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
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.
Returns By Period
FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) returned 11.50% year-to-date (YTD) and 8.96% over the past 12 months.
FEDM
11.50%
8.80%
7.23%
8.96%
N/A
N/A
^GSPC (Benchmark)
-3.77%
3.72%
-5.60%
8.55%
14.11%
10.45%
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% | 1.23% | 11.50% | |||||||
| 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.
Dividends
Dividend History
FlexShares ESG & Climate Developed Markets ex-US Core Index Fund provided a 2.70% 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 | 2.70% | 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.
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 0.44%.
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 current FlexShares ESG & Climate Developed Markets ex-US Core Index Fund volatility is 4.77%, 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.