Xtrackers MSCI USA ESG Leaders Equity ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return N/A
YTD return -2.80%
Beta 3Y 0.00
Total Assets 4.14B
Annual report expense ratio 0.10%

Company description

The index consists of large- and medium-capitalization companies in the U.S. market. The fund invests directly in the component securities of the index in substantially the same weightings in which they are represented in the index. It will normally invest at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in equity securities of issuers incorporated in the United States. It is non-diversified.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Xtrackers MSCI USA ESG Leaders Equity ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Xtrackers MSCI USA ESG Leaders Equity ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Xtrackers MSCI USA ESG Leaders Equity ETF

Here is the result of two systematic investment strategies applied to Xtrackers MSCI USA ESG Leaders Equity ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Xtrackers MSCI USA ESG Leaders Equity ETF

The following chart shows the equity curve of the two systematic investment strategies applied to Xtrackers MSCI USA ESG Leaders Equity ETF:

Xtrackers MSCI USA ESG Leaders Equity ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 16.53% on the backtest period.

Performance at glance

Performance

16.53 %

Latent gain

123.95 $

Invested capital

750.07 $

Annualized return

11.48 %
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Momentum strategy results on Xtrackers MSCI USA ESG Leaders Equity ETF

This is the result of two momentum investment strategies applied to Xtrackers MSCI USA ESG Leaders Equity ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Xtrackers MSCI USA ESG Leaders Equity ETF

The following chart shows all the entries opened by the momentum investment system on Xtrackers MSCI USA ESG Leaders Equity ETF:

Xtrackers MSCI USA ESG Leaders Equity ETF momentum entries
  • The first momentum investment strategy would give 26.64% of return on Xtrackers MSCI USA ESG Leaders Equity ETF. That represents 394.01$ of latent gain with 1478.89$ of employed capital.
  • The second momentum investment strategy would give 15.94% of return on Xtrackers MSCI USA ESG Leaders Equity ETF. That represents 80.13$ of latent gain with 502.55$ of employed capital.
Performance at glance (1Q Momentum)

Performance

26.64 %

Latent gain

394.01 $

Invested capital

1478.89 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

15.94 %

Latent gain

80.13 $

Invested capital

502.55 $

Annualized return

16.6 %

Momentum equity curve on Xtrackers MSCI USA ESG Leaders Equity ETF

The following chart shows the equity curve of the two momentum strategies applied to Xtrackers MSCI USA ESG Leaders Equity ETF:

Xtrackers MSCI USA ESG Leaders Equity ETF momentum equity

Note: the dividends potentially given by Xtrackers MSCI USA ESG Leaders Equity ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Xtrackers MSCI USA ESG Leaders Equity ETF

The following chart shows the employed capital evolution of the two momentum strategies on Xtrackers MSCI USA ESG Leaders Equity ETF since the beginning:

Xtrackers MSCI USA ESG Leaders Equity ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Xtrackers MSCI USA ESG Leaders Equity ETF

Buy the dip entry openings on Xtrackers MSCI USA ESG Leaders Equity ETF

Xtrackers MSCI USA ESG Leaders Equity ETF

The performance achieved by the robo-advisor on Xtrackers MSCI USA ESG Leaders Equity ETF is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows Xtrackers MSCI USA ESG Leaders Equity ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Xtrackers MSCI USA ESG Leaders Equity ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Equity curve of the strategy applied to Xtrackers MSCI USA ESG Leaders Equity ETF

The following chart shows the result of the investment strategy applied to Xtrackers MSCI USA ESG Leaders Equity ETF:

Xtrackers MSCI USA ESG Leaders Equity ETF

Note: the dividends potentially given by Xtrackers MSCI USA ESG Leaders Equity ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Xtrackers MSCI USA ESG Leaders Equity ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on Xtrackers MSCI USA ESG Leaders Equity ETF:

Xtrackers MSCI USA ESG Leaders Equity ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Xtrackers MSCI USA ESG Leaders Equity ETF

In this section, I will compare the three previous investment strategies applied to Xtrackers MSCI USA ESG Leaders Equity ETF.

Equity curve comparison on Xtrackers MSCI USA ESG Leaders Equity ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Xtrackers MSCI USA ESG Leaders Equity ETF investment strategy comparison

Employed capital comparison on Xtrackers MSCI USA ESG Leaders Equity ETF

Xtrackers MSCI USA ESG Leaders Equity ETF investment comparison

Performance comparison on Xtrackers MSCI USA ESG Leaders Equity ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 16.53% 123.95$ 750.07$ 11.48%
Momentum 1 quarter 26.64% 394.01$ 1478.89$ 22.2%
Momentum 2 quarters 15.94% 80.13$ 502.55$ 16.6%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

11.48 %

Momentum 1Q

16.6 %

Momentum 2Q

16.6 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Xtrackers MSCI USA ESG Leaders Equity ETF:

Note: The algorithm computes the probability of correlation between Xtrackers MSCI USA ESG Leaders Equity ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of Xtrackers MSCI USA ESG Leaders Equity ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name Xtrackers MSCI USA ESG Leaders Equity ETF
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker USSG
Market

Xtrackers MSCI USA ESG Leaders Equity ETF ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown