A D♯ Major (D♯) chord contains the notes D#, A#, G. It is built from the major formula 1 - 3 - 5, with D# as the root.
Why does nobody write D♯ major?
Because its key signature would need nine sharps, including a double sharp on F. E♭ major says the same thing with three flats and no accidental gymnastics, so notation settled on it. The chord under your fingers is the same either way — only the page changes.