Xtrackers Russell Multifactor Etf Profile
DEUS Etf | USD 58.14 0.12 0.21% |
Performance16 of 100
| Odds Of DistressLess than 9
|
Xtrackers Russell is selling for under 58.14 as of the 30th of November 2024; that is 0.21 percent increase since the beginning of the trading day. The etf's lowest day price was 58.14. Xtrackers Russell has less than a 9 % chance of experiencing financial distress in the next few years and had a solid performance during the last 90 days. Equity ratings for Xtrackers Russell Multifactor are calculated daily based on our scoring framework. The performance scores are derived for the period starting the 1st of September 2024 and ending today, the 30th of November 2024. Click here to learn more.
The fund, using a passive or indexing investment approach, seeks investment results that correspond generally to the performance of the underlying index, which is designed to track the equity market performance of companies in the United States selected on the investment style criteria of value, momentum, quality, low volatility and size. More on Xtrackers Russell Multifactor
Moving together with Xtrackers Etf
0.99 | VO | Vanguard Mid Cap | PairCorr |
0.98 | VXF | Vanguard Extended Market | PairCorr |
0.99 | IJH | iShares Core SP | PairCorr |
0.99 | IWR | iShares Russell Mid | PairCorr |
0.99 | MDY | SPDR SP MIDCAP | PairCorr |
0.96 | FV | First Trust Dorsey | PairCorr |
Moving against Xtrackers Etf
Xtrackers Etf Highlights
Thematic Ideas | (View all Themes) |
Business Concentration | Size And Style ETFs, Large Cap ETFs, Mid-Cap Blend, Xtrackers (View all Sectors) |
Issuer | DWS |
Inception Date | 2015-11-24 |
Benchmark | Russell 1000 Comprehensive Factor Index |
Entity Type | Regulated Investment Company |
Average Trading Valume | 12,962.7 |
Asset Type | Equity |
Category | Size and Style |
Focus | Large Cap |
Market Concentration | Developed Markets |
Region | North America |
Administrator | The Bank of New York Mellon Corporation |
Advisor | DBX Advisors LLC |
Custodian | The Bank of New York Mellon Corporation |
Distributor | ALPS Distributors, Inc. |
Portfolio Manager | Bryan Richards, Patrick Dwyer, Navid Sohrabi, Shlomo Bassous, Charlotte Cipolletti |
Transfer Agent | The Bank of New York Mellon Corporation |
Fiscal Year End | 30-Jun |
Exchange | NYSE Arca, Inc. |
Number of Constituents | 864 |
Market Maker | Virtu Financial |
Total Expense | 0.17 |
Management Fee | 0.17 |
Country Name | USA |
Returns Y T D | 23.27 |
Name | Xtrackers Russell US Multifactor ETF |
Currency Code | USD |
Open Figi | BBG00BFJ8XC3 |
In Threey Volatility | 17.35 |
1y Volatility | 13.21 |
200 Day M A | 52.1361 |
50 Day M A | 55.3634 |
Code | DEUS |
Updated At | 30th of November 2024 |
Currency Name | US Dollar |
In Threey Sharp Ratio | 0.24 |
Xtrackers Russell Multifactor [DEUS] is traded in USA and was established 2015-11-24. The fund is listed under Mid-Cap Blend category and is part of Xtrackers family. The entity is thematically classified as Size And Style ETFs. Xtrackers Russell currently have 117.49 M in assets under management (AUM). , while the total return for the last 3 years was 10.1%.
Check Xtrackers Russell Probability Of Bankruptcy
Geographic Allocation (%)
Sector Allocation
Investors will always prefer to have their portfolios divercified against different sectors. The broad sector allocation increases the possibility of making a profit or at least avoiding a loss. However, this may also reduce the expected return on Xtrackers Etf. Generally, it depends on diversification level and type but usually, the broader the sector allocation, the less risk can be expected from holding Xtrackers Etf, and the less return is expected.
Institutional investors that are interested in enforcing a sector tilt in their portfolio can use exchange-traded funds, such as Xtrackers Russell Multifactor Etf, as a low-cost alternative to building a custom portfolio. So, using sector ETFs to diversify your portfolio can be a profitable strategy. However, no matter what sectors are desirable at a given time, no single industry should ever make up more than 20 percent of your stock portfolio.
Xtrackers Russell Currency Exposure
Xtrackers Russell Multifactor holds assets that are exposed to currency risk. As an investor, you have to ensure that the increase in value or dividend from foreign constituents of Xtrackers Russell will not be offset by an unfavorable exchange rate and will not cancel out the return on assets from different countries. In other words, assess how much of your investment depends on the development of foreign currencies before you invest in Xtrackers Russell Multifactor.
Top Xtrackers Russell Multifactor Etf Constituents
BAX | Baxter International | Stock | Health Care | |
CE | Celanese | Stock | Materials | |
GLW | Corning Incorporated | Stock | Information Technology | |
PGR | Progressive Corp | Stock | Financials | |
CMI | Cummins | Stock | Industrials | |
ABC | AmerisourceBergen | Stock | Health Care | |
CI | Cigna Corp | Stock | Health Care | |
TGT | Target | Stock | Consumer Staples |
Xtrackers Russell Top Holders
ACRIX | Horizon Active Risk | Mutual Fund | Tactical Allocation | |
ARAAX | Horizon Active Risk | Mutual Fund | Tactical Allocation | |
ARANX | Horizon Active Risk | Mutual Fund | Tactical Allocation |
Xtrackers Russell Risk Profiles
The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Xtrackers Russell. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures.
Risk Adjusted Performance | 0.1368 | |||
Jensen Alpha | 0.0089 | |||
Total Risk Alpha | (0.0008) | |||
Sortino Ratio | (0) |
Xtrackers Russell Against Markets
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Xtrackers Russell Multifactor. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in employment. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
The market value of Xtrackers Russell is measured differently than its book value, which is the value of Xtrackers that is recorded on the company's balance sheet. Investors also form their own opinion of Xtrackers Russell's value that differs from its market value or its book value, called intrinsic value, which is Xtrackers Russell's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Xtrackers Russell's market value can be influenced by many factors that don't directly affect Xtrackers Russell's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Xtrackers Russell's value and its price as these two are different measures arrived at by different means. Investors typically determine if Xtrackers Russell is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xtrackers Russell's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.