How to encrypt an external SD card natively? There are several questions regarding the possibility to encrypt an external SD card on Android. None of them are satisfactory. They either point to a third party solution (e.g. BoxCryptor, Cryptonite, EDS, LUKS Manager) or refer to a ROM specific GUI-way to encrypt. So my question remains: 

How to encrypt an external SD-card with built-in kernel features? There is support for dm-crypt and eCryptfs.



For further reading: 


What is encryption?
Android + encryption on the G1 using cryptsetup and LUKS
How does Android filesystem encryption work?




EDIT:

Since Marshmallow it is now possible to encrypt an external sd-card nativley with aes-cbc-essiv:sha256 as an adoptable storage. Sadly, this makes the internal storage of an android device unusable. In the light of the recent changes introduced in Android 6.0 I want to ask my question again and rephrase it: 

Is it possible to encrypt an external SD-card with aes-cbc-essiv:sha256 without using it as an adoptable storage? 



For further reading:


Decrypting Android M adopted storage
Android 6 semi-adopted storage
How to decrypt Adopted Storage?
Corrupt SD card formatted as internal storage
There is an option in Android 4.2.2 or higher that you can encrypt your SD Card on: Settings > Security > Encrypt SD Card. You need a screen lock to encrypt it. Once you do that, it will be encrypted.