- Issuer
- Deutsche Bank
- Inception Date
- Sep 6, 2018
- Region
- Developed Markets (EAFE)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI EAFE ESG Leaders Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $69M
Share Price Chart
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Performance
EASG Performance Chart
Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) is up 8.3% since the beginning of the year. EASG is currently trading at $38 per share. Investors who bought $1,000 worth of EASG shares 5 years ago would now be looking at an investment worth $1,403.
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Returns By Period
Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) has returned 8.27% so far this year and 19.79% over the past 12 months.
Xtrackers MSCI EAFE ESG Leaders Equity ETF
- 1D
- -2.10%
- 1M
- 0.54%
- YTD
- 8.27%
- 6M
- 8.01%
- 1Y
- 19.79%
- 3Y*
- 14.10%
- 5Y*
- 7.00%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
EASG Monthly Returns History
Based on dividend-adjusted daily data since Nov 2, 2018, EASG's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +14.5%, while the worst month was Mar 2020 at -12.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, EASG closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +7.9%, while the worst single day was Mar 12, 2020 at -10.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.85% | 3.87% | -8.30% | 5.79% | 2.80% | -0.31% | 8.27% | ||||||
| 2025 | 3.72% | 2.22% | -1.17% | 3.98% | 4.12% | 2.93% | -3.14% | 4.10% | 2.01% | 1.36% | 0.70% | 2.14% | 25.19% |
| 2024 | 0.27% | 2.30% | 3.14% | -2.99% | 5.59% | -1.16% | 2.31% | 3.09% | 0.38% | -6.59% | -0.05% | -3.41% | 2.26% |
| 2023 | 9.48% | -2.89% | 3.27% | 3.35% | -3.76% | 3.94% | 2.47% | -2.88% | -5.23% | -2.59% | 8.32% | 5.17% | 18.80% |
| 2022 | -4.52% | -4.19% | 0.33% | -6.50% | 1.05% | -8.45% | 5.50% | -6.63% | -10.18% | 6.47% | 13.63% | -2.24% | -16.94% |
| 2021 | -0.90% | 1.39% | 2.20% | 2.22% | 3.76% | -1.34% | 1.23% | 2.25% | -3.27% | 3.49% | -4.63% | 4.87% | 11.36% |
Benchmark Metrics
Xtrackers MSCI EAFE ESG Leaders Equity ETF has an annualized alpha of -0.88%, beta of 0.77, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since November 02, 2018.
- This ETF participated in 90.10% of S&P 500 Index downside but only 75.62% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.88%
- Beta
- 0.77
- R²
- 0.69
- Upside Capture
- 75.62%
- Downside Capture
- 90.10%
Expense Ratio
EASG has an expense ratio of 0.14%, which is considered low.
Return for Risk
Risk / Return Rank
EASG ranks 37 for risk / return — below 37% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EASG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.32 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.46 | -0.76 |
| Martin ratioReturn relative to average drawdown | 6.26 | 10.92 | -4.65 |
Dividends
Dividend History
Xtrackers MSCI EAFE ESG Leaders Equity ETF provided a 3.93% dividend yield over the last twelve months, with an annual payout of $1.47 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.47 | $1.47 | $0.86 | $0.74 | $0.63 | $0.85 | $0.50 | $0.79 | $0.19 |
Dividend yield | 3.93% | 4.18% | 2.93% | 2.51% | 2.47% | 2.69% | 1.70% | 2.94% | 0.85% |
Monthly Dividends
The table displays the monthly dividend distributions for Xtrackers MSCI EAFE ESG Leaders Equity ETF. 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 | $0.56 | $0.56 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.91 | $1.47 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.86 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.74 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.63 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.85 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Xtrackers MSCI EAFE ESG Leaders Equity ETF. 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 Xtrackers MSCI EAFE ESG Leaders Equity ETF was 32.06%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Xtrackers MSCI EAFE ESG Leaders Equity ETF drawdown is 2.20%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -32.06%Mar 2020 | 2mo 2d | 7mo 21d | 9mo 23dJan 2020 - Nov 2020 |
Bear market2022 | -31.42%Sep 2022 | 10mo 27d | 1y 5mo | 2y 3moNov 2021 - Mar 2024 |
2025 selloff2025 | -16.14%Apr 2025 | 6mo 13d | 1mo 11d | 7mo 24dSep 2024 - May 2025 |
2026 correction2026 | -11.74%Mar 2026 | 1mo 13d | 2mo 9d | 3mo 22dFeb 2026 - Jun 2026 |
Rate-hike selloffLate 2018 | -8.67%Dec 2018 | 1mo 12d | 1mo 16d | 2mo 28dNov 2018 - Feb 2019 |
Drawdown Indicators
| EASG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.06% | -56.78% | +24.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -9.10% | -2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -16.14% | -18.90% | +2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -31.42% | -25.43% | -5.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.20% | -3.21% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -10.71% | +4.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.04% | +1.13% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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