DeltaShares® S&P EM 100 & Mgd Rsk ETF
Name
As of 04/07/2022Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
Vitals
YTD Return
-2.1%
1 yr return
-20.3%
3 Yr Avg Return
-0.6%
5 Yr Avg Return
N/A
Net Assets
$39.5 M
Holdings in Top 10
71.5%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 0.60%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 466.00%
Redemption Fee N/A
Min Investment
Standard (Taxable)
N/A
IRA
N/A
Fund Classification
Fund Type
Exchange Traded Fund
Name
As of 04/07/2022Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
DMRE - Profile
Distributions
- YTD Total Return -10.9%
- 3 Yr Annualized Total Return -0.6%
- 5 Yr Annualized Total Return N/A
- Capital Gain Distribution Frequency N/A
- Net Income Ratio 1.68%
- Dividend Yield 1.4%
- Dividend Distribution Frequency N/A
Fund Details
-
Legal NameDeltaShares® S&P EM 100 & Managed Risk ETF
-
Fund Family NameDeltaShares
-
Inception DateMar 19, 2019
-
Shares OutstandingN/A
-
Share ClassN/A
-
CurrencyUSD
-
Domiciled CountryUnited States
-
ManagerCharles Lowery
Fund Description
• | The Equity Index measures the performance of approximately 100 of the largest and most liquid companies from emerging markets plus Korea. As of December 31, 2020, the market capitalizations of companies included in the Equity Index were between $1.98 billion and $697 billion. |
• | The Treasury Bond Index measures the performance of the most recently issued 5-year U.S. Treasury note or bond. |
• | The T-Bill Index measures the performance of U.S. Treasury bills maturing in 0 to 3 months. |
DMRE - Performance
Return Ranking - Trailing
Period | DMRE Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | -2.1% | -37.0% | 15.7% | 10.87% |
1 Yr | -20.3% | -53.7% | 52.7% | 44.91% |
3 Yr | -0.6%* | -9.4% | 15.9% | 79.27% |
5 Yr | N/A* | -4.4% | 11.4% | N/A |
10 Yr | N/A* | -1.5% | 9.3% | N/A |
* Annualized
Return Ranking - Calendar
Period | DMRE Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | -11.1% | -86.5% | 30.0% | 72.92% |
2022 | 11.7% | -26.9% | 480.0% | 69.40% |
2021 | N/A | -0.7% | 42.0% | N/A |
2020 | N/A | -58.5% | 9.4% | N/A |
2019 | N/A | -33.4% | 66.6% | N/A |
Total Return Ranking - Trailing
Period | DMRE Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | -10.9% | -47.4% | 15.7% | 10.40% |
1 Yr | -20.3% | -53.7% | 48.5% | 43.45% |
3 Yr | -0.6%* | -9.4% | 15.9% | 76.74% |
5 Yr | N/A* | -4.4% | 18.6% | N/A |
10 Yr | N/A* | -1.5% | 9.3% | N/A |
* Annualized
Total Return Ranking - Calendar
Period | DMRE Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | -11.1% | -86.5% | 30.0% | 72.92% |
2022 | 11.7% | -22.1% | 480.0% | 69.27% |
2021 | N/A | -0.7% | 42.0% | N/A |
2020 | N/A | -58.5% | 10.3% | N/A |
2019 | N/A | -33.4% | 66.6% | N/A |
DMRE - Holdings
Concentration Analysis
DMRE | Category Low | Category High | DMRE % Rank | |
---|---|---|---|---|
Net Assets | 39.5 M | 706 K | 101 B | 83.10% |
Number of Holdings | 123 | 7 | 6618 | 40.97% |
Net Assets in Top 10 | 29.5 M | 3.68 K | 19.1 B | 69.70% |
Weighting of Top 10 | 71.47% | 3.0% | 71.5% | 0.11% |
Top 10 Holdings
- United States Treasury Notes 1.875% 57.56%
- United States Treasury Notes 1.5% 45.35%
- United States Treasury Notes 0.75% 39.05%
- United States Treasury Notes 1.25% 36.19%
- United States Treasury Notes 0.25% 32.45%
- United States Treasury Notes 0.875% 31.37%
- US Treasury Note 0.25% 31.06%
- United States Treasury Bills 0.01% 29.64%
- United States Treasury Notes 1.125% 26.50%
- United States Treasury Notes 1.25% 25.39%
Asset Allocation
Weighting | Return Low | Return High | DMRE % Rank | |
---|---|---|---|---|
Bonds | 57.56% | -0.03% | 57.56% | 0.11% |
Stocks | 40.98% | 0.90% | 110.97% | 99.89% |
Cash | 1.03% | -23.67% | 18.92% | 63.97% |
Preferred Stocks | 0.44% | 0.00% | 2.63% | 8.53% |
