- Issuer
- DWS
- Inception Date
- Jul 31, 2005
- Category
- Large Cap Blend Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
DESGX Performance Chart
DWS ESG Core Equity Fund (DESGX) is up 14.7% since the beginning of the year. DESGX is currently trading at $29 per share. Investors who bought $1,000 worth of DESGX shares 5 years ago would now be looking at an investment worth $2,042.
Loading charts...
Returns By Period
DWS ESG Core Equity Fund (DESGX) has returned 14.72% so far this year and 38.48% over the past 12 months. Over the last ten years, DESGX has had an annualized return of 13.43%, just under the S&P 500 Index benchmark’s 13.75%.
DWS ESG Core Equity Fund
- 1D
- 0.27%
- 1M
- 6.32%
- YTD
- 14.72%
- 6M
- 15.58%
- 1Y
- 38.48%
- 3Y*
- 23.47%
- 5Y*
- 15.35%
- 10Y*
- 13.43%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
DESGX Monthly Returns History
Based on dividend-adjusted daily data since Aug 2, 2005, DESGX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2009 with a return of +14.6%, while the worst month was Oct 2008 at -22.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DESGX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.45% | -1.06% | -5.19% | 11.87% | 6.41% | 0.27% | 14.72% | ||||||
| 2025 | 2.45% | -2.95% | -6.07% | -1.17% | 6.50% | 5.48% | 2.41% | 2.68% | 3.81% | 3.71% | 0.89% | 0.42% | 18.92% |
| 2024 | 1.36% | 4.56% | 4.50% | -3.40% | 5.58% | 2.53% | 2.47% | 1.31% | 2.38% | -1.67% | 5.68% | -3.41% | 23.55% |
| 2023 | 7.48% | -2.88% | 3.79% | 1.60% | 0.56% | 5.81% | 3.38% | -2.04% | -4.43% | -2.62% | 9.19% | 5.10% | 26.68% |
| 2022 | -5.11% | -2.64% | 3.64% | -8.22% | 0.00% | -7.53% | 9.44% | -3.21% | -8.79% | 9.00% | 5.68% | -6.62% | -15.56% |
| 2021 | 0.34% | 1.94% | 4.86% | 4.53% | 1.38% | 2.87% | 2.79% | 3.28% | -5.11% | 7.57% | -2.35% | 4.25% | 28.99% |
Benchmark Metrics
DWS ESG Core Equity Fund has an annualized alpha of 1.48%, beta of 1.00, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since August 03, 2005.
- This fund captured 109.75% of S&P 500 Index gains and 103.07% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.00 and R2 of 0.94, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.48%
- Beta
- 1.00
- R²
- 0.94
- Upside Capture
- 109.75%
- Downside Capture
- 103.07%
Expense Ratio
DESGX has an expense ratio of 0.64%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DESGX ranks 89 for risk / return — in the top 89% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DWS ESG Core Equity Fund (DESGX) and compare them to S&P 500 Index.
| DESGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.08 | 2.39 | +0.69 |
Sortino ratioReturn per unit of downside risk | 4.23 | 3.25 | +0.97 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.43 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 4.17 | 3.11 | +1.06 |
Martin ratioReturn relative to average drawdown | 19.26 | 14.38 | +4.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
DWS ESG Core Equity Fund provided a 5.02% dividend yield over the last twelve months, with an annual payout of $1.48 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.48 | $1.48 | $1.82 | $0.56 | $0.68 | $2.55 | $0.71 | $1.16 | $2.71 | $0.66 | $1.11 | $1.19 |
Dividend yield | 5.02% | 5.76% | 7.94% | 2.80% | 4.21% | 12.80% | 4.06% | 7.61% | 21.12% | 3.53% | 6.49% | 7.25% |
Monthly Dividends
The table displays the monthly dividend distributions for DWS ESG Core Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.48 | $1.48 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.82 | $1.82 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.56 | $0.56 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.68 | $0.68 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.55 | $2.55 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the DWS ESG Core Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the DWS ESG Core Equity Fund was 58.26%, occurring on Mar 9, 2009. Recovery took 525 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -58.26%Mar 2009 | 1y 7mo | 2y 28d | 3y 8moJul 2007 - Apr 2011 |
COVID crash2020 | -34.68%Mar 2020 | 1mo 2d | 5mo 4d | 6mo 6dFeb 2020 - Aug 2020 |
2011 bear market2011 | -26.49%Oct 2011 | 5mo 4d | 1y 3mo | 1y 8moMay 2011 - Jan 2013 |
Rate-hike selloffLate 2018 | -24.45%Dec 2018 | 10mo 29d | 11mo 23d | 1y 10moJan 2018 - Dec 2019 |
2016 bear market2016 | -22.46%Feb 2016 | 7mo 22d | 9mo 28d | 1y 5moJun 2015 - Dec 2016 |
Drawdown Indicators
| DESGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.26% | -56.78% | -1.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -9.10% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -21.26% | -18.90% | -2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -22.01% | -25.43% | +3.42% |
Max Drawdown (10Y)Largest decline over 10 years | -34.68% | -33.92% | -0.76% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -10.72% | +2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 1.97% | +0.05% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with DESGX
Add DWS ESG Core Equity Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with DESGX