Xtrackers S&P SmallCap 600 ESG ETF

C000223769 Fund Overview

Xtrackers S&P SmallCap 600 ESG ETF is a US ETF managed by Dbx ETF Trust, categorised as United States Small Cap Blend / Core Thematic Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.

• Type: US ETF
• Manager: Dbx ETF Trust
• Category: United States Small Cap Blend / Core Thematic Equity
• Assets under management: $1.36M
• 1-year return: 23.8%
• SEC CIK: 0001503123
• SEC series ID: S000070349
• Share class ID: C000223769

C000223769 Investment Objective and Strategy

Xtrackers S&P SmallCap 600 ESG ETF describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Dbx ETF Trust.

Investment objective

The fund seeks investment results that correspond generally to the performance, before fees and expenses, of the S&P SmallCap 600 ESG Index (the Underlying Index).

Principal investment strategy

The fund, using a passive or indexing investment approach, seeks investment results that correspond generally to the performance, before fees and expenses, of the Underlying Index. The Underlying Index is a broad-based, market capitalization weighted index that is designed to measure the performance of companies meeting environmental, social and governance (ESG) criteria, while maintaining similar overall industry group weights as the S&P SmallCap 600 Index. Underlying Index Summary of Construction Methodology. The Underlying Index is derived from the S&P SmallCap 600 Index. S&P Dow Jones Indices LLC (the Index Provider) constructs the Underlying Index by applying a proprietary ESG methodology to the constituent companies of the S&P SmallCap 600 Index. When constructing the Underlying Index from the S&P SmallCap 600 Index, the Index Provider first applies various ESG screens to the S&P SmallCap 600 Index to exclude companies that fail to meet certain minimum ESG requirements.

After excluding such companies, the Index Provider utilizes a proprietary methodology to populate the Underlying Index with companies selected from the remaining companies in the S&P SmallCap 600 Index. The ESG screening and company selection methodologies employed by the Index Provider to create the Underlying Index are summarized below. Underlying Index ESG Screening Methodology. All constituent companies of the S&P SmallCap 600 Index are eligible for inclusion in the Underlying Index except for companies that: ? Do not have an Index Provider ESG score at all or have an Index Provider ESG score that (i) generally falls within the worst 15-25% of the Index Providers ESG scores from each Global Industry Classification Standard (GICS ) Industry Group in the index or (ii) falls within the worst 10% of the Index Providers ESG scores for the companies in the index.

? Are determined by Sustainalytics, a global leader in sustainability research and analysis, to engage in any of the following business activities: i. Manufacture tobacco products or hold a 25% or higher stake in a company involved in this activity; or derive 5% or more of their revenue from (i) supplying tobacco-related products and services or (ii) the distribution and/or retail sale of tobacco products. ii. Engage in the business of controversial weapons (cluster weapons, landmines (anti-personnel mines), biological or chemical weapons, depleted uranium weapons, white phosphorous weapons, nuclear weapons) or hold a 25% or higher stake in a company involved in this activity. This exclusion applies to companies that (i) are involved in core weapon systems or components/services of core weapon systems that are considered tailor-made and essential for the lethal use of the weapon; or (ii) provide components/services for core weapon systems, which are either not considered tailor-made or not essential to the lethal use of the weapon.

iii. Derive 5% or more of their revenue from the extraction of thermal coal or the generation of electricity from thermal coal. iv. Derive 5% or more of their revenue from the extraction of oil sands. v. Manufacture and sell (i) assault weapons or small arms (non-assault weapons) to civilian customers, (ii) small arms to military/law enforcement, or (iii) key components of small arms, or hold a 25% or higher stake in a company involved in these activities; or derive 5% or more of their revenue from the retail and/or distribution of assault weapons or small arms (non-assault weapons). vi. Derive 10% or more of their revenues from (i) the manufacture of military weapon systems and/or integral, tailor-made components of these weapons or (ii) the provision of tailor-made products and/or services that support military weapons.

? Are determined by Sustainalytics to be non-compliant with the principles of the United Nations Global Compact (UNGC). A company is determined to be non-compliant if it does not act in accordance with the UNGC principles and their associated standards, conventions, and treaties. Sustainalytics systematically analyzes news reports and other publicly available information on a daily basis to assess a company's compliance with the ten normative principles of the UNGC, which relate to human rights, labor rights, the environment and anti-corruption. Companies without Sustainalytics coverage are ineligible for Underlying Index inclusion until they receive such coverage. Underlying Index Company Selection Methodology. After excluding the companies that do not meet the foregoing screens, the Index Provider populates the Underlying Index by selecting from the remaining companies in the S&P SmallCap 600 Index (the Eligible Universe).

When making its selections, the Index Provider targets 75% of the float-adjusted market capitalization (i.e., the amount of stock that is available for trading by the general public) of each GICS Industry Group within the S&P SmallCap 600 Index, using the ESG scores assigned to the companies in the Eligible Universe by the Index Provider as the determining factor. The fund uses a full replication indexing strategy to seek to track the Underlying Index. As such, the fund invests directly in the component securities of the Underlying Index in substantially the same weightings in which they are represented in the Underlying Index. If it is not possible for the fund to acquire component securities due to limited availability or regulatory restrictions, the fund may use a representative sampling indexing strategy to seek to track the Underlying Index instead of a full replication indexing strategy.

