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Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG)

ETF · Currency in USD
Issuer
Deutsche Bank
Inception Date
Sep 6, 2018
Region
Developed Markets (EAFE)
Category
Foreign Large Cap Equities
Expense Ratio
0.14%
Index Tracked
MSCI EAFE ESG Leaders Index
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

EASGPrice Chart


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EASGPerformance

The chart shows the growth of $10,000 invested in Xtrackers MSCI EAFE ESG Leaders Equity ETF on Nov 8, 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,789 for a total return of roughly 37.89%. All prices are adjusted for splits and dividends.


EASG (Xtrackers MSCI EAFE ESG Leaders Equity ETF)
Benchmark (S&P 500)

EASGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-3.63%-7.73%
1M-1.55%-5.40%
6M-0.45%0.70%
1Y4.19%14.18%
5Y10.75%15.43%
10Y10.75%15.43%

EASGMonthly Returns Heatmap


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EASGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Xtrackers MSCI EAFE ESG Leaders Equity ETF Sharpe ratio is 0.33. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


EASG (Xtrackers MSCI EAFE ESG Leaders Equity ETF)
Benchmark (S&P 500)

EASGDividends

Xtrackers MSCI EAFE ESG Leaders Equity ETF granted a 2.79% dividend yield in the last twelve months, as of Jan 22, 2022. The annual payout for that period amounted to $0.85 per share.


PeriodTTM2021202020192018
Dividend$0.85$0.85$0.76$0.79$0.19

Dividend yield

2.79%2.69%2.68%3.08%0.91%

EASGDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


EASG (Xtrackers MSCI EAFE ESG Leaders Equity ETF)
Benchmark (S&P 500)

EASGWorst Drawdowns

The table below shows the maximum drawdowns of the Xtrackers MSCI EAFE ESG Leaders Equity ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Xtrackers MSCI EAFE ESG Leaders Equity ETF is 32.06%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.06%Jan 21, 202044Mar 23, 2020161Nov 9, 2020205
-10.37%Nov 9, 201817Dec 24, 201837Feb 19, 201954
-7.65%Jul 5, 201929Aug 14, 201943Oct 15, 201972
-6.57%Nov 4, 202119Dec 1, 2021
-5.86%Sep 7, 202122Oct 6, 202120Nov 3, 202142
-4.7%May 6, 201919May 31, 201913Jun 19, 201932
-4.52%Jun 16, 202123Jul 19, 202113Aug 5, 202136
-4.19%Feb 17, 202112Mar 4, 202121Apr 5, 202133
-4.13%Jan 11, 202114Jan 29, 202110Feb 12, 202124
-3.57%May 10, 20213May 12, 20218May 24, 202111

EASGVolatility Chart

Current Xtrackers MSCI EAFE ESG Leaders Equity ETF volatility is 15.34%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


EASG (Xtrackers MSCI EAFE ESG Leaders Equity ETF)
Benchmark (S&P 500)

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