ETF Factor Report

Data as of market close on 10/22/2021.

Validea's ETF reports provide factor exposures and other fundamental data for US equity ETFs.
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Roundhill Deep Value ETF (DEEP)

Total Assets: $49,900,430 Expense Ratio: 0.80% Active Share vs. S&P 500: 100.00% Active Share vs. Russell 2000: 96.37% Fee for Active Share: 0.80% Fee for Value Exposure: 0.81% Highest Scoring Metric: PE Ratio
Issuer:Roundhill Validea Category: Small-Cap Value Number of Holdings: 100 Median Mkt Cap (mil): $1,128 Average Mkt Cap (mil): $1,391 Implied Liquidity: $10,276,960 Concentration: 73/100
The investment seeks to track the performance before fees and expenses of the Acquirers Deep Value Index (the 'index'). The index was established in 2020 by Acquirers Funds LLC and tracks the performance of a portfolio of 100 of the most undervalued fundamentally strong stocks drawn from the smallest 75% of stocks listed in the United States by market capitalization meeting certain liquidity thresholds. The fund uses a passive management (or indexing) approach to track the performance before fees and expenses of the index. It is non-diversified.

Factor Profile

DEEP's exposure to the major factors (100 is highest).

DEEP Sector Exposure

Largest overweights and underweights relative to the S&P 500

DEEP Industry Exposure

Largest overweights and underweights relative to the S&P 500

Comparable ETFs

ETFs with the closest factor profiles to DEEP.

(click ticker to access ETF report and name to compare to current ETF)

Ticker Ticker
Performance Disclaimer: Returns presented on are model returns and do not represent actual trading. As a result, they do not incorporate any commissions or other trading costs or fees. Model portfolios with inception dates on or after 12/30/2005 include a combination of back tested and live model returns. The back-tested performance results shown are hypothetical and are not the result of real-time management of actual accounts. The back-testing of performance differs from actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Back-tested returns are presented to provide general information regarding how the underlying strategy behind the portfolio performed in our historical testing. A back-tested strategy has the benefit of hindsight and the results do not reflect the impact that material economic or market factors may have had on advisor's decision-making if actual client assets were being managed using this approach. The model portfolios offered on Validea are concentrated and as a result they will exhibit high levels of volatility and their performance can be substantially impacted by the performance of individual positions.

Optimal portfolios presented on represent the rebalancing period that has led to the best historical performance for each of our equity models. Each optimal portfolio was determined after the fact with performance information that was not available at portfolio inception. As a result, an investor could not have invested in the optimal portfolio since its inception. Optimal portfolios are presented to allow investors to quickly determine the portfolio size and rebalancing period that has performed best for each of our models in our historical testing.

Both the model portfolio and benchmark returns presented for all equity portfolios on are not inclusive of dividends. Returns for our ETF portfolios and trend following system, and the benchmarks they are compared to, are inclusive of dividends. The S&P 500 is presented as a benchmark because it is the most widely followed benchmark of the overall US market and is most often used by investors for return comparison purposes. As with any investment strategy, there is potential for profit as well as the possibility of loss and investors may incur a loss despite a past history of gains. Past performance does not guarantee future results. Results will vary with economic and market conditions.