Other | 0.00% | -1.85% | 10.24% | 17.17% |
Convertible Bonds | 0.00% | 0.00% | 5.94% | 4.49% |
Bond Sector Breakdown
Weighting | Return Low | Return High | DMRE % Rank | |
---|---|---|---|---|
Government | 96.78% | 0.00% | 100.00% | 0.24% |
Cash & Equivalents | 2.48% | 0.00% | 100.00% | 95.50% |
Corporate | 0.74% | 0.00% | 100.00% | 27.46% |
Derivative | 0.00% | 0.00% | 100.00% | 11.12% |
Securitized | 0.00% | 0.00% | 23.79% | 1.78% |
Municipal | 0.00% | 0.00% | 0.32% | 0.71% |
Bond Geographic Breakdown
Weighting | Return Low | Return High | DMRE % Rank | |
---|---|---|---|---|
US | 57.56% | -0.51% | 57.56% | 0.11% |
Non US | 0.00% | -2.67% | 55.75% | 12.23% |
DMRE - Expenses
Operational Fees
DMRE Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 0.60% | 0.01% | 2.69% | 85.23% |
Management Fee | 0.60% | 0.00% | 2.00% | 16.03% |
12b-1 Fee | 0.00% | 0.00% | 1.00% | 0.27% |
Administrative Fee | N/A | 0.01% | 0.85% | N/A |
Sales Fees
DMRE Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 0.00% | 5.75% | N/A |
Deferred Load | N/A | 1.00% | 5.00% | N/A |
Trading Fees
DMRE Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | 0.40% | 2.00% | N/A |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
DMRE Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 466.00% | 3.00% | 466.00% | 100.00% |
DMRE - Distributions
Dividend Yield Analysis
DMRE | Category Low | Category High | DMRE % Rank | |
---|---|---|---|---|
Dividend Yield | 1.38% | 0.00% | 48.83% | 28.87% |
Dividend Distribution Analysis
DMRE | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | Annually | Monthly | Monthly |
Net Income Ratio Analysis
DMRE | Category Low | Category High | DMRE % Rank | |
---|---|---|---|---|
Net Income Ratio | 1.68% | -1.98% | 8.59% | 21.99% |
Capital Gain Distribution Analysis
DMRE | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually | Annually | Annually |
Distributions History
Date | Amount | Type |
---|---|---|
Dec 29, 2021 | $0.250 | OrdinaryDividend |
Sep 30, 2021 | $0.192 | OrdinaryDividend |
Jun 30, 2021 | $0.244 | OrdinaryDividend |
Mar 31, 2021 | $0.244 | OrdinaryDividend |
Dec 29, 2020 | $0.195 | OrdinaryDividend |
Sep 30, 2020 | $0.046 | OrdinaryDividend |
Jun 30, 2020 | $0.043 | OrdinaryDividend |
Mar 31, 2020 | $0.185 | OrdinaryDividend |
Dec 27, 2019 | $0.457 | OrdinaryDividend |
Oct 01, 2019 | $0.253 | OrdinaryDividend |
Jul 02, 2019 | $0.378 | OrdinaryDividend |
DMRE - Fund Manager Analysis
Managers
Charles Lowery
Start Date
Tenure
Tenure Rank
Mar 19, 2019
3.04
3.0%
Charles Lowery, CFA, is Director of ETF Portfolio Management at Milliman Financial Risk Management LLC. Prior to joining Milliman, Charles worked as a portfolio manager at ProShares. He received a Bachelor of Science in Business Administration degree from Georgetown University. Charles joined Milliman in 2017.
Louis Ng
Start Date
Tenure
Tenure Rank
Mar 19, 2019
3.04
3.0%
Louis Ng, FRM is Director of ETF Capital Markets at Milliman Financial Risk Management LLC. Prior to joining Milliman, Louis worked as a portfolio manager at ProShares, and as an ETF market maker at Bluefin Trading and Ronin Capital. Louis has also been a member of the NYSE, BATS, and EDGE Exchanges. He received a Bachelor of Science degree in Finance from Georgetown University. Louis joined Milliman in 2015.
Emma Westwick
Start Date
Tenure
Tenure Rank
Feb 01, 2021
1.16
1.2%
Emma Westwick is an Associate Portfolio Manager and a member of ETF Portfolio Management at Milliman Financial Risk Management LLC. Prior to her current role, Emma worked in trade operations at Milliman. She received a Bachelor of Economics degree from Wheaton College. Emma joined Milliman in 2019.
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.01 | 33.62 | 6.04 | 0.33 |