- ISIN
- US33939L6965
- CUSIP
- 33939L696
- Issuer
- Northern Trust
- Inception Date
- Jul 13, 2016
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- STOXX USA ESG Select KPIs Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $129M
Share Price Chart
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Performance
ESG Performance Chart
FlexShares STOXX US ESG Select Index Fund (ESG) is up 10.3% since the beginning of the year. ESG is currently trading at $174 per share. Investors who bought $1,000 worth of ESG shares 5 years ago would now be looking at an investment worth $1,779.
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Returns By Period
FlexShares STOXX US ESG Select Index Fund (ESG) has returned 10.25% so far this year and 22.45% over the past 12 months.
FlexShares STOXX US ESG Select Index Fund
- 1D
- 0.40%
- 1M
- 1.94%
- YTD
- 10.25%
- 6M
- 10.80%
- 1Y
- 22.45%
- 3Y*
- 19.24%
- 5Y*
- 12.21%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.50%
- 1M
- -0.17%
- YTD
- 8.56%
- 6M
- 8.85%
- 1Y
- 22.93%
- 3Y*
- 19.37%
- 5Y*
- 11.84%
- 10Y*
- 13.61%
ESG Monthly Returns History
Based on dividend-adjusted daily data since Jul 14, 2016, ESG's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.
Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +13.5%, while the worst month was Mar 2020 at -10.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ESG closed higher 51% of trading days. The best single day was Jul 7, 2017 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -10.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.76% | -0.68% | -4.95% | 9.13% | 6.14% | -0.91% | 10.25% | ||||||
| 2025 | 4.36% | -0.77% | -5.66% | -1.12% | 6.05% | 4.51% | 0.71% | 1.91% | 2.59% | 1.51% | 0.29% | 1.09% | 16.04% |
| 2024 | 1.49% | 5.49% | 2.14% | -4.55% | 3.04% | 3.38% | 1.47% | 2.53% | 2.10% | -1.79% | 6.49% | -2.66% | 20.22% |
| 2023 | 6.98% | -2.13% | 3.56% | 2.09% | 0.21% | 6.72% | 3.18% | -1.19% | -4.10% | -2.51% | 8.78% | 4.17% | 27.86% |
| 2022 | -4.99% | -4.31% | 4.09% | -9.63% | 0.39% | -9.55% | 10.07% | -4.22% | -8.81% | 8.22% | 5.29% | -5.82% | -19.89% |
| 2021 | -0.41% | 2.64% | 4.47% | 4.82% | 0.46% | 2.78% | 2.23% | 3.09% | -4.46% | 6.94% | -0.96% | 4.26% | 28.48% |
Benchmark Metrics
FlexShares STOXX US ESG Select Index Fund has an annualized alpha of 2.66%, beta of 0.92, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since July 14, 2016.
- This ETF captured 104.06% of S&P 500 Index gains but only 97.61% of its losses - a favorable profile for investors.
- This ETF generated an annualized alpha of 2.66% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.92 and R2 of 0.81, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.66%
- Beta
- 0.92
- R²
- 0.81
- Upside Capture
- 104.06%
- Downside Capture
- 97.61%
Expense Ratio
ESG has an expense ratio of 0.32%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ESG ranks 64 for risk / return — better than 64% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for FlexShares STOXX US ESG Select Index Fund (ESG) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.53 | +0.07 |
| Martin ratioReturn relative to average drawdown | 11.00 | 11.37 | -0.37 |
Dividends
Dividend History
FlexShares STOXX US ESG Select Index Fund provided a 0.88% dividend yield over the last twelve months, with an annual payout of $1.54 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.54 | $1.52 | $1.63 | $1.28 | $1.26 | $1.20 | $1.22 | $1.16 | $1.02 | $0.97 | $0.48 |
Dividend yield | 0.88% | 0.96% | 1.18% | 1.10% | 1.38% | 1.03% | 1.33% | 1.51% | 1.72% | 1.52% | 0.92% |
Monthly Dividends
The table displays the monthly dividend distributions for FlexShares STOXX US ESG Select Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.00 | $0.28 | ||||||
| 2025 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.47 | $1.52 |
| 2024 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.51 | $1.63 |
| 2023 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.39 | $1.28 |
| 2022 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.38 | $1.26 |
| 2021 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.36 | $1.20 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the FlexShares STOXX US ESG Select Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the FlexShares STOXX US ESG Select Index Fund was 32.53%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current FlexShares STOXX US ESG Select Index Fund drawdown is 2.18%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -32.53%Mar 2020 | 1mo 2d | 4mo 16d | 5mo 18dFeb 2020 - Aug 2020 |
Bear market2022 | -26.04%Oct 2022 | 9mo 10d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -18.71%Dec 2018 | 2mo 21d | 3mo 19d | 6mo 10dOct 2018 - Apr 2019 |
2025 selloff2025 | -18.32%Apr 2025 | 1mo 17d | 2mo 19d | 4mo 6dFeb 2025 - Jun 2025 |
2017 correction2017 | -13.41%Jul 2017 | 7d | 5mo 28d | 6mo 5dJul 2017 - Jan 2018 |
Drawdown Indicators
| ESG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.53% | -56.78% | +24.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -9.10% | +0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -18.32% | -18.90% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -25.43% | -0.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.18% | -2.34% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -10.72% | +5.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.02% | +0.03% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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