DMRS
DeltaShares S&P 600 Managed Risk ETF

'No Data'
Last Updated:
This ETF is no longer active. See active ETFs in the Small Cap Blend Equities ETF Database Category.

Vitals

Issuer Aegon
Brand DeltaShares
Structure ETF
Expense Ratio 0.45%
ETF Home Page Home page
Inception Jul 31, 2017

Analyst Report

The Analyst Report for DMRS is not available.

ETF Database Themes

Asset Class Multi-Asset
Asset Class Size Multi-Cap
Asset Class Style Blend
Region (General) North America
Region (Specific) U.S.

FactSet Classifications

Segment Asset Allocation:Asset Allocation Target Outcome
Category Asset Allocation
Focus Target Outcome
Niche Capital Appreciation
Strategy Low Volatility
Weighting Scheme Volatility

Trading Data

  • Open
  • Volume
  • Day Lo
  • Day Hi
  • 52 Week Lo $52.91
  • 52 Week Hi $60.89
  • AUM $3.8 M
  • Shares 0.1 M

Historical Trading Data

  • 1 Month Avg. Volume 674
  • 3 Month Avg. Volume 1,181

Alternative ETFs in the ETF Database Small Cap Blend Equities Category

Type Symbol Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest SPSM 0.03% $13.3 B 2 M 15.51%
Largest (AUM) IJR 0.06% $94.1 B 3 M 15.51%
Most Liquid (Volume) IWM 0.19% $83.2 B 25 M 17.95%
Top YTD Performer AFMC 0.65% $25.2 M 8,725 25.74%

Top 15 Holdings

Concentration Analysis

This section compares how balanced and deep this ETF is relative to its peers.

Holdings Comparison

DMRS ETF Database Category Average FactSet Segment Average
Number of Holdings 602 495 N/A
% of Assets in Top 10 53.32% 23.27% N/A
% of Assets in Top 15 54.50% 27.82% N/A
% of Assets in Top 50 61.21% 49.14% N/A

Size Comparison

DMRS ETF Database Category Average FactSet Segment Average
Large (>12.9B) N/A 5.72% N/A
Mid (>2.7B) N/A 50.01% N/A
Small (>600M) N/A 26.87% N/A
Micro (<600M) N/A 5.34% N/A

DMRS Valuation

This section compares the P/E ratio of this ETF to its peers.

DMRS
P/E Ratio
17.53
ETF Database Category Average
P/E Ratio
9.23
FactSet Segment Average
P/E Ratio
N/A

DMRS Dividend

This section compares the dividend yield of this ETF to its peers.

DMRS ETF Database Category Average FactSet Segment Average
Dividend $ 0.08 $ 0.22 N/A
Dividend Date 2021-09-23 N/A N/A
Annual Dividend Rate $ 0.25 $ 1.21 N/A
Annual Dividend Yield 0.42% 2.85% N/A

DMRS Price and Volume Charts

Chart data for DMRS is not available.

DMRS Fund Flows Charts

View charts featuring ETF fund flow data.

5 Day Net Flows: -32.95 M 1 Month Net Flows: -32.95 M 3 Month Net Flows: -36.73 M 6 Month Net Flows: -37.9 M 1 Year Net Flows: -40.79 M 3 Year Net Flows: -37.8 M 5 Year Net Flows: -8.03 M 10 Year Net Flows: -8.03 M

DMRS Price vs Flows AUM Influence Charts

View charts that break down the influence that fund flows and price had on overall assets.

5 Day Net AUM Change: -32.76 M
1 Month Net AUM Change: -33.56 M
3 Month Net AUM Change: -39.41 M
6 Month Net AUM Change: -39.26 M
1 Year Net AUM Change: -41.78 M
3 Year Net AUM Change: -35.72 M
5 Year Net AUM Change: -1.17 M
10 Year Net AUM Change: -1.17 M

Realtime Rating

The adjacent table gives investors an individual Realtime Rating for DMRS on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETF Database Pro members, shows the ETF in the Small Cap Blend Equities with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETF Database Pro. To view information on how the ETF Database Realtime Ratings work, click here.

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity C IWM
Expenses B SPSM
Performance
Volatility
Dividend
Concentration

A+ Overall Rated ETF:

DMRS Expenses & Fees

This section compares the cost efficiency of this ETF to its peers.

Expenses Ratio Analysis

DMRS
Expense Ratio
0.45%
ETF Database Category Average
Expense Ratio
0.60%
FactSet Segment Average
Expense Ratio
N/A

Tax Analysis

Max ST Capital Gains Rate 39.60%
Max LT Capital Gains Rate 20.00%
Tax On Distributions Ordinary income
Distributes K1 No
ESG Themes and Scores

DMRS does not have an ESG score. There are no ESG themes that map to this ETF.

DMRS Performance

This section shows how this ETF has performed relative to its peers. Returns over 1 year are annualized.

DMRS ETF Database
Category Average
Factset Segment
Average
1 Month Return -2.36% -1.95% 0.00%
3 Month Return -6.74% 9.61% 0.00%
YTD Return -7.59% 14.09% 0.00%
1 Year Return -4.40% 18.06% 0.00%
3 Year Return 0.83% 2.29% 0.00%
5 Year Return N/A 6.27% 0.00%

Geographic Exposure

The following charts reflect the geographic spread of DMRS's underlying holdings.

Holdings Analysis

The following charts reflect the allocation of DMRS's underlying holdings.

