributions
Qualified dividends
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
Returns
| 1 month | 3 months | Year to date | 1 year | 3 years | 5 years | |
|---|---|---|---|---|---|---|
| Price performance | — | — | — | — | — | — |
| NAV total return | — | — | — | — | — | — |
What's in the fund
Exposure type
Finance
Technology Services
Stocks99.21%
Finance16.97%
Technology Services10.56%
Electronic Technology8.78%
Producer Manufacturing8.15%
Utilities7.53%
Consumer Non-Durables6.35%
Retail Trade6.27%
Distribution Services5.15%
Health Technology4.91%
Consumer Services4.10%
Process Industries3.84%
Health Services3.14%
Consumer Durables2.71%
Industrial Services2.43%
Transportation2.39%
Commercial Services1.78%
Non-Energy Minerals1.54%
Energy Minerals1.53%
Communications1.04%
Miscellaneous0.05%
Bonds, Cash & Other0.79%
Futures0.28%
Mutual fund0.26%
ETF0.23%
Cash0.02%
Stock breakdown by region
North America100.00%
Latin America0.00%
Europe0.00%
Asia0.00%
Africa0.00%
Middle East0.00%
Oceania0.00%
Top 10 holdings
Dividends
Dividend payout history