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Trending ETFs

DeltaShares S&P International Managed Risk ETF

etf
DMRI
Dividend policy
Active
Price as of:
$50.43 +0.22 +0%
primary theme
International Large-Cap Blend Equity
DMRI (ETF)

DeltaShares S&P International Managed Risk ETF

Dividend policy
Active
Price as of:
$50.43 +0.22 +0%
primary theme
International Large-Cap Blend Equity
DMRI (ETF)
DeltaShares S&P International Managed Risk ETF
Dividend policy
Active
Price as of:
$50.43 +0.22 +0%
primary theme
International Large-Cap Blend Equity

DMRI - Snapshot

Vitals

  • YTD Return 3.2%
  • 3 Yr Annualized Return -0.3%
  • 5 Yr Annualized Return N/A
  • Net Assets $185 M
  • Holdings in Top 10 19.3%

52 WEEK LOW AND HIGH

$50.21
$40.85
$51.94

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*

$15.74

+0.13%

$138.38 B

1.96%

$0.31

blocked
blocked
blocked

3.35%

-

$120.73

+0.88%

$46.80 B

1.92%

$2.30

blocked
blocked
blocked

4.78%

-

$15.05

+0.94%

$30.04 B

1.73%

$0.26

blocked
blocked
blocked

3.29%

-

$40.00

+0.99%

$19.06 B

1.31%

$0.52

blocked
blocked
blocked

4.47%

-

$15.10

+0.60%

$6.70 B

1.90%

$0.29

blocked
blocked
blocked

2.86%

-

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*

$63.15

+1.09%

$416.90 B

2.06%

$1.29

blocked
blocked
blocked

5.10%

-

$48.93

+0.76%

$138.38 B

1.99%

$0.96

blocked
blocked
blocked

3.88%

-

$61.33

+1.04%

$46.80 B

1.92%

$1.16

blocked
blocked
blocked

5.23%

-

$32.86

+0.67%

$2.16 B

1.56%

$0.51

blocked
blocked
blocked

3.42%

-

$60.42

+1.00%

$952.17 M

2.38%

$1.42

blocked
blocked
blocked

3.97%

-

DMRI - Profile

Distributions

  • YTD Total Return 3.0%
  • 3 Yr Annualized Total Return -0.3%
  • 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
    3750000
  • Share Class
    N/A
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Blake Graves

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 3.2% 0.2% 7.4% 57.90%
1 Yr -4.3% -39.9% 55.6% 98.74%
3 Yr -0.3%* -14.9% 11.2% 97.10%
5 Yr N/A* -4.4% 12.5% N/A
10 Yr N/A* -0.8% 9.8% 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% 97.69%
2019 13.8% -22.2% 38.8% 89.38%
2018 -14.3% -50.2% 25.1% 11.98%
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% 0.2% 7.4% 61.73%
1 Yr -4.3% -39.9% 55.6% 98.48%
3 Yr -0.3%* -14.9% 11.2% 96.11%
5 Yr N/A* -4.4% 12.5% N/A
10 Yr N/A* -0.8% 9.8% 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% 97.69%
2019 13.8% -22.2% 38.8% 89.52%
2018 -14.3% -50.2% 25.1% 20.56%
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 185 M 181 K 417 B 74.42%
Number of Holdings 1087 1 9750 7.28%
Net Assets in Top 10 35.7 M 0 42 B 75.93%
Weighting of Top 10 19.27% 2.0% 100.0% 60.50%

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. United States Treasury Notes 0.38% 4.42%
  6. Nestle SA 1.54%
  7. Nestle SA 1.54%
  8. Nestle SA 1.54%
  9. Nestle SA 1.54%
  10. Nestle SA 1.54%

Asset Allocation

Weighting Return Low Return High DMRI % Rank
Stocks
95.37% 0.00% 116.98% 89.14%
Bonds
4.42% -12.27% 38.68% 1.36%
Cash
0.21% -43.07% 100.00% 83.21%
Preferred Stocks
0.00% -0.01% 1.66% 59.38%
Other
0.00% -2.56% 100.46% 72.96%
Convertible Bonds
0.00% 0.00% 4.16% 55.06%

Stock Sector Breakdown

Weighting Return Low Return High DMRI % Rank
Financial Services
15.76% 0.00% 37.79% 60.33%
Industrials
15.50% 3.89% 38.69% 40.30%
Healthcare
12.99% 0.00% 26.04% 38.67%
Consumer Cyclical
11.06% 0.62% 34.42% 43.68%
Consumer Defense
10.74% 0.18% 26.96% 45.06%
Technology
9.64% 0.00% 38.00% 66.83%
Basic Materials
7.71% 0.00% 20.80% 52.32%
Communication Services
6.26% 0.00% 31.36% 66.33%
Utilities
3.76% 0.00% 14.64% 36.80%
Real Estate
3.30% 0.00% 10.21% 20.65%
Energy
3.28% 0.00% 15.90% 40.68%

Stock Geographic Breakdown

Weighting Return Low Return High DMRI % Rank
Non US
93.97% -1.02% 125.78% 67.28%
US
1.40% -30.21% 101.35% 53.33%

Bond Sector Breakdown

Weighting Return Low Return High DMRI % Rank
Government
95.44% 0.00% 95.44% 0.13%
Cash & Equivalents
4.56% 0.00% 100.00% 98.24%
Derivative
0.00% 0.00% 97.23% 62.11%
Securitized
0.00% 0.00% 39.33% 54.58%
Corporate
0.00% 0.00% 100.00% 65.24%
Municipal
0.00% 0.00% 18.45% 55.21%

Bond Geographic Breakdown

Weighting Return Low Return High DMRI % Rank
US
4.42% -0.09% 123.29% 1.98%
Non US
0.00% -135.56% 2.77% 54.44%

DMRI - Expenses

Operational Fees

DMRI Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.50% 0.02% 19.39% 79.97%
Management Fee 0.50% 0.00% 1.90% 35.47%
12b-1 Fee 0.00% 0.00% 1.00% 11.05%
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% 86.90%

DMRI - Distributions

Dividend Yield Analysis

DMRI Category Low Category High DMRI % Rank
Dividend Yield 0.56% 0.00% 3.47% 7.96%

Dividend Distribution Analysis

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

Net Income Ratio Analysis

DMRI Category Low Category High DMRI % Rank
Net Income Ratio 2.85% -1.16% 11.59% 5.43%

Capital Gain Distribution Analysis

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

Dividend Payout History

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DMRI - Fund Manager Analysis

Managers

Blake Graves


Start Date

Tenure

Tenure Rank

Jul 31, 2017

3.42

3.4%

Blake Graves, CFA, FRM is Director of ETF Portfolio Management at Milliman Financial Risk Management LLC. Prior to working in the portfolio management group at Milliman, Blake was a member of the Milliman ’s outsourced hedging team, where he worked on both dynamic and static hedging programs. Blake received a Bachelor of Business Administration degree in Finance from Western Michigan University, and a Master of Business Administration degree from DePaul University. Blake joined Milliman in 2005.

Charles Lowery


Start Date

Tenure

Tenure Rank

Jul 31, 2017

3.42

3.4%

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

3.42

3.4%

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.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.04 28.94 5.51 0.18