Key stats
About DESJARDINS RI CDA MULTIFACTOR UNITS ETF
Home page
Inception date
Sep 27, 2018
Dividend treatment
Distributes
Distribution tax treatment
Eligible dividends
Primary advisor
Desjardins Global Asset Management, Inc.
The fund incorporates environmental, social and governance (ESG) considerations to a multifactor investment approach. It starts by narrowing down the Scientific Beta Canada Universe (reference equity universe) through Carbon Filteringa process of removing the most carbon intensive stocks within each sector in an effort to significantly reduce the weighted average carbon intensity level of the index relative to the cap-weighted reference universe. This also identifies companies that meet the funds pre-determined ESG standards. Remaining securities are then filtered out based on six investment factors: size (selecting midcap stocks only), valuation, momentum, volatility, profitability, and investment. A proprietary diversification-based weighting scheme is then applied to each of the six filtered groups. The index is rebalanced on a quarterly basis.
Classification
Returns
| 1 month | 3 months | Year to date | 1 year | 3 years | 5 years | |
|---|---|---|---|---|---|---|
| Price performance | — | — | — | — | — | — |
| NAV total return | — | — | — | — | — | — |
What's in the fund
Exposure type
Finance
Industrial Services
Non-Energy Minerals
Stocks99.70%
Finance37.99%
Industrial Services16.06%
Non-Energy Minerals13.00%
Retail Trade6.08%
Utilities3.95%
Commercial Services3.77%
Technology Services3.50%
Transportation3.03%
Distribution Services2.70%
Consumer Services2.32%
Producer Manufacturing1.58%
Energy Minerals1.32%
Miscellaneous1.26%
Process Industries0.94%
Electronic Technology0.79%
Health Services0.58%
Health Technology0.43%
Consumer Durables0.42%
Bonds, Cash & Other0.30%
Cash0.30%
Stock breakdown by region
North America100.00%
Latin America0.00%
Europe0.00%
Asia0.00%
Africa0.00%
Middle East0.00%
Oceania0.00%
Top 10 holdings
Dividends
Dividend payout history