DMRI

Fund Description
DeltaShares S&P International Managed Risk ETF seeks to track the investment results, before fees and expenses, of the S&P EPAC Ex. Korea LargeMidCap Managed Risk 2.0 Index. The S&P EPAC Ex. Korea LargeMidCap Managed Risk 2.0 Index is designed to simulate a downside-protected portfolio that utilizes a framework that includes a targeted volatility and a synthetic option overlay to hedge the portfolio s downside risk. The framework allocates the index weights between the equity and reserve asset and then the volatility of the combined allocation is hedged using a synthetic put option. This framework provides for lower drawdowns and a stable volatility profile for the index while allowing for a higher participation in the upside of the components.
Fund Profile
Fund Name Deltashares S&P International Managed Risk ETF
Fund Exchange Ticker DMRI
Fund Sponsor DeltaShares
Fund ISIN US89349P4046
Net Expense Ratio 0.50 %
Fund Inception Date 31 July 2017
Fund Legal Structure ETF (Open end fund)
Exchange NYSE Arca
Listing Country Code US
Fund Investment Objective
ETF Type Specific Global or ExUS Equities - Factor & Thematic
Asset Class Equities (Stocks)
Index Linked Passive
Index Name S&P EPAC Ex. Korea LargeMidCap Managed Risk 2.0 Index
Index Provider S&P DJ Indices
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Developed Market Funds
Market Capitalization Range Large & Mid Cap
Growth Value Core / Blend
Continent Not Applicable
Key Statistics
Return As of Date 19 March 2019
Asset Under Management 225.28 Million (USD)
1 Month Total Return 2.47 %
Year To Date Return 7.84 %
1 Year Total Return -6.09 %
3 Year Annualized Total Return
NAV 48.9748
Share Outstanding 4,600,000
Top 10 Holdings (19 March 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
NESTLE SA-REG NESN EQUI 0.0198628341
NOVARTIS AG-REG NOVN EQUI 0.0162567404
ROCHE HOLDING AG-GENUSSCHEIN ROG EQUI 0.0129587145
MSCI EAFE JUN19 MFSM9 FUTR 0.0117655513
HSBC HOLDINGS PLC HSBA EQUI 0.0114331448
TOYOTA MOTOR CORP 7203 EQUI 0.0109044659
TOTAL SA FP EQUI 0.0102827231
ROYAL DUTCH SHELL PLC-A SHS RDSA EQUI 0.0102754467
BP PLC BP/ EQUI 0.0099746584
AIA GROUP LTD 1299 EQUI 0.0082474613