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Trending ETFs

DeltaShares S&P International Managed Risk ETF

etf
DMRI
Dividend policy
Active
Price as of:
$50.4 -0.13 0%
primary theme
International Large-Cap Blend Equity
DMRI (ETF)

DeltaShares S&P International Managed Risk ETF

Dividend policy
Active
Price as of:
$50.4 -0.13 0%
primary theme
International Large-Cap Blend Equity
DMRI (ETF)
DeltaShares S&P International Managed Risk ETF
Dividend policy
Active
Price as of:
$50.4 -0.13 0%
primary theme
International Large-Cap Blend Equity

DMRI - Snapshot

Vitals

  • YTD Return 1.5%
  • 3 Yr Annualized Return 0.1%
  • 5 Yr Annualized Return N/A
  • Net Assets $177 M
  • Holdings in Top 10 11.7%

52 WEEK LOW AND HIGH

$50.53
$40.85
$51.71

Expenses

OPERATING RELATED FEES

  • Expense Ratio 0.50%

SALES FEES

  • Front Load N/A
  • Deferred Load N/A

BROKERAGE FEES

  • Turnover 85.00%

TRADING FEES

  • Max Redemption Fee N/A

Min Investment

  • Standard (Taxable) N/A
  • IRA N/A

Fund Classification

  • Primary Theme International Large-Cap Blend Equity
  • Fund Type Exchange Traded Fund
  • Investment Style Foreign Large Blend

Compare DMRI to Popular International Large-Cap Blend Equity Funds

Overview

Next Dividend

Income Profile

Income Risk

Returns Profile

Allocations

Expenses

About

Dividend.com Ratings*

$15.46

-1.15%

$142.01 B

1.97%

$0.31

blocked
blocked
blocked

1.51%

0.07%

$117.76

-1.49%

$48.89 B

1.92%

$2.30

blocked
blocked
blocked

2.20%

0.08%

$15.20

-0.20%

$30.72 B

1.69%

$0.26

blocked
blocked
blocked

4.32%

0.30%

$39.66

-0.38%

$19.24 B

1.30%

$0.52

blocked
blocked
blocked

3.58%

0.95%

$14.85

-1.07%

$6.90 B

1.90%

$0.29

blocked
blocked
blocked

1.16%

0.08%

Compare DMRI to Popular International Large-Cap Blend Equity ETFs

Overview

Next Dividend

Income Profile

Income Risk

Returns Profile

Allocations

Expenses

About

Dividend.com Ratings*

$62.50

-0.48%

$396.89 B

2.05%

$1.29

blocked
blocked
blocked

2.56%

0.08%

$48.62

-0.61%

$142.01 B

1.97%

$0.96

blocked
blocked
blocked

1.95%

0.05%

$60.58

-0.66%

$48.89 B

1.91%

$1.16

blocked
blocked
blocked

2.40%

0.08%

$32.43

-0.86%

$2.23 B

1.56%

$0.51

blocked
blocked
blocked

0.72%

0.25%

$59.60

-0.57%

$867.24 M

2.38%

$1.42

blocked
blocked
blocked

1.48%

0.37%

DMRI - Profile

Distributions

  • YTD Total Return 3.0%
  • 3 Yr Annualized Total Return 0.1%
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 2.85%
DIVIDENDS
  • Dividend Yield 0.6%
  • Dividend Distribution Frequency Quarterly

Fund Details

  • Legal Name
    DeltaShares S&P International Managed Risk ETF
  • Fund Family Name
    DeltaShares
  • Inception Date
    Jul 31, 2017
  • Shares Outstanding
    3550000
  • Share Class
    N/A
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Charles Lowery

Fund Description

Under normal market conditions, the fund invests a substantial portion, but at least 80%, of its assets, exclusive of collateral held from securities lending, in securities comprising the underlying index. The underlying index seeks to achieve these objectives by allocating weightings among the S&P EPAC Ex. Korea LargeMidCap Index, the S&P U.S. Treasury Bond Current 5-Year Index and the S&P U.S. Treasury Bill 0-3 Month Index. The fund is non-diversified.


DMRI - Performance

Return Ranking - Trailing

Period DMRI Return Category Return Low Category Return High Rank in Category (%)
YTD 1.5% -3.4% 9.7% 61.58%
1 Yr 8.3% -24.5% 93.9% 97.06%
3 Yr 0.1%* -14.7% 13.6% 98.05%
5 Yr N/A* -4.3% 15.1% N/A
10 Yr N/A* -0.6% 9.4% N/A

* Annualized

Return Ranking - Calendar

Period DMRI Return Category Return Low Category Return High Rank in Category (%)
2020 -5.3% -39.9% 992.1% 97.66%
2019 13.8% -22.2% 38.8% 89.93%
2018 -14.3% -50.2% 25.1% 11.53%
2017 N/A -3.3% 38.4% N/A
2016 N/A -13.9% 14.4% N/A

