EASG vs. DFSI

Last updated Apr 1, 2026

Compare and contrast key facts about Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Dimensional International Sustainability Core 1 ETF (DFSI).

EASG and DFSI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EASG is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI EAFE ESG Leaders Index. It was launched on Sep 6, 2018. DFSI is an actively managed fund by Dimensional. It was launched on Nov 1, 2022.

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.

EASG vs. DFSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF	-0.14%	25.19%	2.26%	18.80%	11.78%
DFSI Dimensional International Sustainability Core 1 ETF	-0.80%	33.62%	4.98%	17.86%	11.99%

Returns By Period

In the year-to-date period, EASG achieves a -0.14% return, which is significantly higher than DFSI's -0.80% return.

EASG

• 1D: 3.13%
• 1M: -8.30%
• YTD: -0.14%
• 6M: 4.10%
• 1Y: 19.33%
• 3Y*: 11.43%
• 5Y*: 6.23%
• 10Y*: —

DFSI

• 1D: 3.34%
• 1M: -8.91%
• YTD: -0.80%
• 6M: 4.32%
• 1Y: 24.49%
• 3Y*: 14.82%
• 5Y*: —
• 10Y*: —

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

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%.

DFSI

Dimensional International Sustainability Core 1 ETF

EASG

Xtrackers MSCI EAFE ESG Leaders Equity ETF

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: 61
EASG Sharpe Ratio Rank: 63
EASG Sortino Ratio Rank: 63
EASG Omega Ratio Rank: 58
EASG Calmar Ratio Rank: 62
EASG Martin Ratio Rank: 61

DFSI

DFSI Risk / Return Rank: 77
DFSI Sharpe Ratio Rank: 79
DFSI Sortino Ratio Rank: 78
DFSI Omega Ratio Rank: 79
DFSI Calmar Ratio Rank: 74
DFSI Martin Ratio Rank: 75

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	1.09	1.46	-0.37
Sortino ratio Return per unit of downside risk	1.58	2.02	-0.44
Omega ratio Gain probability vs. loss probability	1.21	1.30	-0.09
Calmar ratio Return relative to maximum drawdown	1.55	1.90	-0.36
Martin ratio Return relative to average drawdown	5.90	7.87	-1.97
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 1.09, which is comparable to the DFSI Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of EASG and DFSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EASG	DFSI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	1.46	-0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	1.31	-0.85

Correlation

The correlation between EASG and DFSI is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

EASG vs. DFSI - Dividend Comparison

EASG's dividend yield for the trailing twelve months is around 4.19%, more than DFSI's 2.28% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF	4.19%	4.18%	2.93%	2.51%	2.47%	2.69%	1.70%	2.94%	0.85%
DFSI Dimensional International Sustainability Core 1 ETF	2.28%	2.23%	2.39%	2.10%	0.18%	0.00%	0.00%	0.00%	0.00%

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 (5Y) Largest decline over 5 years	-31.42%	—	—
Current Drawdown Current decline from peak	-8.46%	-8.97%	+0.51%
Average Drawdown Average peak-to-trough decline	-6.27%	-2.56%	-3.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.08%	2.96%	+0.12%

Volatility

EASG vs. DFSI - Volatility Comparison

The current volatility for Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) is 7.84%, while Dimensional International Sustainability Core 1 ETF (DFSI) has a volatility of 8.32%. This indicates that EASG experiences smaller price fluctuations and is considered to be less risky 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	7.84%	8.32%	-0.48%
Volatility (6M) Calculated over the trailing 6-month period	11.63%	11.20%	+0.43%
Volatility (1Y) Calculated over the trailing 1-year period	17.83%	16.90%	+0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.51%	15.04%	+1.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.35%	15.04%	+3.31%