- ISIN
- US33939L6882
- CUSIP
- 33939L688
- Issuer
- Northern Trust
- Inception Date
- Jul 13, 2016
- Region
- Developed Markets (Broad)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- STOXX Global ESG Select KPIs Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $111M
Highlights
- Avg. Volume (1M)
- 461
- Avg. Volume Value (1M)
- $106.47K
Share Price Chart
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Performance
ESGG Performance Chart
FlexShares STOXX Global ESG Select Index Fund (ESGG) is up 14.3% since the beginning of the year. ESGG is currently trading at $233 per share. Investors who bought $1,000 worth of ESGG shares 5 years ago would now be looking at an investment worth $1,781.
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Returns By Period
FlexShares STOXX Global ESG Select Index Fund (ESGG) has returned 14.33% so far this year and 26.82% over the past 12 months. Over the last decade, ESGG has posted an annualized return of 13.88%, slightly higher than the S&P 500 Index benchmark’s 13.26%.
FlexShares STOXX Global ESG Select Index Fund
- 1D
- -0.39%
- 1M
- 0.86%
- 6M
- 11.46%
- YTD
- 14.33%
- 1Y
- 26.82%
- 3Y*
- 19.42%
- 5Y*
- 12.23%
- 10Y*
- 13.88%
- ALL TIME*
- 13.83%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
ESGG Monthly Returns History
Based on dividend-adjusted daily data since Jul 14, 2016, ESGG's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.
Historically, 72% of months were positive and 28% were negative. The best month was Nov 2020 with a return of +12.4%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ESGG closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -9.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.58% | 0.72% | -5.59% | 8.72% | 6.95% | 0.87% | -0.07% | 14.33% | |||||
| 2025 | 4.80% | 0.47% | -3.86% | 0.28% | 5.70% | 4.92% | 0.60% | 2.16% | 2.62% | 2.05% | 0.76% | 1.58% | 24.01% |
| 2024 | 1.65% | 4.88% | 2.34% | -4.20% | 4.12% | 2.00% | 0.83% | 3.05% | 1.27% | -3.14% | 3.62% | -2.34% | 14.48% |
| 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% |
Benchmark Metrics
FlexShares STOXX Global ESG Select Index Fund has an annualized alpha of 2.54%, beta of 0.85, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since July 14, 2016.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.98%) than losses (91.83%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.54% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.54%
- Beta
- 0.85
- R²
- 0.86
- Upside Capture
- 95.98%
- Downside Capture
- 91.83%
Expense Ratio
ESGG has an expense ratio of 0.42%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ESGG ranks 81 for risk / return — above 81% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for FlexShares STOXX Global ESG Select Index Fund (ESGG) 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.
| ESGG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.25 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 2.00 | +0.76 |
| Martin ratioReturn relative to average drawdown | 11.65 | 8.49 | +3.16 |
Dividends
Dividend History
FlexShares STOXX Global ESG Select Index Fund provided a 1.29% dividend yield over the last twelve months, with an annual payout of $3.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.00 | $2.84 | $3.09 | $2.59 | $2.22 | $2.04 | $1.70 | $2.10 | $1.81 | $1.62 | $0.68 |
Dividend yield | 1.29% | 1.39% | 1.84% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $1.30 | $0.00 | $1.64 | |||||
| 2025 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $1.14 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.89 | $2.84 |
| 2024 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $1.24 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $1.05 | $3.09 |
| 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 |
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 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 0.82%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-32.31%Mar 2020 | 1mo 9d | 4mo 22d | 6mo 1dFeb 2020 - Aug 2020 | COVID crash2020 |
-27.57%Oct 2022 | 9mo 10d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 | Bear market2022 |
-19.58%Dec 2018 | 10mo 29d | 5mo 28d | 1y 4moJan 2018 - Jun 2019 | Rate-hike selloffLate 2018 |
-16.71%Apr 2025 | 1mo 18d | 1mo 11d | 2mo 29dFeb 2025 - May 2025 | 2025 selloff2025 |
-9.24%Oct 2020 | 1mo 27d | 12d | 2mo 9dSep 2020 - Nov 2020 | — |
Drawdown Indicators
| ESGG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.31% | -56.78% | +24.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -9.10% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.71% | -18.90% | +2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | -25.43% | -2.14% |
Max Drawdown (10Y)Largest decline over 10 years | -32.31% | -33.92% | +1.61% |
Current DrawdownCurrent decline from peak | -0.82% | -1.58% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -10.70% | +6.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.14% | +0.03% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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