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DeltaShares® S&P 600 Managed Risk ETF

PERFORMANCE

As of 9/30/2018
As of 9/30/2018
Month (%) YTD (%) 1 YR (%) 3 YR (%) 5 YR (%) 10 YR (%) Inception (%)
NAV -3.20 10.77 15.03 - - - 17.15
MARKET PRICE -3.24 10.60 14.94 - - - 17.07
AFTER-TAX PRE-LIQ -3.24 10.47 14.50 - - - 16.66
AFTER-TAX POST-LIQ -1.89 6.36 8.94 - - - 12.92
S&P SMALLCAP 600® -3.17 14.54 19.08 - - - 20.82
S&P 600 MANAGED RISK 2.0 INDEX -3.17 11.21 15.62 - - - 17.74
3 Month (%) YTD (%) 1 YR (%) 3 YR (%) 5 YR (%) 10 YR (%) Inception (%)
NAV 4.59 10.77 15.03 - - - 17.15
MARKET PRICE 4.32 10.60 14.94 - - - 17.07
AFTER-TAX PRE-LIQ 4.54 10.47 14.50 - - - 16.66
AFTER-TAX POST-LIQ 2.72 6.36 8.94 - - - 12.92
S&P SMALLCAP 600® 4.71 14.54 19.08 - - - 20.82
S&P 600 MANAGED RISK 2.0 INDEX 4.71 11.21 15.62 - - - 17.74

The performance data quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than their original cost. Current performance may be higher or lower than the performance quoted.

Returns less than one year are not annualized. NAV prices are used to calculate market price performance prior to the date when the Fund first traded on the New York Stock Exchange. Market performance is determined using the bid/ask midpoint at 4:00pm Eastern time, when the NAV is typically calculated. Market performance does not represent the returns you would receive if you traded shares at other times. For the fund’s most recent month end performance, please call 1-888-316-8077.

The inception date of the DeltaShares S&P 600 Managed Risk Index is 7/31/2017.

After-tax returns are calculated using the highest individual federal marginal income tax rates and do not reflect the impact of state and local taxes. Actual after-tax returns depend on an investor’s tax situation and may differ from those shown.

Index performance is shown for illustrative purposes only. It is not possible to invest directly in an unmanaged index.

Index performance does not reflect fees, costs or expenses.

The Primary Benchmark of the DeltaShares S&P 600 Managed Risk ETF is the S&P SmallCap 600®. The S&P SmallCap 600® is composed of small-capitalization U. S. equities. The S&P U.S. Treasury Bond Current 5-Year Index is a one-security index comprising the most recently issued 5-year U.S. Treasury note or bond. The S&P U.S. Treasury Bill 0-3 Month Index is designed to measure the performance of U.S. Treasury bills maturing in 0 to 3 months. The Underlying Index is the S&P 600Managed Risk 2.0 Index and is designed to simulate a portfolio that dynamically adjusts its allocations across the S&P SmallCap 600® (the “Equity Index”), the S&P U.S. Treasury Bond Current 5-Year Index (the “Treasury Bond Index”) and the S&P U.S. Treasury Bill 0-3 Month Index (the “T-Bill Index”).

PREMIUM/DISCOUNT

Hypothetical Growth of a $10,000 Investment

As Of 10/18/2018

The chart illustrates the performance of a hypothetical $10,000 investment made in the fund on commencement of operations.

This chart is not intended to imply any future performance of the fund.


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