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NYSEArca - Nasdaq Real Time Price USD

Xtrackers Russell US Multifactor ETF (DEUS)

52.91
+0.34
+(0.65%)
As of 2:29:04 PM EDT. Market Open.

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. The fund is non-diversified.

Risk Overview

Performance & Risk

YTD Return -1.80%
5y Average Return 13.90%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.94
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
DEUSCategory AverageDEUSCategory AverageDEUSCategory Average
Alpha -1.33 -4.12 -0.44 -2.18 0 -4.47
BETA 0.94 1.04 0.94 1.02 0 1.08
Mean Annual Return 0.71 0.53 1.44 1.4 0 0.78
R-squared 84.82 80.82 87.19 80.49 0 82.68
Standard Deviation 17.66 20.07 17.03 19.28 0 18.24
Sharpe Ratio 0.23 0.09 0.85 0.72 0 0.41
Treynor Ratio 2.78 -0.09 15.09 12.98 0 5.66

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