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FlexShares STOXX US ESG Select Index Fund (ESG) Sharpe Ratio: 1.77

ETF · Currency in USD · Last updated Jul 4, 2026

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.

ESG's Sharpe Ratio of 1.77 indicates that for each unit of volatility, it generates 1.77 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ESG Sharpe Ratio Rank

ESG Sharpe Ratio Rank: 66.667
Above Average

ESG ranks above 66.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

ESG Sharpe Ratio Market Positioning

The chart shows ESG's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.80 or lower
  • Yellow zone (middle 50%): 0.80 to 1.95
  • Green zone (top 25%): 1.95 or higher
  • Top 1%: 6.57+
  • Median: 1.45 — half of all investments score higher

How it compares to other similar ETFs

The table compares FlexShares STOXX US ESG Select Index Fund's Sharpe Ratio with other ETFs in the Large Cap Growth Equities category across multiple time periods, showing how ESG's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DARPGrizzle Growth ETF2.41
NACPImpact Shares NAACP Minority Empowerment ETF2.35
DGROiShares Core Dividend Growth ETF2.28
MFUSPIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF2.16
ROUSHartford Multifactor US Equity ETF2.16
FMTMMarketDesk Focused U.S. Momentum ETF2.14
HLALWahed FTSE USA Shariah ETF2.13
VEGNUS Vegan Climate ETF2.12
QARPXtrackers Russell 1000 US Quality at a Reasonable Price ETF2.12
BIBLInspire 100 ETF2.07
ESGFlexShares STOXX US ESG Select Index Fund1.77

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ESG's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ESG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ESG fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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