PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Xtrackers MSCI USA ESG Leaders Equity ETF (USSG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US2330511500

CUSIP

233051150

Issuer

Deutsche Bank

Inception Date

Mar 7, 2019

Region

North America (U.S.)

Leveraged

1x

Index Tracked

MSCI USA ESG Leaders

Home Page

etf.dws.com

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

USSG has an expense ratio of 0.10%, which is considered low compared to other funds.


Expense ratio chart for USSG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

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.


Popular comparisons:
USSG vs. ESGU USSG vs. NULC USSG vs. PAXWX USSG vs. ICLN USSG vs. SWAN USSG vs. VUG USSG vs. SVOL USSG vs. SPY USSG vs. XLG USSG vs. PDBC
Popular comparisons:
USSG vs. ESGU USSG vs. NULC USSG vs. PAXWX USSG vs. ICLN USSG vs. SWAN USSG vs. VUG USSG vs. SVOL USSG vs. SPY USSG vs. XLG USSG vs. PDBC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Xtrackers MSCI USA 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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.65%
8.53%
USSG (Xtrackers MSCI USA ESG Leaders Equity ETF)
Benchmark (^GSPC)

Returns By Period

Xtrackers MSCI USA ESG Leaders Equity ETF had a return of 24.29% year-to-date (YTD) and 26.43% in the last 12 months.


USSG

YTD

24.29%

1M

-1.18%

6M

6.84%

1Y

26.43%

5Y*

14.86%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.10%5.62%3.63%-4.45%4.74%3.78%0.06%1.98%2.48%-0.93%6.03%24.29%
20236.47%-2.34%4.04%1.05%0.95%6.63%3.54%-0.43%-5.08%-2.42%10.05%4.46%29.17%
2022-6.29%-3.17%3.79%-8.82%-0.51%-7.33%8.08%-4.88%-8.86%7.06%6.70%-5.98%-20.33%
2021-0.34%2.58%4.92%5.18%0.68%2.70%2.88%3.07%-4.77%9.17%-1.52%4.09%31.83%
20201.00%-7.67%-12.31%12.38%5.09%1.50%4.23%7.75%-3.38%-3.08%10.92%3.82%18.71%
20193.09%3.73%-5.86%6.47%2.08%-1.20%1.79%1.66%3.74%2.77%19.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 80, USSG is among the top 20% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of USSG is 8080
Overall Rank
The Sharpe Ratio Rank of USSG is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of USSG is 8080
Sortino Ratio Rank
The Omega Ratio Rank of USSG is 8181
Omega Ratio Rank
The Calmar Ratio Rank of USSG is 8080
Calmar Ratio Rank
The Martin Ratio Rank of USSG is 8080
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 USA ESG Leaders Equity ETF (USSG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for USSG, currently valued at 1.94, compared to the broader market0.002.004.001.942.10
The chart of Sortino ratio for USSG, currently valued at 2.63, compared to the broader market-2.000.002.004.006.008.0010.002.632.80
The chart of Omega ratio for USSG, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.39
The chart of Calmar ratio for USSG, currently valued at 2.80, compared to the broader market0.005.0010.0015.002.803.09
The chart of Martin ratio for USSG, currently valued at 11.60, compared to the broader market0.0020.0040.0060.0080.00100.0011.6013.49
USSG
^GSPC

The current Xtrackers MSCI USA ESG Leaders Equity ETF Sharpe ratio is 1.94. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Xtrackers MSCI USA ESG Leaders Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.94
2.10
USSG (Xtrackers MSCI USA ESG Leaders Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Xtrackers MSCI USA ESG Leaders Equity ETF provided a 0.75% dividend yield over the last twelve months, with an annual payout of $0.41 per share. The fund has been increasing its distributions for 4 consecutive years.


1.10%1.20%1.30%1.40%1.50%1.60%$0.00$0.20$0.40$0.60$0.8020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$0.41$0.71$0.53$0.50$0.48$0.35

Dividend yield

0.75%1.60%1.52%1.14%1.42%1.21%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers MSCI USA ESG Leaders Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.08$0.00$0.00$0.17$0.00$0.00$0.16$0.00$0.00$0.00$0.41
2023$0.00$0.00$0.11$0.00$0.00$0.22$0.00$0.00$0.13$0.00$0.00$0.25$0.71
2022$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.12$0.00$0.00$0.17$0.53
2021$0.00$0.00$0.09$0.00$0.00$0.15$0.00$0.00$0.11$0.00$0.00$0.16$0.50
2020$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.16$0.48
2019$0.12$0.00$0.00$0.11$0.00$0.00$0.13$0.35

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.70%
-2.62%
USSG (Xtrackers MSCI USA ESG Leaders Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI USA 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 USA ESG Leaders Equity ETF was 34.10%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current Xtrackers MSCI USA ESG Leaders Equity ETF drawdown is 3.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.1%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-27%Dec 30, 2021200Oct 14, 2022292Dec 13, 2023492
-9.43%Jul 17, 202416Aug 7, 202430Sep 19, 202446
-8.9%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-6.26%Apr 1, 202415Apr 19, 202418May 15, 202433

Volatility

Volatility Chart

The current Xtrackers MSCI USA ESG Leaders Equity ETF volatility is 3.96%, 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%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.96%
3.79%
USSG (Xtrackers MSCI USA ESG Leaders Equity ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab