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DeltaShares S&P International Managed Risk ETF

etf
DMRI
Dividend policy
Active
Price as of:
$47.32 +0.05 +0%
primary theme
International Large-Cap Blend Equity
DMRI (ETF)

DeltaShares S&P International Managed Risk ETF

Dividend policy
Active
Price as of:
$47.32 +0.05 +0%
primary theme
International Large-Cap Blend Equity
DMRI (ETF)
DeltaShares S&P International Managed Risk ETF
Dividend policy
Active
Price as of:
$47.32 +0.05 +0%
primary theme
International Large-Cap Blend Equity

DMRI - Snapshot

Vitals

  • YTD Return -7.6%
  • 3 Yr Annualized Return -3.7%
  • 5 Yr Annualized Return N/A
  • Net Assets $162 M
  • Holdings in Top 10 42.8%

52 WEEK LOW AND HIGH

$47.27
$40.85
$52.32

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*

$14.45

+0.14%

$115.31 B

2.19%

$0.32

blocked
blocked
blocked

2.19%

-

$109.82

+0.24%

$39.20 B

2.33%

$2.55

blocked
blocked
blocked

3.76%

-

$13.76

+0.22%

$24.97 B

2.04%

$0.28

blocked
blocked
blocked

-0.36%

-

$35.94

-0.03%

$15.97 B

1.64%

$0.59

blocked
blocked
blocked

-0.58%

-

$21.21

-0.14%

$5.93 B

3.02%

$0.64

blocked
blocked
blocked

2.36%

-

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*

$57.60

+0.14%

$371.75 B

2.30%

$1.32

blocked
blocked
blocked

4.96%

-

$45.05

+0.07%

$115.31 B

2.20%

$0.99

blocked
blocked
blocked

3.88%

-

$55.83

+0.07%

$39.20 B

2.32%

$1.29

blocked
blocked
blocked

5.45%

-

$30.51

+0.03%

$1.75 B

2.03%

$0.62

blocked
blocked
blocked

1.92%

-

$55.88

+0.02%

$867.18 M

2.79%

$1.56

blocked
blocked
blocked

-0.74%

-

DMRI - Profile

Distributions

  • YTD Total Return -8.4%
  • 3 Yr Annualized Total Return -3.7%
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 2.85%
DIVIDENDS
  • Dividend Yield 1.2%
  • 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 -7.6% -43.6% 945.0% 98.34%
1 Yr -12.3% -53.8% 31.9% 95.78%
3 Yr -3.7%* -23.1% 6.9% 88.58%
5 Yr N/A* -1.5% 9.2% N/A
10 Yr N/A* -2.5% 8.3% N/A

* Annualized

Return Ranking - Calendar

Period DMRI Return Category Return Low Category Return High Rank in Category (%)
2019 13.8% -21.3% 45.4% 89.41%
2018 -14.3% -50.2% 1.2% 11.98%
2017 N/A -2.4% 48.7% N/A
2016 N/A -13.9% 14.4% N/A
2015 N/A -28.8% 6.8% N/A

Total Return Ranking - Trailing

Period DMRI Return Category Return Low Category Return High Rank in Category (%)
YTD -8.4% -43.6% 945.0% 98.85%
1 Yr -12.3% -53.8% 31.9% 93.31%
3 Yr -3.7%* -23.1% 6.9% 86.13%
5 Yr N/A* -1.9% 9.2% N/A
10 Yr N/A* -2.5% 8.3% N/A

* Annualized

Total Return Ranking - Calendar

Period DMRI Return Category Return Low Category Return High Rank in Category (%)
2019 13.8% -2.2% 45.4% 89.68%
2018 -14.3% -50.2% 1.2% 21.45%
2017 N/A -0.1% 48.7% N/A
2016 N/A -10.2% 14.4% N/A
2015 N/A -28.8% 7.7% N/A

DMRI - Holdings

Concentration Analysis

DMRI Category Low Category High DMRI % Rank
Net Assets 162 M 148 K 372 B 72.06%
Number of Holdings 1090 1 9886 7.48%
Net Assets in Top 10 69.7 M 0 41.2 B 64.34%
Weighting of Top 10 42.76% 2.0% 100.0% 10.53%

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. Nestle SA 1.54%
  5. Nestle SA 1.54%
  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
64.30% 0.00% 120.70% 99.63%
Bonds
35.43% -0.04% 45.21% 0.75%
Cash
0.27% -124.99% 100.00% 79.93%
Preferred Stocks
0.00% -0.01% 1.26% 78.55%
Other
0.00% -2.28% 93.70% 86.28%
Convertible Bonds
0.00% 0.00% 4.00% 77.81%

Stock Sector Breakdown

Weighting Return Low Return High DMRI % Rank
Industrials
15.52% 3.17% 38.47% 34.89%
Financial Services
14.95% 0.00% 32.19% 57.52%
Healthcare
13.86% 0.00% 27.67% 41.47%
Consumer Defense
11.57% 0.62% 26.96% 42.86%
Consumer Cyclical
10.73% 0.44% 32.86% 41.85%
Technology
9.22% 0.00% 40.02% 70.04%
Basic Materials
7.36% 0.00% 20.29% 56.76%
Communication Services
6.68% 0.00% 30.45% 65.99%
Utilities
3.87% 0.00% 12.55% 30.47%
Real Estate
3.39% 0.00% 11.54% 22.76%
Energy
2.85% 0.00% 15.90% 46.40%

Stock Geographic Breakdown

Weighting Return Low Return High DMRI % Rank
Non US
63.38% 0.00% 125.78% 98.88%
US
0.92% -30.21% 99.99% 75.31%

Bond Sector Breakdown

Weighting Return Low Return High DMRI % Rank
Government
99.25% 0.00% 99.89% 0.25%
Cash & Equivalents
0.75% 0.00% 100.00% 99.49%
Derivative
0.00% 0.00% 99.97% 81.24%
Securitized
0.00% 0.00% 14.70% 77.95%
Corporate
0.00% 0.00% 100.00% 83.27%
Municipal
0.00% 0.00% 0.10% 77.95%

Bond Geographic Breakdown

Weighting Return Low Return High DMRI % Rank
US
35.43% -0.04% 35.43% 0.12%
Non US
0.00% 0.00% 23.54% 78.05%

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% 80.49%
Management Fee 0.50% 0.00% 1.90% 36.77%
12b-1 Fee 0.00% 0.00% 1.00% 14.99%
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% 86.52%

DMRI - Distributions

Dividend Yield Analysis

DMRI Category Low Category High DMRI % Rank
Dividend Yield 1.17% 0.00% 5.51% 9.88%

Dividend Distribution Analysis

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

Net Income Ratio Analysis

DMRI Category Low Category High DMRI % Rank
Net Income Ratio 2.85% -1.16% 11.59% 16.90%

Capital Gain Distribution Analysis

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

Dividend Payout History

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DMRI - Fund Manager Analysis

Managers

Blake Graves


Start Date

Tenure

Tenure Rank

Jul 31, 2017

3.25

3.3%

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

3.25

3.3%

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

3.25

3.3%

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
0.01 28.77 5.39 0.01