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Trending ETFs

DeltaShares S&P International Managed Risk ETF

etf
DMRI
Dividend policy
Active
Price as of:
$53.93 -0.78 0%
primary theme
International Large-Cap Blend Equity
DMRI (ETF)

DeltaShares S&P International Managed Risk ETF

Dividend policy
Active
Price as of:
$53.93 -0.78 0%
primary theme
International Large-Cap Blend Equity
DMRI (ETF)

DeltaShares S&P International Managed Risk ETF

Dividend policy
Active
Price as of:
$53.93 -0.78 0%
primary theme
International Large-Cap Blend Equity

Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$53.93

-

1.49%

$0.81

0.50%

Vitals

YTD Return

10.2%

1 yr return

20.6%

3 Yr Avg Return

4.2%

5 Yr Avg Return

N/A

Net Assets

$186 M

Holdings in Top 10

12.4%

52 WEEK LOW AND HIGH

$54.72
$43.14
$54.98

Expenses

OPERATING FEES

Expense Ratio 0.50%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover N/A

Redemption Fee N/A


Min Investment

Standard (Taxable)

N/A

IRA

N/A


Fund Classification

Fund Type

Exchange Traded Fund

Investment Style

Foreign Large Blend


Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$53.93

-

1.49%

$0.81

0.50%

DMRI - Profile

Distributions

  • YTD Total Return 10.2%
  • 3 Yr Annualized Total Return 4.2%
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 0.81%
DIVIDENDS
  • Dividend Yield 1.5%
  • 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
    3450000
  • 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 10.2% -19.4% 25.2% 46.72%
1 Yr 20.6% -8.5% 61.2% 85.86%
3 Yr 4.2%* -8.9% 27.7% 97.35%
5 Yr N/A* -1.6% 16.2% N/A
10 Yr N/A* 2.0% 11.7% 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% 97.85%
2019 13.8% -22.2% 38.8% 90.33%
2018 -14.3% -50.2% 25.1% 11.84%
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 10.2% -19.4% 25.2% 46.72%
1 Yr 20.6% -12.1% 61.2% 79.28%
3 Yr 4.2%* -8.9% 27.7% 96.16%
5 Yr N/A* -1.6% 16.2% N/A
10 Yr N/A* 0.5% 11.7% 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% 97.85%
2019 13.8% -22.2% 38.8% 90.48%
2018 -14.3% -50.2% 25.1% 20.09%
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 186 M 208 K 418 B 76.62%
Number of Holdings 1088 1 9757 8.33%
Net Assets in Top 10 23.2 M 4.48 K 39.5 B 83.58%
Weighting of Top 10 12.43% 2.2% 100.0% 83.40%

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
99.70% 12.84% 116.59% 18.66%
Cash
0.30% -104.97% 51.49% 75.62%
Preferred Stocks
0.00% -0.01% 1.51% 55.97%
Other
0.00% -8.32% 152.15% 69.65%
Convertible Bonds
0.00% 0.00% 3.95% 51.62%
Bonds
0.00% -0.24% 86.90% 55.47%

Stock Sector Breakdown

Weighting Return Low Return High DMRI % Rank
Industrials
16.03% 3.49% 40.78% 31.86%
Financial Services
15.81% 0.00% 44.38% 67.00%
Healthcare
12.91% 0.00% 22.12% 29.72%
Consumer Cyclical
11.04% 0.00% 39.97% 58.06%
Technology
10.49% 0.00% 35.97% 67.00%
Consumer Defense
10.01% 0.00% 24.69% 40.30%
Basic Materials
7.69% 0.00% 20.94% 61.34%
Communication Services
6.19% 0.00% 31.01% 53.27%
Utilities
3.36% 0.00% 33.27% 29.72%
Real Estate
3.26% 0.00% 11.43% 17.38%
Energy
3.23% 0.00% 9.63% 59.19%

Stock Geographic Breakdown

Weighting Return Low Return High DMRI % Rank
Non US
98.19% 12.70% 118.19% 25.37%
US
1.51% -13.17% 16.78% 53.61%

DMRI - Expenses

Operational Fees

DMRI Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.50% 0.01% 4.97% 78.14%
Management Fee 0.50% 0.00% 1.90% 35.08%
12b-1 Fee 0.00% 0.00% 1.00% 9.24%
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 0.00% 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 N/A 0.00% 369.00% 86.38%

DMRI - Distributions

Dividend Yield Analysis

DMRI Category Low Category High DMRI % Rank
Dividend Yield 1.49% 0.00% 1.79% 5.47%

Dividend Distribution Analysis

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

Net Income Ratio Analysis

DMRI Category Low Category High DMRI % Rank
Net Income Ratio 0.81% -1.13% 3.42% 70.33%

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

4.09

4.1%

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

4.09

4.1%

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

0.58

0.6%

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
0.03 29.6 5.53 0.85