Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB)
ESEB is a passive ETF by Deutsche Bank tracking the investment results of the J.P. Morgan ESG EMBI Global Diversified Sovereign Index. ESEB launched on Mar 3, 2015 and has a 0.35% expense ratio.
ETF Info
| ISIN | US2330517135 |
|---|---|
| CUSIP | 233051713 |
| Issuer | Deutsche Bank |
| Inception Date | Mar 3, 2015 |
| Region | Emerging Markets (Broad) |
| Category | Emerging Markets Bonds |
| Leveraged | 1x |
| Index Tracked | J.P. Morgan ESG EMBI Global Diversified Sovereign Index |
| Home Page | etf.dws.com |
| Asset Class | Bond |
Expense Ratio
ESEB features an expense ratio of 0.35%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: ESEB vs. BGRN, ESEB vs. MLN, ESEB vs. VOO, ESEB vs. BLV, ESEB vs. IGLB, ESEB vs. EMB, ESEB vs. FIP
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | N/A | 25.48% |
| 1 month | N/A | 2.14% |
| 6 months | N/A | 12.76% |
| 1 year | N/A | 33.14% |
| 5 years (annualized) | N/A | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of ESEB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.10% | 1.05% | -0.48% | ||||||||||
| 2023 | 3.41% | -2.63% | 1.68% | 0.87% | -1.05% | 2.06% | 1.82% | -2.21% | -3.02% | -1.47% | 6.29% | 4.36% | 10.06% |
| 2022 | -3.55% | -6.26% | -0.96% | -6.65% | 0.66% | -5.77% | 4.09% | -2.57% | -6.56% | 0.28% | 9.33% | -0.88% | -18.34% |
| 2021 | -1.18% | -3.25% | -0.73% | 1.86% | 1.74% | 0.48% | 0.29% | 1.02% | -2.63% | -0.02% | -1.81% | 2.08% | -2.32% |
| 2020 | -1.29% | -4.06% | -15.25% | 4.00% | 4.86% | 3.96% | 3.18% | 0.27% | -1.77% | -0.63% | 3.83% | 1.65% | -3.02% |
| 2019 | 2.71% | 1.64% | -0.61% | 1.34% | -1.69% | 2.90% | 1.09% | -1.33% | 0.23% | 0.66% | 0.44% | 2.91% | 10.65% |
| 2018 | 2.04% | -0.57% | -0.86% | -0.24% | -1.54% | -0.92% | 2.95% | -1.63% | 1.82% | -1.13% | -1.96% | -1.87% | -3.99% |
| 2017 | 1.31% | 1.19% | 0.55% | 1.25% | 0.24% | -0.74% | 1.44% | -0.34% | 1.03% | 0.66% | 0.57% | 0.19% | 7.58% |
| 2016 | -3.19% | 1.51% | 3.25% | 2.19% | -0.04% | -1.14% | 3.51% | 1.89% | 0.40% | 0.87% | -0.63% | 0.21% | 8.98% |
| 2015 | -0.56% | 1.65% | 0.70% | -1.24% | -0.33% | -1.87% | -1.43% | 2.54% | 1.34% | -2.03% | -1.34% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ESEB is 50, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF provided a 2.16% dividend yield over the last twelve months, with an annual payout of $0.36 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.36 | $1.03 | $0.83 | $0.84 | $0.79 | $1.07 | $1.05 | $1.14 | $1.22 | $1.09 |
Dividend yield | 2.16% | 6.07% | 5.06% | 4.00% | 3.53% | 4.46% | 4.62% | 4.53% | 4.99% | 4.59% |
Monthly Dividends
The table displays the monthly dividend distributions for Xtrackers J.P. Morgan ESG Emerging Markets Sovereign 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.07 | $0.07 | $0.14 | |||||||||
| 2023 | $0.00 | $0.07 | $0.06 | $0.08 | $0.07 | $0.07 | $0.18 | $0.07 | $0.07 | $0.07 | $0.07 | $0.22 | $1.03 |
| 2022 | $0.00 | $0.07 | $0.07 | $0.07 | $0.07 | $0.09 | $0.07 | $0.06 | $0.05 | $0.06 | $0.07 | $0.15 | $0.83 |
| 2021 | $0.00 | $0.06 | $0.06 | $0.06 | $0.07 | $0.08 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.15 | $0.84 |
| 2020 | $0.00 | $0.07 | $0.07 | $0.06 | $0.04 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.07 | $0.17 | $0.79 |
| 2019 | $0.00 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.07 | $0.07 | $0.07 | $0.28 | $1.07 |
| 2018 | $0.00 | $0.08 | $0.08 | $0.09 | $0.08 | $0.08 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.18 | $1.05 |
| 2017 | $0.00 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.14 | $1.14 |
| 2016 | $0.00 | $0.08 | $0.09 | $0.09 | $0.11 | $0.11 | $0.11 | $0.10 | $0.10 | $0.10 | $0.11 | $0.22 | $1.22 |
| 2015 | $0.07 | $0.13 | $0.13 | $0.12 | $0.12 | $0.12 | $0.12 | $0.10 | $0.20 | $1.09 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Xtrackers J.P. Morgan ESG Emerging Markets Sovereign 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 J.P. Morgan ESG Emerging Markets Sovereign ETF was 31.07%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.07% | Feb 20, 2020 | 674 | Oct 20, 2022 | — | — | — |
| -8.16% | Jun 29, 2015 | 37 | Feb 11, 2016 | 36 | May 13, 2016 | 73 |
| -6.6% | Feb 7, 2018 | 228 | Jan 3, 2019 | 123 | Jul 1, 2019 | 351 |
| -4.32% | Mar 12, 2015 | 3 | Mar 18, 2015 | 11 | May 4, 2015 | 14 |
| -3.46% | Nov 4, 2016 | 6 | Nov 11, 2016 | 26 | Dec 20, 2016 | 32 |
Volatility
Volatility Chart
The current Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF volatility is 1.27%, 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.