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Long before the model girlfriends and yacht-bound vacations, Leonardo DiCaprio was an average kid trying to get by in a rough section of Hollywood.

"I never belonged," he tells Parade in the magazine's latest cover story. These days, Leo's daily life revolves less around trying to avoid fist-fights and more around how he can champion efforts to stop climate change and whether his performance in "The Revenant" can nab him a Golden Globe or Oscar.

"Acting always represented a way out for me," he explains. "I saw many things in the neighborhoods where I grew up that were pretty terrifying. Acting takes you away from reality. Being able to escape was important. Movies do that for me. Two hours inside of a theater can transport you into a completely other universe. To me, that's the beauty of movies."

In "The Revenant," Leo, 41, plays a real-life, 1820s-era fur trapper whose team bails on him while he's injured, leaving him forced to journey home through the elements on his own. The film features few women, Parade's writer points out, and a whole lot of "gruesome" behavior on the part of the male characters.

"This represents the savagery of a lawless culture. Women have been the most persecuted people throughout all of recorded history, more than any race or religion," says Leo, who's spent more time speaking out about environmental issues than feminism -- perhaps in part because of the rotating roster of young, blond beauties who seem to appear regularly on his arm.

But despite Leo's recent split from model Kelly Rohrbach, he hasn't ruled out settling down.

"The truth is, you can't predict marriage," he says. "You can't plan it. It's just going to happen when it happens."

Asked why he's so concerned with matters like wildlife protection when he could "have all the women" he wants and "do whatever" he likes, Leo -- who considered becoming a marine biologist as a kid -- asserts that there's more to life than wealth and fame.

"Because the idea of pursuing material objects your whole life is absolutely soulless," he says. "Steve Jobs sat on his deathbed talking about how greed and wealth is the root problem of everything. I believe that too. My career has given me so much from a material standpoint. I feel that I absolutely need to give back in whatever capacity I can. It's my moral obligation."

As for the fame aspect of his life, Leo knows acting -- and the celebrity status that comes with it -- is a choice.

"I love making movies. I feel lucky and fortunate to do it, and it is absolutely worth sacrificing a lot of my private life. I don't think anyone [famous] ever really gets used to it. It's always surreal. At the end of the day, there are people with much harder jobs who sacrifice a lot more of their own lives to do them, people in the armed forces. I don't want to hear myself complain about the hardships of being famous -- because I do have the freedom to stop, if I wanted to."