Representative sampling is an indexing strategy that involves investing in a representative sample of securities that collectively has an investment profile similar to the Underlying Index. The securities selected are expected to have, in the aggregate, investment characteristics (based on factors such as market capitalization and industry weightings), fundamental characteristics (such as return variability and yield), and liquidity measures similar to those of the Underlying Index. The fund may or may not hold all of the securities in the Underlying Index when using a representative sampling indexing strategy. The fund will invest at least 80% of its total assets (but typically far more) in component securities of the Underlying Index. The fund will concentrate its investments (i.e., hold 25% or more of its total assets) in a particular industry or group of industries to the extent that its Underlying Index is concentrated.

As of October 31, 2023, the Underlying Index consisted of 377 securities, with an average market capitalization of approximately $1.68 billion and a minimum market capitalization of approximately $287 million. As of October 31, 2023, a significant percentage of the Underlying Index was comprised of issuers in the industrials and financials sectors. The funds exposure to particular sectors may change over time to correspond to changes in the Underlying Index. Under normal circumstances, the Underlying Index rebalances annually after the close of business on the last business day of April. The fund rebalances its portfolio in accordance with the Underlying Index, and, therefore, any changes to the Underlying Indexs rebalance schedule will result in corresponding changes to the funds rebalance schedule.

While the fund is currently classified as non-diversified under the Investment Company Act of 1940, it may operate as or become classified as diversified over time. The fund could again become non-diversified solely as a result of a change in relative market capitalization or index weighting of one or more constituents of the index that the fund is designed to track. Shareholder approval will not be sought when the fund crosses from diversified to non-diversified status under such circumstances. Xtrackers ETFs are not sponsored, endorsed, sold or promoted by S&P Dow Jones Indices LLC, Dow Jones Trademark Holdings LLC, Standard & Poors Financial Services LLC, or their respective affiliates, and none of such parties make any representation regarding the advisability of investing in such ETFs, nor do they have any liability for any errors, omissions, or interruptions of the S&P SmallCap 600 ESG Index.

Derivatives. The fund may invest in derivatives, which are financial instruments whose performance is derived, at least in part, from the performance of an underlying asset, security or index. In particular, portfolio management may use futures contracts, stock index futures, options on futures, swap contracts and other types of derivatives in seeking performance that corresponds to its Underlying Index and will not use such instruments for speculative purposes. Securities lending. The fund may lend securities (up to one-third of total assets) to approved institutions, such as registered broker-dealers, pooled investment vehicles, banks and other financial institutions. In connection with such loans, the fund receives liquid collateral in an amount that is based on the type and value of the securities being lent.

C000223769 Holdings

Top 10 holdings of Xtrackers S&P SmallCap 600 ESG ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.

View all C000223769 holdings

C000223769 Portfolio Allocation

Asset-class allocation of Xtrackers S&P SmallCap 600 ESG ETF by percentage of net assets, from the latest SEC N-PORT filing.

C000223769 Performance

Total returns for C000223769 (as of 2026-10-01), from SEC filings.

C000223769 Risk Information

Risk metrics for C000223769, derived from monthly returns in SEC filings.

• 1-year volatility (annualised): 22.2%

C000223769 Costs and Fees

C000223769 costs about $15 per $10,000 invested per year in fund expenses.

• Net expense ratio: 0.15%
• Gross expense ratio: 0.15%
• Portfolio turnover: 31%
• Brokerage commissions: 1.50 bps of average net assets (SEC N-CEN)

C000223769 Cashflows

Over the 12 months to 2024-05, Xtrackers S&P SmallCap 600 ESG ETF had net inflows of $13.10M, from monthly SEC N-PORT filings.

C000223769 Debt Constituents

No individual debt constituents are reported in Xtrackers S&P SmallCap 600 ESG ETF's latest SEC N-PORT filing.

C000223769 Prospectus and SEC Filings

Official Xtrackers S&P SmallCap 600 ESG ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.

• Prospectus (485BPOS) — filed 2023-12-20
• Prospectus (485BPOS) — filed 2022-12-21
• Prospectus (485BPOS) — filed 2021-12-16
• Portfolio holdings (N-PORT) — filed 2024-07-29
• Portfolio holdings (N-PORT) — filed 2024-04-23
• Portfolio holdings (N-PORT) — filed 2024-01-26
• Annual census (N-CEN) — filed 2023-11-14
• Annual census (N-CEN) — filed 2022-11-10

Related Funds

Other United States Small Cap Blend / Core Thematic Equity funds tracked on ABC INVEST:

• iShares ESG Select Screened S&P Small-Cap ETF (XJR)
• ALPS Clean Energy ETF (ACES)
• Brown Advisory Sustainable Small-Cap Core Fund (BAFYX)
• Bitwise Bitcoin Standard Corporations ETF (OWNB)
• SPDR S&P SmallCap 600 ESG ETF (ESIX)

Data Sources

ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.