EASG vs. USSG

Last updated Jun 3, 2026

EASG (Xtrackers MSCI EAFE ESG Leaders Equity ETF) and USSG (Xtrackers MSCI USA ESG Leaders Equity ETF) are both exchange-traded funds - EASG is a Foreign Large Cap Equities fund tracking the MSCI EAFE ESG Leaders Index, while USSG is a Large Cap Growth Equities fund tracking the MSCI USA ESG Leaders. Both are passively managed. Over the past 5 years, EASG returned 7.13%/yr vs 14.22%/yr for USSG. A 0.76 correlation means they provide meaningful diversification when combined. EASG charges 0.14%/yr vs 0.10%/yr for USSG.

Performance

EASG vs. USSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Xtrackers MSCI USA ESG Leaders Equity ETF (USSG). 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 lower than USSG's 10.39% return.

EASG

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

USSG

• 1D: -0.41%
• 1M: 4.79%
• YTD: 10.39%
• 6M: 11.42%
• 1Y: 29.67%
• 3Y*: 22.71%
• 5Y*: 14.22%
• 10Y*: —

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

EASG vs. USSG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF	8.96%	25.19%	2.26%	18.80%	-16.94%	11.36%	10.73%	14.91%
USSG Xtrackers MSCI USA ESG Leaders Equity ETF	10.39%	18.97%	23.45%	29.17%	-20.33%	31.83%	18.71%	19.24%

Correlation

The correlation between EASG and USSG is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019	0.76

The correlation between EASG and USSG has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.

EASG vs. USSG - Sectors Allocation Comparison

Sectors	EASG	USSG
Financial Services	23.5%	10.6%
Industrials	18.5%	8.1%
Technology	12.8%	36.9%
Healthcare	10.3%	9.6%
Consumer Cyclical	6.8%	8.6%
Consumer Defensive	6.6%	4.2%
Basic Materials	6.0%	2.1%
Communication Services	5.6%	14.5%
Utilities	4.7%	1.1%
Energy	3.4%	2.1%
Real Estate	2.0%	2.2%

Return for Risk

EASG vs. USSG — 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

USSG

USSG Risk / Return Rank: 63
USSG Sharpe Ratio Rank: 68
USSG Sortino Ratio Rank: 68
USSG Omega Ratio Rank: 66
USSG Calmar Ratio Rank: 52
USSG Martin Ratio Rank: 62

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. USSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Xtrackers MSCI USA ESG Leaders Equity ETF (USSG). 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	USSG	Difference
Sharpe ratio Return per unit of total volatility	1.23	2.28	-1.05
Sortino ratio Return per unit of downside risk	1.78	3.18	-1.40
Omega ratio Gain probability vs. loss probability	1.22	1.40	-0.18
Calmar ratio Return relative to maximum drawdown	1.73	2.66	-0.93
Martin ratio Return relative to average drawdown	6.39	11.41	-5.02
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. USSG - Sharpe Ratio Comparison

The current EASG Sharpe Ratio is 1.23, which is lower than the USSG Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of EASG and USSG, 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	USSG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	2.28	-1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.81	-0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.85	-0.33

Drawdowns

EASG vs. USSG - Drawdown Comparison

The maximum EASG drawdown since its inception was -32.06%, smaller than the maximum USSG drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for EASG and USSG.

Drawdown Indicators

	EASG	USSG	Difference
Max Drawdown Largest peak-to-trough decline	-32.06%	-34.10%	+2.04%
Max Drawdown (1Y) Largest decline over 1 year	-11.74%	-11.20%	-0.54%
Max Drawdown (3Y) Largest decline over 3 years	-16.14%	-20.00%	+3.86%
Max Drawdown (5Y) Largest decline over 5 years	-31.42%	-27.00%	-4.42%
Current Drawdown Current decline from peak	-0.12%	-0.41%	+0.29%
Average Drawdown Average peak-to-trough decline	-6.19%	-5.60%	-0.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	2.61%	+0.56%

Volatility

EASG vs. USSG - Volatility Comparison

Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) has a higher volatility of 5.03% compared to Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) at 3.74%. This indicates that EASG's price experiences larger fluctuations and is considered to be riskier than USSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EASG	USSG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.03%	3.74%	+1.29%
Volatility (6M) Calculated over the trailing 6-month period	12.55%	10.01%	+2.54%
Volatility (1Y) Calculated over the trailing 1-year period	15.57%	13.09%	+2.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.64%	17.59%	-0.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.35%	20.16%	-1.81%

EASG vs. USSG - Expense Ratio Comparison

EASG has a 0.14% expense ratio, which is higher than USSG's 0.10% expense ratio. However, 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. USSG - Dividend Comparison

EASG's dividend yield for the trailing twelve months is around 3.84%, more than USSG's 0.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%
USSG Xtrackers MSCI USA ESG Leaders Equity ETF	0.94%	1.02%	1.13%	1.60%	1.52%	1.13%	1.42%	1.21%	0.00%

Frequently Asked Questions

Can I hold both EASG and USSG in my portfolio?

EASG and USSG have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EASG or USSG?

EASG has higher volatility (5.03%) compared to USSG (3.74%). In terms of maximum drawdown, EASG dropped -32.06% vs USSG's -34.10%.

Which ETF is better, EASG or USSG?

On 5-year performance, USSG leads with 14.22% vs 7.13% for EASG. On fees, USSG is cheaper at 0.10% per year. On volatility, USSG has been the lower-risk option at 3.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EASG or USSG?

Over the 5-year period, USSG has performed better with a 14.22% return vs 7.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EASG or USSG?

USSG is cheaper with a 0.10% expense ratio, compared with 0.14% for EASG.

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

EASG has the higher dividend yield at 3.84%, compared with 0.94% for USSG.

What is the main difference between EASG and USSG?

EASG is categorized as Foreign Large Cap Equities, while USSG is Large Cap Growth Equities. EASG tracks MSCI EAFE ESG Leaders Index, while USSG tracks MSCI USA ESG Leaders. Their fees differ too: 0.14% for EASG and 0.10% for USSG.

Which has better risk-adjusted returns?

USSG currently has the higher Sharpe Ratio (2.28 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.