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 17 June 2019
Asset Under Management 190.14 Million (USD)
1 Month Total Return -0.01 %
Year To Date Return 7.12 %
1 Year Total Return -6.28 %
3 Year Annualized Total Return
NAV 48.1355
Share Outstanding 3,950,000
Top 10 Holdings (17 June 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
MSCI EAFE SEP19 MFSU9 FUTR 0.0240186704
NESTLE SA-REG NESN EQUI 0.0215358130
NOVARTIS AG-REG NOVN EQUI 0.0156885659
ROCHE HOLDING AG-GENUSSCHEIN ROG EQUI 0.0132886267
US DOLLAR CASH 0.0129281222
TOYOTA MOTOR CORP 7203 EQUI 0.0114185728
HSBC HOLDINGS PLC HSBA EQUI 0.0112874130
ROYAL DUTCH SHELL PLC-A SHS RDSA EQUI 0.0102430651
BP PLC BP/ EQUI 0.0092971978
TOTAL SA FP EQUI 0.0092462258