NYSEArca - Delayed Quote USD
Xtrackers Russell US Multifactor ETF (DEUS)
At close: November 21 at 3:57 PM EST
ETF Summary
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 ("factors") of quality,value,momentum,low volatility and size. It will invest at least 80% of its total assets (but typically far more) in component securities of the underlying index.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 20.84% |
| 5y Average Return | 11.76% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.94 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| DEUS | Category Average | DEUS | Category Average | DEUS | Category Average | |
| Alpha | -1.85 | -3.95 | -3.68 | -4.22 | 0 | -3.86 |
| BETA | 0.94 | 0.99 | 1 | 1.06 | 0 | 1.06 |
| Mean Annual Return | 0.67 | 0.52 | 1.02 | 1.04 | 0 | 0.86 |
| R-squared | 87.29 | 78.87 | 89.47 | 81.97 | 0 | 81.66 |
| Standard Deviation | 17.35 | 19.18 | 19.15 | 21.1 | 0 | 17.94 |
| Sharpe Ratio | 0.24 | 0.12 | 0.51 | 0.47 | 0 | 0.48 |
| Treynor Ratio | 2.88 | 0.54 | 8.4 | 7.75 | 0 | 6.88 |
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