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Xtrackers MSCI USA ESG Leaders Equity ETF (USSG)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US2330511500
CUSIP
233051150
Inception Date
Mar 7, 2019
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI USA ESG Leaders
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) has returned -5.86% so far this year and 19.80% over the past 12 months.


Xtrackers MSCI USA ESG Leaders Equity ETF

1D
3.04%
1M
-5.48%
YTD
-5.86%
6M
-2.23%
1Y
19.80%
3Y*
18.19%
5Y*
11.59%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 7, 2019, USSG's average daily return is +0.06%, while the average monthly return is +1.27%. At this rate, your investment would double in approximately 4.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Mar 2020 at -12.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, USSG closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -12.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.50%-1.87%-5.48%-5.86%
20251.56%-2.10%-5.97%-0.22%8.49%4.67%2.51%1.52%3.91%3.25%-0.25%0.84%18.97%
20242.10%5.62%3.63%-4.45%4.74%3.78%0.06%1.98%2.48%-0.93%6.03%-3.18%23.45%
20236.47%-2.35%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%3.80%-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%

Benchmark Metrics

Xtrackers MSCI USA ESG Leaders Equity ETF has an annualized alpha of 1.57%, beta of 1.01, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since March 08, 2019.

  • This ETF captured 104.86% of S&P 500 Index gains but only 98.15% of its losses — a favorable profile for investors.
  • With beta of 1.01 and R² of 0.98, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.57%
Beta
1.01
0.98
Upside Capture
104.86%
Downside Capture
98.15%

Expense Ratio

USSG has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

USSG ranks 63 for risk / return — better than 63% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


USSG Risk / Return Rank: 6363
Overall Rank
USSG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
USSG Sortino Ratio Rank: 6262
Sortino Ratio Rank
USSG Omega Ratio Rank: 6161
Omega Ratio Rank
USSG Calmar Ratio Rank: 6868
Calmar Ratio Rank
USSG Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and compare them to a chosen benchmark (S&P 500 Index).


USSGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.90

+0.17

Sortino ratio

Return per unit of downside risk

1.63

1.39

+0.25

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.79

1.40

+0.39

Martin ratio

Return relative to average drawdown

7.10

6.61

+0.50

Explore USSG risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Xtrackers MSCI USA ESG Leaders Equity ETF provided a 1.10% dividend yield over the last twelve months, with an annual payout of $0.66 per share.


1.00%1.10%1.20%1.30%1.40%1.50%1.60%$0.00$0.20$0.40$0.60$0.802019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.66$0.65$0.61$0.71$0.53$0.50$0.48$0.35

Dividend yield

1.10%1.02%1.13%1.60%1.52%1.13%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
2026$0.00$0.00$0.11$0.11
2025$0.00$0.00$0.10$0.00$0.00$0.19$0.00$0.00$0.16$0.00$0.00$0.20$0.65
2024$0.00$0.00$0.08$0.00$0.00$0.17$0.00$0.00$0.16$0.00$0.00$0.20$0.61
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$0.11$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

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.


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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 8.51%.


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
-20%Jan 24, 202552Apr 8, 202554Jun 26, 2025106
-11.2%Jan 29, 202642Mar 30, 2026
-9.43%Jul 17, 202416Aug 7, 202430Sep 19, 202446

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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