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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FlexShares ESG & Climate Developed Markets ex-US Core 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.
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Returns By Period
FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) has returned -0.76% so far this year and 18.98% over the past 12 months.
FlexShares ESG & Climate Developed Markets ex-US Core Index Fund
- 1D
- 3.52%
- 1M
- -8.11%
- YTD
- -0.76%
- 6M
- 3.32%
- 1Y
- 18.98%
- 3Y*
- 11.96%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Sep 21, 2021, FEDM's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, your investment would double in approximately 9.7 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2022 with a return of +12.7%, while the worst month was Sep 2022 at -9.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FEDM closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +7.6%, while the worst single day was Apr 4, 2025 at -6.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.87% | 3.98% | -8.11% | -0.76% | |||||||||
| 2025 | 4.10% | 1.76% | -0.13% | 4.11% | 4.66% | 1.82% | -2.23% | 3.65% | 2.43% | 0.11% | 1.85% | 2.11% | 26.85% |
| 2024 | -0.48% | 1.75% | 3.09% | -2.89% | 5.04% | -1.74% | 2.83% | 3.88% | 1.37% | -5.41% | -0.73% | -3.32% | 2.85% |
| 2023 | 8.81% | -3.22% | 2.84% | 3.34% | -4.81% | 4.44% | 2.38% | -3.72% | -4.13% | -2.85% | 9.05% | 5.39% | 17.39% |
| 2022 | -3.51% | -3.24% | 0.64% | -6.51% | 1.61% | -8.95% | 5.30% | -6.54% | -9.53% | 6.06% | 12.73% | -2.04% | -15.25% |
| 2021 | -1.71% | 3.96% | -4.69% | 4.60% | 1.87% |
Benchmark Metrics
FlexShares ESG & Climate Developed Markets ex-US Core Index Fund has an annualized alpha of -0.34%, beta of 0.73, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since September 22, 2021.
- This ETF participated in 88.90% of S&P 500 Index downside but only 76.33% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.34%
- Beta
- 0.73
- R²
- 0.61
- Upside Capture
- 76.33%
- Downside Capture
- 88.90%
Expense Ratio
FEDM has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
FEDM ranks 57 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) and compare them to a chosen benchmark (S&P 500 Index).
| FEDM | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.90 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.39 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.40 | +0.13 |
Martin ratioReturn relative to average drawdown | 5.82 | 6.61 | -0.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FEDM risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
FlexShares ESG & Climate Developed Markets ex-US Core Index Fund provided a 3.02% dividend yield over the last twelve months, with an annual payout of $1.76 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $1.76 | $1.75 | $1.41 | $1.25 | $1.07 | $0.32 |
Dividend yield | 3.02% | 2.97% | 2.94% | 2.61% | 2.53% | 0.62% |
Monthly Dividends
The table displays the monthly dividend distributions for FlexShares ESG & Climate Developed Markets ex-US Core 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 | $0.16 | $0.16 | |||||||||
| 2025 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.80 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.54 | $1.75 |
| 2024 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.70 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.30 | $1.41 |
| 2023 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.25 | $1.25 |
| 2022 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.19 | $1.07 |
| 2021 | $0.32 | $0.32 |
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 ESG & Climate Developed Markets ex-US Core 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 ESG & Climate Developed Markets ex-US Core Index Fund was 29.37%, occurring on Sep 27, 2022. Recovery took 361 trading sessions.
The current FlexShares ESG & Climate Developed Markets ex-US Core Index Fund drawdown is 8.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.37% | Nov 9, 2021 | 222 | Sep 27, 2022 | 361 | Mar 6, 2024 | 583 |
| -14.24% | Sep 27, 2024 | 132 | Apr 8, 2025 | 17 | May 2, 2025 | 149 |
| -11.92% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
| -7.09% | Jul 15, 2024 | 16 | Aug 5, 2024 | 12 | Aug 21, 2024 | 28 |
| -4.97% | Oct 22, 2025 | 21 | Nov 19, 2025 | 23 | Dec 23, 2025 | 44 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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