Monthly Report - Fonds Desjardins...Monthly Report (cont’d) Desjardins RI USA Multifactor - Low CO...
2
Monthly Report As at March 31, 2020 Desjardins RI USA Multifactor - Low CO ETF desjardinsetf.com Reduction in carbon intensity compared to the reference universe* -42.5 % *Scientific Beta U.S. Equity Reference Universe as at March 31, 2019 Price at Month End ($) 18.48 Total Assets ($) 125,694,010 Shares Outstanding 6,800,000 Number of Securities 212 Price/Earning Ratio 21.63 Price/Book Ratio 5.59 Dividend Yield (%) 2.10 Annualized Distribution Yield (%) 1.62 Ticker DRFU CUSIP 25061M104 Exchange TSX Base Currency CAD Inception Date September 27, 2018 Asset Class U.S. Equity Management Expense Ratio (MER) (%) 0.57 Management Fee (%) 0.50 Eligibility REG and NON-REG Distribution Frequency Quarterly FUND MANAGER (S) Desjardins Global Asset Management (DGAM) TOP HOLDINGS (%) Lam Research Corp 1.55 Intuit Inc 1.50 Intel Corp 1.32 Texas Instruments Inc 1.27 Advanced Micro Devices Inc 1.26 T-Mobile US Inc 1.19 Cognizant Technology Solutions Corp 1.14 Qualcomm Inc 1.11 Baxter International Inc 1.05 Walmart Inc 1.05 Total 12.44 FUND PERFORMANCE (%) Performance Analysis SECTOR ALLOCATION (%) (TOP 10) Technology 23.94 Healthcare 13.12 Consumer Goods 11.73 Consumer Services 9.64 Financial Services 9.34 Industrial Services 6.56 Industrial Goods 6.02 Real Estate 5.55 Utilities 4.84 Telecommunications 3.86 Other 5.40 GROWTH OF $10,000 Desjardins RI USA Multifactor - Low CO ETF Scientific Beta Desjardins United States RI Low Carbon Multifactor Index 1 Month 3 Month 6 Month 1 Year 2 Year 3 Year 5 Year Since Fund Inception Net Asset Value -9.63 -14.81 -11.60 -7.10 -3.42 Benchmark -9.68 -14.89 -11.57 -6.89 -3.21 Benchmark: Scientific Beta Desjardins United States RI Low Carbon Multifactor Index The ETF seeks to replicate, to the extent reasonably possible and before fees and expenses, the performance of a USA multifactor low CO equity index, the Scientific Beta Desjardins United States RI Low Carbon Multifactor Index (the "Index"). The investment strategy of the ETF is to invest, directly or indirectly, in a portfolio of US equity securities that closely matches the Index. The Index is composed of securities selected based on a multifactor approach. These securities are also selected to significantly reduce the weighted average carbon intensity and ensure that all constituent issuers meet pre-determined ESG standards. FUND DESCRIPTION BENEFITS • Selects U.S. securities using a multifactor approach • Integrates environmental, social and governance (ESG) considerations • Significant reduction in the carbon intensity of the portfolio
Transcript of Monthly Report - Fonds Desjardins...Monthly Report (cont’d) Desjardins RI USA Multifactor - Low CO...
Monthly Report
As at March 31, 2020
Desjardins RI USA Multifactor - Low CO₂ ETF
desjardinsetf.com
Reduction in carbonintensity compared tothe reference universe*
-42.5 %*Scientific Beta U.S. Equity Reference Universe as at March 31, 2019
Price at Month End ($) 18.48Total Assets ($) 125,694,010Shares Outstanding 6,800,000Number of Securities 212Price/Earning Ratio 21.63Price/Book Ratio 5.59Dividend Yield (%) 2.10AnnualizedDistribution Yield (%)
1.62
Ticker DRFUCUSIP 25061M104Exchange TSXBase Currency CADInception Date September 27, 2018Asset Class U.S. EquityManagement ExpenseRatio (MER) (%)
0.57
Management Fee (%) 0.50Eligibility REG and NON-REGDistribution Frequency Quarterly
FUND MANAGER (S)
Desjardins Global Asset Management (DGAM)
TOP HOLDINGS (%)
Lam Research Corp 1.55Intuit Inc 1.50Intel Corp 1.32Texas Instruments Inc 1.27Advanced Micro Devices Inc 1.26T-Mobile US Inc 1.19Cognizant Technology Solutions Corp 1.14Qualcomm Inc 1.11Baxter International Inc 1.05Walmart Inc 1.05Total 12.44
FUND PERFORMANCE (%)
Performance Analysis
SECTOR ALLOCATION (%) (TOP 10)
Technology 23.94Healthcare 13.12Consumer Goods 11.73Consumer Services 9.64Financial Services 9.34Industrial Services 6.56Industrial Goods 6.02Real Estate 5.55Utilities 4.84Telecommunications 3.86Other 5.40
GROWTH OF $10,000
Desjardins RI USA Multifactor - Low CO₂ ETFScientific Beta Desjardins United States RI Low Carbon Multifactor Index
1 Month 3 Month 6 Month 1 Year 2 Year 3 Year 5 YearSinceFund
InceptionNet Asset Value -9.63 -14.81 -11.60 -7.10 -3.42
Benchmark -9.68 -14.89 -11.57 -6.89 -3.21
Benchmark: Scientific Beta Desjardins United States RI Low Carbon Multifactor Index
The ETF seeks to replicate, to the extent reasonably possible and before fees and expenses, the performance of a USA multifactor low CO₂ equity index, the Scientific Beta Desjardins United States RI Low Carbon Multifactor Index (the "Index"). The investment strategy of the ETF is to invest, directly or indirectly, in a portfolio of US equity securities that closely matches the Index. The Index is composed of securities selected based on a multifactor approach. These securities are also selected to significantly reduce the weighted average carbon intensity and ensure that all constituent issuers meet pre-determined ESG standards.
FUND DESCRIPTION
BENEFITS
• Selects U.S. securities using a multifactor approach• Integrates environmental, social and governance (ESG) considerations• Significant reduction in the carbon intensity of the portfolio
Monthly Report (cont’d)Desjardins RI USA Multifactor - Low CO₂ ETF
The financial information displayed in this document is provided for informational purposes only. No representations or warranties, express or implied, are made by Desjardins in connection with the exactitude, quality or completeness of such information and data. Should these differ from official prices, the latter will prevail.The Desjardins Exchange Traded Funds are not guaranteed, their value fluctuates frequently and their past performance is not indicative of their future returns. Commissions, management fees and expenses all may be associated with an investment in exchange traded funds. Please read the prospectus before investing. Desjardins Global Asset Management Inc. is the manager and portfolio manager of the Desjardins Exchange Traded Funds. The Desjardins Exchange Traded Funds are offered by registered dealers.The Indices referenced herein are the property of EDHEC Risk Institute Asia Ltd. ("ERIA") and have been licensed for use in connection with the Desjardins Index ETFs within the framework of the Scientific Beta business. The Desjardins Index ETFs that replicate fully or partially the Indices are not sponsored, endorsed, sold or promotes by ERIA. ERIA shall not have any liability with respect thereto.The carbon intensity data displayed in the current document are provided by ERIA. The contents are provided for informational purposes only. No representations or warranties, express or implied, are made by ERIA or Desjardins in connection with the exactitude, quality or completeness of such information and data. Should these differ from official carbon intensity data, the latter will prevail.
Desjardins Exchange Traded Funds (FNB Desjardins)
