EASG vs. DFSI

Last updated Jun 3, 2026

EASG (Xtrackers MSCI EAFE ESG Leaders Equity ETF) and DFSI (Dimensional International Sustainability Core 1 ETF) are both Foreign Large Cap Equities funds. EASG is passively managed, while DFSI is actively managed. Over the past 3 years, EASG returned 13.95%/yr vs 17.16%/yr for DFSI. Their correlation of 0.95 suggests significant overlap in exposure. EASG charges 0.14%/yr vs 0.24%/yr for DFSI.

Performance

EASG vs. DFSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Dimensional International Sustainability Core 1 ETF (DFSI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EASG achieves a 8.96% return, which is significantly higher than DFSI's 6.52% return.

EASG

• 1D: 0.53%
• 1M: 3.42%
• YTD: 8.96%
• 6M: 11.59%
• 1Y: 18.95%
• 3Y*: 13.95%
• 5Y*: 7.13%
• 10Y*: —

DFSI

• 1D: 0.40%
• 1M: 1.90%
• YTD: 6.52%
• 6M: 9.98%
• 1Y: 19.17%
• 3Y*: 17.16%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EASG vs. DFSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF	8.96%	25.19%	2.26%	18.80%	11.78%
DFSI Dimensional International Sustainability Core 1 ETF	6.52%	33.62%	4.98%	17.86%	11.99%

Correlation

The correlation between EASG and DFSI is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since Nov 3, 2022	0.95

The correlation between EASG and DFSI has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

EASG vs. DFSI - Sectors Allocation Comparison

Sectors	EASG	DFSI
Financial Services	23.5%	27.7%
Industrials	18.5%	27.9%
Technology	12.8%	3.0%
Healthcare	10.3%	3.7%
Consumer Cyclical	6.8%	14.2%
Consumer Defensive	6.6%	8.1%
Basic Materials	6.0%	7.4%
Communication Services	5.6%	1.8%
Utilities	4.7%	1.7%
Energy	3.4%	1.3%
Real Estate	2.0%	3.4%

Return for Risk

EASG vs. DFSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EASG

EASG Risk / Return Rank: 35
EASG Sharpe Ratio Rank: 34
EASG Sortino Ratio Rank: 33
EASG Omega Ratio Rank: 32
EASG Calmar Ratio Rank: 35
EASG Martin Ratio Rank: 40

DFSI

DFSI Risk / Return Rank: 36
DFSI Sharpe Ratio Rank: 36
DFSI Sortino Ratio Rank: 35
DFSI Omega Ratio Rank: 36
DFSI Calmar Ratio Rank: 33
DFSI Martin Ratio Rank: 39

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.

EASG vs. DFSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Dimensional International Sustainability Core 1 ETF (DFSI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	EASG	DFSI	Difference
Sharpe ratio Return per unit of total volatility	1.23	1.29	-0.06
Sortino ratio Return per unit of downside risk	1.78	1.89	-0.11
Omega ratio Gain probability vs. loss probability	1.22	1.24	-0.02
Calmar ratio Return relative to maximum drawdown	1.73	1.67	+0.06
Martin ratio Return relative to average drawdown	6.39	6.36	+0.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EASG vs. DFSI - Sharpe Ratio Comparison

The current EASG Sharpe Ratio is 1.23, which is comparable to the DFSI Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of EASG and DFSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EASG	DFSI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	1.29	-0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	1.38	-0.86

Drawdowns

EASG vs. DFSI - Drawdown Comparison

The maximum EASG drawdown since its inception was -32.06%, which is greater than DFSI's maximum drawdown of -12.82%. Use the drawdown chart below to compare losses from any high point for EASG and DFSI.

Drawdown Indicators

	EASG	DFSI	Difference
Max Drawdown Largest peak-to-trough decline	-32.06%	-12.82%	-19.24%
Max Drawdown (1Y) Largest decline over 1 year	-11.74%	-12.26%	+0.52%
Max Drawdown (3Y) Largest decline over 3 years	-16.14%	-12.82%	-3.32%
Max Drawdown (5Y) Largest decline over 5 years	-31.42%	—	—
Current Drawdown Current decline from peak	-0.12%	-2.25%	+2.13%
Average Drawdown Average peak-to-trough decline	-6.19%	-2.62%	-3.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	3.21%	-0.04%

Volatility

EASG vs. DFSI - Volatility Comparison

Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) has a higher volatility of 5.03% compared to Dimensional International Sustainability Core 1 ETF (DFSI) at 4.72%. This indicates that EASG's price experiences larger fluctuations and is considered to be riskier than DFSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EASG	DFSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.03%	4.72%	+0.31%
Volatility (6M) Calculated over the trailing 6-month period	12.55%	12.64%	-0.09%
Volatility (1Y) Calculated over the trailing 1-year period	15.57%	14.98%	+0.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.64%	15.24%	+1.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.35%	15.24%	+3.11%

EASG vs. DFSI - Expense Ratio Comparison

EASG has a 0.14% expense ratio, which is lower than DFSI's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

EASG vs. DFSI - Dividend Comparison

EASG's dividend yield for the trailing twelve months is around 3.84%, more than DFSI's 2.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DFSI Dimensional International Sustainability Core 1 ETF	2.12%	2.23%	2.39%	2.10%	0.18%	0.00%	0.00%	0.00%	0.00%
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF	3.84%	4.18%	2.93%	2.51%	2.47%	2.69%	1.70%	2.94%	0.85%

Frequently Asked Questions

Can I hold both EASG and DFSI in my portfolio?

With a correlation of 0.95, EASG and DFSI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, EASG or DFSI?

EASG has higher volatility (5.03%) compared to DFSI (4.72%). In terms of maximum drawdown, EASG dropped -32.06% vs DFSI's -12.82%.

Which ETF is better, EASG or DFSI?

On 3-year performance, DFSI leads with 17.16% vs 13.95% for EASG. On fees, EASG is cheaper at 0.14% per year. On volatility, DFSI has been the lower-risk option at 4.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EASG or DFSI?

Over the 3-year period, DFSI has performed better with a 17.16% return vs 13.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EASG or DFSI?

EASG is cheaper with a 0.14% expense ratio, compared with 0.24% for DFSI.

Which ETF pays a higher dividend yield, EASG or DFSI?

EASG has the higher dividend yield at 3.84%, compared with 2.12% for DFSI.

What is the main difference between EASG and DFSI?

They also come from different issuers: Deutsche Bank and Dimensional. Their fees differ too: 0.14% for EASG and 0.24% for DFSI.

Which has better risk-adjusted returns?

DFSI currently has the higher Sharpe Ratio (1.29 vs 1.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.