FlexShares STOXX US ESG Select Index Fund (ESG)
ESG is a passive ETF by Northern Trust tracking the investment results of the STOXX USA ESG Select KPIs Index. ESG launched on Jul 13, 2016 and has a 0.32% expense ratio.
ETF Info
US33939L6965
33939L696
Jul 13, 2016
North America (U.S.)
1x
STOXX USA ESG Select KPIs Index
Large-Cap
Blend
Expense Ratio
ESG features an expense ratio of 0.32%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FlexShares STOXX US ESG Select Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
FlexShares STOXX US ESG Select Index Fund had a return of 21.09% year-to-date (YTD) and 21.65% in the last 12 months.
ESG
21.09%
0.87%
8.99%
21.65%
14.13%
N/A
^GSPC (Benchmark)
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
Monthly Returns
The table below presents the monthly returns of ESG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.49% | 5.49% | 2.14% | -4.55% | 3.04% | 3.38% | 1.47% | 2.53% | 2.10% | -1.79% | 6.49% | 21.09% | |
| 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% |
| 2020 | 0.14% | -9.27% | -10.92% | 13.48% | 4.71% | 1.94% | 5.20% | 8.91% | -4.61% | -3.09% | 11.60% | 4.21% | 20.75% |
| 2019 | 7.86% | 3.02% | 1.39% | 5.12% | -6.40% | 6.95% | 2.25% | -2.25% | 2.00% | 1.82% | 3.71% | 3.23% | 31.74% |
| 2018 | 5.47% | -3.32% | -3.03% | 0.19% | 2.31% | 0.61% | 3.11% | 3.57% | 0.86% | -6.03% | 1.29% | -9.27% | -5.16% |
| 2017 | 1.40% | 4.10% | 0.31% | 1.10% | 1.25% | 0.75% | 2.73% | 0.24% | 1.15% | 1.66% | 3.07% | 3.49% | 23.35% |
| 2016 | 0.28% | 0.89% | -0.52% | -0.83% | 3.54% | 2.30% | 5.71% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 79, ESG is among the top 21% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for FlexShares STOXX US ESG Select Index Fund (ESG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
FlexShares STOXX US ESG Select Index Fund provided a 1.17% dividend yield over the last twelve months, with an annual payout of $1.63 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.63 | $1.28 | $1.26 | $1.20 | $1.22 | $1.16 | $1.03 | $1.23 | $0.49 |
Dividend yield | 1.17% | 1.10% | 1.38% | 1.03% | 1.33% | 1.51% | 1.73% | 1.93% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |
| 2020 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.35 | $1.22 |
| 2019 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.35 | $1.16 |
| 2018 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.26 | $1.03 |
| 2017 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.32 | $1.23 |
| 2016 | $0.16 | $0.00 | $0.00 | $0.32 | $0.49 |
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.
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 3.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.53% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -26.04% | Jan 4, 2022 | 194 | Oct 11, 2022 | 295 | Dec 13, 2023 | 489 |
| -18.71% | Oct 4, 2018 | 50 | Dec 24, 2018 | 70 | Apr 12, 2019 | 120 |
| -13.41% | Jul 11, 2017 | 5 | Jul 18, 2017 | 84 | Jan 12, 2018 | 89 |
| -10.27% | Jan 30, 2018 | 36 | Apr 2, 2018 | 62 | Aug 6, 2018 | 98 |
Volatility
Volatility Chart
The current FlexShares STOXX US ESG Select Index Fund volatility is 3.67%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.