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Xtrackers J.P. Morgan ESG Emerging Markets Soverei...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS2330517135
CUSIP233051713
IssuerDeutsche Bank
Inception DateMar 3, 2015
RegionEmerging Markets (Broad)
CategoryEmerging Markets Bonds
Index TrackedJ.P. Morgan ESG EMBI Global Diversified Sovereign Index
Home Pageetf.dws.com
Asset ClassBond

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.


0.50%1.00%1.50%2.00%0.35%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with ESEB

Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF

Popular comparisons: ESEB vs. BGRN, ESEB vs. VOO, ESEB vs. MLN, ESEB vs. IGLB, ESEB vs. BLV, ESEB vs. EMB

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.


0.00%50.00%100.00%150.00%OctoberNovemberDecember2024FebruaryMarch
4.12%
151.23%
ESEB (Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date-0.48%10.04%
1 month0.42%3.53%
6 months8.97%22.79%
1 year8.61%32.16%
5 years (annualized)-2.02%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ESEB
Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF
0.96
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF Sharpe ratio is 0.96. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.96
2.69
ESEB (Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF)
Benchmark (^GSPC)

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.


PeriodTTM202320222021202020192018201720162015
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-15.97%
-0.72%
ESEB (Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF)
Benchmark (^GSPC)

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, 2020674Oct 20, 2022
-8.16%Jun 29, 201537Feb 11, 201636May 13, 201673
-6.6%Feb 7, 2018228Jan 3, 2019123Jul 1, 2019351
-4.32%Mar 12, 20153Mar 18, 201511May 4, 201514
-3.46%Nov 4, 20166Nov 11, 201626Dec 20, 201632

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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.28%
2.72%
ESEB (Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF)
Benchmark (^GSPC)