DBEM Xtrackers MSCI Emerging Markets Hedged Equity ETF

Transcription

1 Xtrackers MSCI Emerging Markets Hedged Equity ETF ETF.com segment: Equity: Emerging Markets - Total Market Competing ETFs: HEEM, RFEM, TLEH, HEMV, LVHE Related ETF Channels: Total Market, Emerging Markets, Currency Hedged, Equity, Broad-based, Currency Hedged Vanilla, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. C 82 FUND DESCRIPTION tracks a market-cap-weighted index of emerging firms hedged for currency exposure. FACTSET ANALYTICS INSIGHT offers an alternative take on the emerging markets theme, hedging its exposure against local currency movements. The fund's portfolio is based on an index that is very similar to both our benchmark and the index tracked by one of the most popular funds in the segment, EEM. Like EEM, the lower exposure to firms at the bottom of the market-cap spectrum drives up the weighting of giants like Samsung, and means the portfolio tilts large with minor sector bets. Tradability is a weak spot for : daily volume is sluggish and spreads are often significant, and larger investors may also encounter issues with underlying liquidity. While 's fee is unremarkable for this space, poor tracking can raise holding costs considerably. SUMMARY DATA Issuer Brand Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA Deutsche Bank Xtrackers 06/09/11 Open-Ended Fund 0.65% $116.78M $947.53K 0.35% MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of March 6, 2019 the Xtrackers MSCI Emerging Markets Hedged Equity ETF MSCI ESG Fund Quality Score is 4.35 out of 10. The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 32nd percentile within its peer group and in the 15th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings INDEX DATA Index Tracked $93.23B % 12/19/ MSCI EM US Dollar Hedged Index Index Weighting Methodology Index Selection Methodology Market Cap Market Cap MSCI Emerging Markets Investable Market Index

2 1 Year Daily Price ($) Apr May Jun Jul Aug Sep Oct Nov Dec `19 Feb Mar 2 000k PERFORMANCE [as of 03/06/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 0.31% 6.38% 7.99% -5.18% 8.96% 3.63% -- (NAV) 1.37% 7.33% 8.90% -5.33% 9.59% 3.93% -- MSCI EM US Dollar Hedged Index 1.50% 7.70% 9.16% -4.36% 10.85% 5.46% -- MSCI Emerging Markets Investable Market Index 1.00% 8.27% 9.33% -9.75% 12.04% 3.86% 10.82% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES Hong Kong 22.98% Brazil 7.79% Korea, Republic of 14.01% South Africa 6.05% Taiwan, Province of China 10.59% Russian Federation 3.87% India 8.51% Mexico 2.79% China 8.20% Thailand 2.41% TOP 10 SECTORS Technology 28.06% Consumer Non-Cyclicals 6.34% Financials 27.56% Industrials 4.97% Energy 8.55% Telecommunications Serv 4.57% Basic Materials 7.05% Utilities 2.66% Consumer Cyclicals 6.87% Healthcare 2.45% TOP 10 HOLDINGS Tencent Holdings Ltd. 4.91% China Construction Bank 1.62% Alibaba Group Holding Lt 4.45% Deutsche DWS Money Ma 1.57% Taiwan Semiconductor M 3.48% China Mobile Limited 1.19% Samsung Electronics Co., 3.46% Ping An Insurance (Group 1.05% Naspers Limited Class N 1.84% Industrial and Commercia 1.01% Total Top 10 Weighting 24.58%

3 PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.65% -0.78% -0.48% -1.14% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K % / 39.60% -- Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund Yes Yes 90% / 10% N/A ETN Counterparty Risk N/A Fund Closure Risk Low Portfolio Disclosure Daily

4 Daily Spread 0.8% FACTSET ANALYTICS BLOCK LIQUIDITY As of 03/07/19 0.6% 0.4% 0.2% 0% This measurement shows how easy it is to trade a $1 million USD block of. is rated a 4 out of 5. Premium/Discount 0.0% TRADABILITY Avg. Daily Share 43, % Average Daily $ $947.53K -1.0% Median Daily Share 18, % 1 250k 1 000k 750k 500k 250k Median Daily ($) Average Spread (%) Average Spread ($) $420.00K 0.35% $0.08 Apr Jun Aug Oct Nov `19 Mar Median Premium / Discount (12 Mo) -0.42% Max. Premium / Discount (12 Mo) 1.70% / -2.02% Impediment to Creations None Market Hours Overlap 22.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 0.38 Creation Unit Cost (%) 0.61% Underlying / Unit 0.08% Open Interest on ETF Options -- Net Asset Value (Yesterday) $22.71 ETF.com Implied Liquidity 4 SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Technology 28.06% 26.04% Financials 27.56% 26.10% Energy 8.55% 7.88% Basic Materials Consumer Cyclicals 7.05% 7.29% 6.87% 7.51% Tencent Holdings Ltd. Alibaba Group Holding Ltd. Sponsored ADR Taiwan Semiconductor Manufacturing Co., Ltd. Samsung Electronics Co., Ltd. Naspers Limited Class N China Construction Bank Corporation Class H 4.91% 4.45% 3.48% 3.46% 1.84% 1.62% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation % MSCI Emerging Markets Investable Market Index MSCI ESG RATINGS

5 Consumer Non- Cyclicals 6.34% 6.43% Industrials 4.97% 5.97% Telecommunications Services 4.57% 4.14% Utilities 2.66% 2.79% Healthcare 2.45% 2.97% Deutsche DWS Money Market Trust Institutional Shs DWS Government Money Market Series China Mobile Limited Ping An Insurance (Group) Company of China, Ltd. Class H Industrial and Commercial Bank of China Limited Class H Total Top 10 Weighting 1.57% 1.19% 1.05% 1.01% 24.58% MSCI ESG Quality Score Peer Group Percentile Rank Global Percentile Rank SRI Screening Criteria Exposure Exposure to Sustainable Impact Solutions Weighted Average Carbon Intensity (t CO2e/$M Sales) 4.35 / % 4.06% COUNTRIES BENCHMARK COMPARISON HOLDINGS Number of Holdings 1122 Hong Kong 22.98% 21.35% Korea, Republic of 14.01% 14.32% Taiwan, Province of China 10.59% 11.51% India 8.51% 9.21% Constituents Shared Holdings Shared Holdings Weight , % China 8.20% 7.36% Brazil 7.79% 7.98% South Africa 6.05% 6.28% BENCHMARK COMPARISON SUMMARY Russian Federation 3.87% 3.45% Mexico 2.79% 2.81% Thailand 2.41% 2.63% Number of Holdings Weighted Average Market Cap $93.23B $81.50B REGIONS Price / Earnings Ratio Asia-Pacific 72.50% 72.38% Latin America 12.21% 12.47% Middle East & Africa 7.93% 8.21% Price / Book Ratio Dividend Yield % 2.65% Europe 6.61% 6.27% Concentration Low Low North America 0.76% 0.68% ECONOMIC DEVELOPMENT Emerging Countries 51.16% 51.58% Developed Countries 48.84% 48.42%

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