FlexShares STOXX Global ESG Select Index Fund (ESGG)
ESGG is a passive ETF by Northern Trust tracking the investment results of the STOXX Global ESG Select KPIs Index. ESGG launched on Jul 13, 2016 and has a 0.42% expense ratio.
ETF Info
| ISIN | US33939L6882 |
|---|---|
| CUSIP | 33939L688 |
| Issuer | Northern Trust |
| Inception Date | Jul 13, 2016 |
| Region | Developed Markets (Broad) |
| Category | Large Cap Growth Equities |
| Leveraged | 1x |
| Index Tracked | STOXX Global ESG Select KPIs Index |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
ESGG features an expense ratio of 0.42%, falling within the medium range.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: ESGG vs. VOO, ESGG vs. GGRG.L, ESGG vs. CGW, ESGG vs. SCHD, ESGG vs. XLG, ESGG vs. OMFL, ESGG vs. GABF, ESGG vs. VUG
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.
Returns By Period
FlexShares STOXX Global ESG Select Index Fund had a return of 15.73% year-to-date (YTD) and 23.26% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 15.73% | 25.48% |
| 1 month | -1.81% | 2.14% |
| 6 months | 4.98% | 12.76% |
| 1 year | 23.26% | 33.14% |
| 5 years (annualized) | 12.36% | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of ESGG, 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 | 1.65% | 4.88% | 2.34% | -4.20% | 4.12% | 2.00% | 0.83% | 3.05% | 1.27% | -3.14% | 15.73% | ||
| 2023 | 7.26% | -2.24% | 4.11% | 2.92% | -1.18% | 5.16% | 2.98% | -2.34% | -3.99% | -1.90% | 8.68% | 4.47% | 25.57% |
| 2022 | -4.95% | -3.74% | 2.58% | -8.37% | 1.02% | -9.24% | 7.81% | -4.87% | -9.27% | 7.00% | 8.40% | -4.43% | -18.66% |
| 2021 | -0.27% | 1.93% | 3.60% | 4.39% | 1.79% | 1.84% | 1.14% | 3.08% | -3.81% | 5.83% | -1.77% | 4.17% | 23.76% |
| 2020 | -0.05% | -9.04% | -11.19% | 10.64% | 3.87% | 3.60% | 4.27% | 7.49% | -4.27% | -3.41% | 12.35% | 4.80% | 17.32% |
| 2019 | 6.72% | 3.44% | 1.60% | 4.09% | -5.82% | 6.67% | 0.82% | -3.62% | 3.88% | 2.35% | 2.82% | 3.61% | 29.10% |
| 2018 | 5.53% | -3.77% | -2.01% | 0.58% | 0.68% | -0.45% | 3.54% | 2.24% | 0.40% | -7.54% | 0.23% | -7.33% | -8.43% |
| 2017 | 2.80% | 2.42% | 1.37% | 1.63% | 2.22% | 0.29% | 2.35% | 0.57% | 2.12% | 2.29% | 1.97% | 1.36% | 23.59% |
| 2016 | 0.00% | 1.72% | 0.58% | -1.80% | 0.62% | 3.37% | 4.50% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ESGG is 68, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Dividends
Dividend History
FlexShares STOXX Global ESG Select Index Fund provided a 1.64% dividend yield over the last twelve months, with an annual payout of $2.80 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.80 | $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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $1.25 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $2.04 | |
| 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 | $2.59 |
| 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 | $2.22 |
| 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 | $2.04 |
| 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 | $1.70 |
| 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 | $2.10 |
| 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 | $1.81 |
| 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 | $1.62 |
| 2016 | $0.23 | $0.00 | $0.00 | $0.45 | $0.68 |
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 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 1.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.31% | Feb 13, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
| -27.57% | Jan 5, 2022 | 194 | Oct 12, 2022 | 298 | Dec 19, 2023 | 492 |
| -19.58% | Jan 29, 2018 | 218 | Dec 24, 2018 | 116 | Jun 20, 2019 | 334 |
| -9.24% | Sep 3, 2020 | 41 | Oct 30, 2020 | 8 | Nov 11, 2020 | 49 |
| -8.39% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
Volatility
Volatility Chart
The current FlexShares STOXX Global ESG Select Index Fund volatility is 3.18%, 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.