PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FlexShares STOXX Global ESG Select Index Fund (ESG...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33939L6882
CUSIP33939L688
IssuerNorthern Trust
Inception DateJul 13, 2016
RegionDeveloped Markets (Broad)
CategoryLarge Cap Growth Equities
Index TrackedSTOXX Global ESG Select KPIs Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The FlexShares STOXX Global ESG Select Index Fund has a high expense ratio of 0.42%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.42%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FlexShares STOXX Global ESG Select Index Fund

Popular comparisons: ESGG vs. VOO, ESGG vs. CGW, ESGG vs. SCHD, ESGG vs. GGRG.L, ESGG vs. XLG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FlexShares STOXX Global 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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
16.18%
16.40%
ESGG (FlexShares STOXX Global ESG Select Index Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

FlexShares STOXX Global ESG Select Index Fund had a return of 4.54% year-to-date (YTD) and 17.46% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.54%5.29%
1 month-2.54%-2.47%
6 months16.18%16.40%
1 year17.46%20.88%
5 years (annualized)11.59%11.60%
10 years (annualized)N/A10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.65%4.88%2.34%
2023-3.99%-1.90%8.68%4.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ESGG is 76, placing it in the top 24% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of ESGG is 7676
FlexShares STOXX Global ESG Select Index Fund(ESGG)
The Sharpe Ratio Rank of ESGG is 7676Sharpe Ratio Rank
The Sortino Ratio Rank of ESGG is 7676Sortino Ratio Rank
The Omega Ratio Rank of ESGG is 7676Omega Ratio Rank
The Calmar Ratio Rank of ESGG is 7979Calmar Ratio Rank
The Martin Ratio Rank of ESGG is 7575Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FlexShares STOXX Global ESG Select Index Fund (ESGG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ESGG
Sharpe ratio
The chart of Sharpe ratio for ESGG, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.005.001.54
Sortino ratio
The chart of Sortino ratio for ESGG, currently valued at 2.27, compared to the broader market-2.000.002.004.006.008.002.27
Omega ratio
The chart of Omega ratio for ESGG, currently valued at 1.27, compared to the broader market1.001.502.002.501.27
Calmar ratio
The chart of Calmar ratio for ESGG, currently valued at 1.41, compared to the broader market0.002.004.006.008.0010.0012.001.41
Martin ratio
The chart of Martin ratio for ESGG, currently valued at 6.19, compared to the broader market0.0020.0040.0060.0080.006.19
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.005.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0020.0040.0060.0080.007.21

Sharpe Ratio

The current FlexShares STOXX Global ESG Select Index Fund Sharpe ratio is 1.54. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.54
1.79
ESGG (FlexShares STOXX Global ESG Select Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

FlexShares STOXX Global ESG Select Index Fund granted a 1.64% dividend yield in the last twelve months. The annual payout for that period amounted to $2.56 per share.


PeriodTTM20232022202120202019201820172016
Dividend$2.56$2.59$2.22$2.04$1.70$2.10$1.81$1.62$0.68

Dividend yield

1.64%1.73%1.83%1.34%1.36%1.94%2.12%1.71%0.87%

Monthly Dividends

The table displays the monthly dividend distributions for FlexShares STOXX Global ESG Select Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.27
2023$0.00$0.00$0.30$0.00$0.00$1.06$0.00$0.00$0.46$0.00$0.00$0.76
2022$0.00$0.00$0.35$0.00$0.00$1.00$0.00$0.00$0.48$0.00$0.00$0.39
2021$0.00$0.00$0.32$0.00$0.00$0.68$0.00$0.00$0.41$0.00$0.00$0.63
2020$0.00$0.00$0.38$0.00$0.00$0.49$0.00$0.00$0.38$0.00$0.00$0.45
2019$0.00$0.00$0.46$0.00$0.00$0.77$0.00$0.00$0.39$0.00$0.00$0.48
2018$0.00$0.00$0.31$0.00$0.00$0.69$0.00$0.00$0.41$0.00$0.00$0.40
2017$0.00$0.00$0.30$0.00$0.00$0.68$0.00$0.00$0.36$0.00$0.00$0.29
2016$0.23$0.00$0.00$0.45

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.19%
-4.42%
ESGG (FlexShares STOXX Global ESG Select Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FlexShares STOXX Global 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 Global ESG Select Index Fund was 32.31%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current FlexShares STOXX Global ESG Select Index Fund drawdown is 4.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.31%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-27.57%Jan 5, 2022194Oct 12, 2022298Dec 19, 2023492
-19.58%Jan 29, 2018218Dec 24, 2018116Jun 20, 2019334
-9.24%Sep 3, 202041Oct 30, 20208Nov 11, 202049
-5.89%Jul 16, 201922Aug 14, 201919Sep 12, 201941

Volatility

Volatility Chart

The current FlexShares STOXX Global ESG Select Index Fund volatility is 3.03%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.03%
3.35%
ESGG (FlexShares STOXX Global ESG Select Index Fund)
Benchmark (^GSPC)