FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM)
FEDM is a passive ETF by FlexShares tracking the investment results of the Northern Trust ESG & Climate Developed Markets ex-US Core Index - Benchmark TR Net. FEDM launched on Sep 20, 2021 and has a 0.12% expense ratio.
ETF Info
US33939L5975
Sep 20, 2021
Developed Markets (Broad)
1x
Northern Trust ESG & Climate Developed Markets ex-US Core Index - Benchmark TR Net
Large-Cap
Blend
Expense Ratio
FEDM has an expense ratio of 0.12%, which is considered low.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) returned 15.24% year-to-date (YTD) and 13.32% over the past 12 months.
FEDM
15.24%
4.55%
12.82%
13.32%
9.62%
N/A
N/A
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of FEDM, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.10% | 1.76% | -0.13% | 4.11% | 4.62% | 15.24% | |||||||
| 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% | 2.86% |
| 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 | -3.50% | -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% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FEDM is 64, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts 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 (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
FlexShares ESG & Climate Developed Markets ex-US Core Index Fund provided a 2.61% dividend yield over the last twelve months, with an annual payout of $1.44 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|
| Dividend | $1.44 | $1.41 | $1.25 | $1.06 | $0.32 |
Dividend yield | 2.61% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.15 | |||||||
| 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 | $1.06 |
| 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 0.37%.
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 |
| -7.09% | Jul 15, 2024 | 16 | Aug 5, 2024 | 12 | Aug 21, 2024 | 28 |
| -4.87% | Mar 28, 2024 | 15 | Apr 18, 2024 | 15 | May 9, 2024 | 30 |
| -3.77% | Sep 24, 2021 | 9 | Oct 6, 2021 | 10 | Oct 20, 2021 | 19 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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