Asset Percentage
Cash 70.74%
U.S. Listed Stocks 28.77%
International Stocks 0.49%
Sector Percentage
Government 48.49%
Finance 13.13%
Electronic Technology 3.99%
Producer Manufacturing 3.82%
Health Technology 3.66%
Technology Services 3.47%
Process Industries 2.73%
CASH 2.54%
Consumer Non-Durables 2.2%
Retail Trade 1.88%
Consumer Services 1.69%
Industrial Services 1.67%
Commercial Services 1.65%
Energy Minerals 1.49%
Consumer Durables 1.47%
Distribution Services 1.31%
Non-Energy Minerals 1.17%
Transportation 1.11%
Health Services 1.08%
Utilities 0.99%
Communications 0.61%
Market Cap Percentage
Mid 0.0%
Small 0.0%
Large 0.0%
Micro 0.0%
Region Percentage
Other 51.03%
North, Central and South America 49.12%
Region Percentage
Country Percentage
United States 96.41%
Other 2.54%
Bermuda 0.53%
Puerto Rico 0.31%
Cayman Islands 0.19%
Netherlands 0.11%
Ireland 0.03%
Canada 0.03%
Credit Percentage
AAA 0.0%
AA 0.0%
A 0.0%
BBB 0.0%
BB 0.0%
B 0.0%
Below B 0.0%
Not Rated 0.0%
Maturity Percentage
Less Than 1 Year 0.0%
1-3 Years 0.0%
3-5 Years 0.0%
5-7 Years 0.0%
7-10 Years 0.0%
10-15 Years 0.0%
15-20 Years 0.0%
20-30 Years 0.0%
30+ Years 0.0%
Maturity Percentage
Less Than 1 Year 0.0%
1-3 Years 0.0%
3-5 Years 0.0%
5-7 Years 0.0%
7-10 Years 0.0%
10-15 Years 0.0%
15-20 Years 0.0%
20-30 Years 0.0%
30+ Years 0.0%
Asset Percentage
Cash 70.74%
U.S. Listed Stocks 28.77%
International Stocks 0.49%

DMRS Technicals

Volatility Analysis

This section shows how the volatility of this ETF compares to the peer group ETF Database Category.

5 Day Volatility 83.55%
20 Day Volatility 12.62%
50 Day Volatility 12.72%
200 Day Volatility 13.91%
Beta 0.54
Standard Deviation 1.43%
5 Day Volatility
No Ranking Available
Rank
N/A

20 Day Volatility
No Ranking Available
Rank
N/A

50 Day Volatility
No Ranking Available
Rank
N/A

200 Day Volatility
No Ranking Available
Rank
N/A

Beta
No Ranking Available
Rank
N/A

Standard Deviation
No Ranking Available
Rank
N/A

Technicals

  • 20 Day MA $54.33
  • 60 Day MA $54.72
  • MACD 15 Period -0.89
  • MACD 100 Period -2.40
  • Williams % Range 10 Day 73.50
  • Williams % Range 20 Day 73.50
  • RSI 10 Day 36
  • RSI 20 Day 41
  • RSI 30 Day 43
  • Ultimate Oscillator 35

Bollinger Bands

  • Lower Bollinger (10 Day) $53.17
  • Upper Bollinger (10 Day) $55.30
  • Lower Bollinger (20 Day) $53.34
  • Upper Bollinger (20 Day) $55.36
  • Lower Bollinger (30 Day) $53.50
  • Upper Bollinger (30 Day) $55.44

Support & Resistance

  • Support Level 1 $53.08
  • Support Level 2 $52.66
  • Resistance Level 1 $53.75
  • Resistance Level 2 $54.00

Stochastic

  • Stochastic Oscillator %D (1 Day) 62.15
  • Stochastic Oscillator %D (5 Day) 23.98
  • Stochastic Oscillator %K (1 Day) 54.44
  • Stochastic Oscillator %K (5 Day) 24.37

Tradability

  • Tracking Difference Median (%) -0.56
  • Tracking Difference Max Upside (%) -0.52
  • Tracking Difference Max Downside (%) -0.61
  • Median Premium Discount (%) -0.48
  • Maximum Premium Discount (%) 0.56
  • Average Spread (%) 23.79
  • Average Spread ($) 23.79

Financial Advisor Report

ETF Database's Financial Advisor Reports are designed as an easy handout for clients to explain the key information on a fund. Includes new analyst insights and classification data.

Fact Sheet

A fact sheet is not available for this ETF. Please visit the DMRS ETF home page for more information.

Data Lineage

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Analyst Report Authors

ETF Database analysts have a combined 50 years in the ETF and Financial markets, covering every asset class and investment style. The team monitors new filings, new launches and new issuers to make sure we place each new ETF in the appropriate context so Financial Advisors can construct high quality portfolios.

Disclosures

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Copyright MSCI ESG Research LLC [2018]. All Rights Reserved. MSCI ESG Research LLC’s (“MSCI ESG”) Fund Metrics products (the “Information”) provide environmental, social and governance data with respect to underlying securities within more than 23,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted, to nor received approval from, the US SEC or any other regulatory body. None of the information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided “as is” and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information. All Information is provided solely for your internal use, and may not be reproduced or redisseminated in any form without express prior written permission from MSCI. Neither MSCI ESG nor any of its affiliates or any third party involved in or related to creating any Information makes any express or implied warranties, representations or guarantees, and in no event will MSCI ESG or any such affiliate or third party have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) relating to any Information. More information on MSCI ESG Fund Metrics, provided by MSCI ESG Research LLC, can be found at https://www.msci.com/esg-fund-metrics.
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