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 |
Index Tracked | J.P. Morgan ESG EMBI Global Diversified Sovereign Index |
Home Page | etf.dws.com |
Asset Class | Bond |
Expense Ratio
The Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF has a high expense ratio of 0.35%, indicating higher-than-average management fees.
Share Price Chart
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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
Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF had a return of -0.48% year-to-date (YTD) and 8.61% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | -0.48% | 10.04% |
1 month | 0.42% | 3.53% |
6 months | 8.97% | 22.79% |
1 year | 8.61% | 32.16% |
5 years (annualized) | -2.02% | 13.15% |
10 years (annualized) | N/A | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -1.10% | 1.05% | ||||||||||
2023 | -2.21% | -3.02% | -1.47% | 6.29% | 4.36% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF | 0.96 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF granted a 6.22% dividend yield in the last twelve months. The annual payout for that period amounted to $1.04 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
---|---|---|---|---|---|---|---|---|---|---|
Dividend | $1.04 | $1.03 | $0.83 | $0.84 | $0.79 | $1.07 | $1.05 | $1.14 | $1.22 | $1.09 |
Dividend yield | 6.22% | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.07 | ||||||||||
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
2015 | $0.07 | $0.13 | $0.13 | $0.12 | $0.12 | $0.12 | $0.12 | $0.10 | $0.20 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
The current Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF drawdown is 15.97%.
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 1.28%, 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.