Total Return Ranking - Trailing

Period DMRI Return Category Return Low Category Return High Rank in Category (%)
YTD 3.0% -3.3% 10.9% 36.55%
1 Yr 8.3% -24.5% 93.9% 96.65%
3 Yr 0.1%* -14.7% 13.6% 97.19%
5 Yr N/A* -4.3% 15.1% N/A
10 Yr N/A* -0.6% 9.4% N/A

* Annualized

Total Return Ranking - Calendar

Period DMRI Return Category Return Low Category Return High Rank in Category (%)
2020 -5.3% -39.9% 992.1% 97.66%
2019 13.8% -22.2% 38.8% 90.07%
2018 -14.3% -50.2% 25.1% 20.21%
2017 N/A -3.3% 38.4% N/A
2016 N/A -10.2% 14.4% N/A

DMRI - Holdings

Concentration Analysis

DMRI Category Low Category High DMRI % Rank
Net Assets 177 M 188 K 397 B 76.39%
Number of Holdings 1085 1 9696 7.44%
Net Assets in Top 10 20.2 M 0 42.1 B 84.24%
Weighting of Top 10 11.67% 1.8% 100.0% 88.56%

Top 10 Holdings

  1. United States Treasury Notes 0.25% 45.01%
  2. United States Treasury Notes 0.25% 35.43%
  3. US Treasury Note 0.25% 34.46%
  4. Future on MSCI EAFE - JF Net CAD Mar21 5.69%
  5. Future on MSCI EAFE - JF Net CAD Mar21 5.69%
  6. Future on MSCI EAFE - JF Net CAD Mar21 5.69%
  7. Future on MSCI EAFE - JF Net CAD Mar21 5.69%
  8. Future on MSCI EAFE - JF Net CAD Mar21 5.69%
  9. Future on MSCI EAFE - JF Net CAD Mar21 5.69%
  10. Future on MSCI EAFE - JF Net CAD Mar21 5.69%

Asset Allocation

Weighting Return Low Return High DMRI % Rank
Stocks
99.79% 0.00% 117.24% 14.39%
Cash
0.21% -18.86% 100.00% 81.51%
Preferred Stocks
0.00% -0.01% 4.92% 60.05%
Other
0.00% -2.56% 100.46% 74.19%
Convertible Bonds
0.00% 0.00% 4.16% 55.96%
Bonds
0.00% -12.48% 84.01% 59.31%

Stock Sector Breakdown

Weighting Return Low Return High DMRI % Rank
Industrials
15.70% 3.54% 40.91% 35.60%
Financial Services
15.47% 0.00% 35.33% 63.27%
Healthcare
13.05% 0.00% 38.67% 35.47%
Consumer Cyclical
10.67% 0.62% 35.30% 58.74%
Consumer Defense
10.66% 0.18% 26.36% 42.64%
Technology
9.89% 0.00% 37.54% 64.28%
Basic Materials
7.80% 0.00% 22.33% 56.10%
Communication Services
6.35% 0.00% 31.36% 63.40%
Utilities
3.75% 0.00% 13.84% 33.58%
Energy
3.39% 0.00% 15.90% 41.64%
Real Estate
3.28% 0.00% 10.00% 19.87%

Stock Geographic Breakdown

Weighting Return Low Return High DMRI % Rank
Non US
98.47% -1.02% 118.86% 22.95%
US
1.32% -16.13% 101.35% 50.99%

DMRI - Expenses

Operational Fees

DMRI Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.50% 0.02% 14.33% 81.01%
Management Fee 0.50% 0.00% 1.90% 35.56%
12b-1 Fee 0.00% 0.00% 1.00% 9.38%
Administrative Fee N/A 0.01% 1.00% N/A

Sales Fees

DMRI Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 2.50% 5.75% N/A
Deferred Load N/A 1.00% 5.50% N/A

Trading Fees

DMRI Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 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.

DMRI Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 85.00% 0.00% 475.00% 87.12%

DMRI - Distributions

Dividend Yield Analysis

DMRI Category Low Category High DMRI % Rank
Dividend Yield 0.56% 0.00% 3.53% 7.64%

Dividend Distribution Analysis

DMRI Category Low Category High Category Mod
Dividend Distribution Frequency Quarterly Annually Quarterly Annually

Net Income Ratio Analysis

DMRI Category Low Category High DMRI % Rank
Net Income Ratio 2.85% -1.12% 11.59% 4.74%

Capital Gain Distribution Analysis

DMRI Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually Annually

Dividend Payout History

View More +

DMRI - Fund Manager Analysis

Managers

Charles Lowery


Start Date

Tenure

Tenure Rank

Jul 31, 2017

3.58

3.6%

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

Jul 31, 2017

3.58

3.6%

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

0.07

0.1%

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 29.1 5.51 0.34