PortfoliosLab logo
Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Inception Date

Sep 6, 2018

Region

Developed Markets (EAFE)

Leveraged

1x

Index Tracked

MSCI EAFE ESG Leaders Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

EASG has an expense ratio of 0.14%, which is considered low.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Xtrackers MSCI EAFE ESG Leaders Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
60.08%
101.14%
EASG (Xtrackers MSCI EAFE ESG Leaders Equity ETF)
Benchmark (^GSPC)

Returns By Period

Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) returned 10.00% year-to-date (YTD) and 5.71% over the past 12 months.


EASG

YTD

10.00%

1M

9.14%

6M

6.45%

1Y

5.71%

5Y*

10.32%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of EASG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.72%2.21%-1.17%3.98%0.97%10.00%
20240.27%2.30%3.14%-2.99%5.59%-1.16%2.31%3.09%0.38%-6.59%-0.05%-3.41%2.26%
20239.48%-2.89%3.27%3.35%-3.76%3.94%2.47%-2.88%-5.23%-2.59%8.32%5.18%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%4.86%11.36%
2020-1.65%-8.33%-12.29%5.82%5.62%4.03%1.68%4.78%-1.24%-4.66%14.45%4.89%10.73%
20196.32%2.56%0.59%3.24%-4.63%6.10%-2.23%-1.34%3.88%3.77%1.05%2.73%23.66%
20180.55%-5.93%-5.42%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EASG is 45, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EASG is 4545
Overall Rank
The Sharpe Ratio Rank of EASG is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of EASG is 4545
Sortino Ratio Rank
The Omega Ratio Rank of EASG is 4343
Omega Ratio Rank
The Calmar Ratio Rank of EASG is 5252
Calmar Ratio Rank
The Martin Ratio Rank of EASG is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Xtrackers MSCI EAFE ESG Leaders Equity ETF Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.33
  • 5-Year: 0.61
  • All Time: 0.40

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Xtrackers MSCI EAFE ESG Leaders Equity ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.33
0.44
EASG (Xtrackers MSCI EAFE ESG Leaders Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Xtrackers MSCI EAFE ESG Leaders Equity ETF provided a 2.67% dividend yield over the last twelve months, with an annual payout of $0.86 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.802018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$0.86$0.86$0.74$0.63$0.85$0.50$0.79$0.19

Dividend yield

2.67%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
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
2020$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.23$0.50
2019$0.00$0.00$0.00$0.00$0.00$0.48$0.00$0.00$0.00$0.00$0.00$0.30$0.79
2018$0.19$0.19

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.98%
-7.88%
EASG (Xtrackers MSCI EAFE ESG Leaders Equity ETF)
Benchmark (^GSPC)

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 1.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.06%Jan 21, 202044Mar 23, 2020161Nov 9, 2020205
-31.42%Nov 4, 2021225Sep 27, 2022357Mar 1, 2024582
-16.14%Sep 27, 2024132Apr 8, 2025
-9.66%Nov 9, 201817Dec 24, 201828Feb 5, 201945
-8.35%Jul 15, 202416Aug 5, 202414Aug 23, 202430

Volatility

Volatility Chart

The current Xtrackers MSCI EAFE ESG Leaders Equity ETF volatility is 4.59%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.59%
6.82%
EASG (Xtrackers MSCI EAFE ESG Leaders Equity ETF)
Benchmark (^GSPC)