DEUSXtrackers Russell US Multifactor ETF

Grow my money10y track recordRanked #696 of 2,966 in this goal

The fund seeks investment results that correspond to the performance of the Russell 1000 Comprehensive Factor Index.

By Xtrackers · Launched 2015

Annual Cost

0.17%

#834 of 5,568 · low cost

Fund Size

$272M

#2,041 of 5,568 · mid-size

Return (1Y)Goal

+19.9%

Track Record

10 years

#1,368 of 5,568 · established

Performance

Total-return NAV · USD

Growth of $10,000

$11,731+17.3%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Equity

Region

North america

Cap

Large

Strategy

Index tracking

Factor

Multifactor

Index tracked

Russell 1000 Comprehensive Factor Index

What it actually holds

By weight

Concentration

Top 10 holdings = 9.0% of fund✓ well diversified

Cardinal Health Inc

1.7%

Cencora Inc

1.2%

McKesson Corp

1.0%

Cognizant Technology Solutions

0.8%

Flex Ltd

0.8%

Jabil Inc

0.7%

Altria Group Inc

0.7%

Leidos Holdings Inc

0.7%

Cincinnati Financial Corp

0.6%

Synchrony Financial

0.6%

Asset allocation

Stocks

99.5%

Cash

0.5%

By sector

Technology

17.7%

Industrials

17.0%

Financial Services

11.7%

Healthcare

11.4%

Consumer Cyclical

10.5%

Consumer Defensive

7.3%

Utilities

6.9%

Energy

5.1%

Other

12.4%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

11.2%Moderate

Year-on-year price swings

Max drawdown

-40.5%Severe

Worst peak-to-trough loss

Sharpe (3Y)

0.89Decent risk-adjusted returns

Sortino (3Y)

1.32Good downside protection

Where to buy

Listing

Exchange: NYSE Arca

Full fund details

Objective: The fund seeks investment results that correspond to the performance of the Russell 1000 Comprehensive Factor Index.
Strategy: Uses a passive indexing approach to track the Russell 1000 Comprehensive Factor Index, selecting U.S. companies based on quality, value, momentum, low volatility, and size factors. Rebalances semi-annually.
Inception date: November 24, 2015
Fund family: Xtrackers