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Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB)
Cboe US - Cboe US Real-time price. Currency in USD
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16.75
-0.05
(-0.27%)
At close: 02:42PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
ESEB
Category average
5 years
ESEB
Category average
10 years
ESEB
Category average
Alpha
2.17
1.92
-1.96
1.64
0
1.38
BETA
1.28
1.03
1.14
1.04
0
1.01
Mean annual return
-0.2
-0.13
-0.12
0.13
0
0.22
R-squared
66.44
56.83
33.41
31.79
0
26.97
Standard deviation
11.38
10.26
12.24
11.84
0
9.59
Sharpe ratio
-0.46
-0.48
-0.29
-0.04
0
0.14
Treynor ratio
-4.52
-5.57
-3.72
-1.41
0
0.98
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