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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FlexShares ESG & Climate Investment Grade Corporate 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 Investment Grade Corporate Core Index Fund (FEIG) has returned -0.26% so far this year and 4.83% over the past 12 months.
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund
- 1D
- 0.63%
- 1M
- -1.70%
- YTD
- -0.26%
- 6M
- 0.40%
- 1Y
- 4.83%
- 3Y*
- 4.39%
- 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, FEIG's average daily return is 0.00%, while the average monthly return is -0.01%.
Historically, 49% of months were positive and 51% were negative. The best month was Nov 2023 with a return of +6.3%, while the worst month was Apr 2022 at -5.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.
On a daily basis, FEIG closed higher 51% of trading days. The best single day was Nov 10, 2022 with a return of +2.8%, while the worst single day was Jun 13, 2022 at -2.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.28% | 1.18% | -1.70% | -0.26% | |||||||||
| 2025 | 0.43% | 1.95% | -0.27% | -0.01% | -0.04% | 1.96% | -0.09% | 1.03% | 1.51% | 0.26% | 0.79% | -0.39% | 7.31% |
| 2024 | -0.35% | -1.37% | 1.18% | -2.74% | 2.22% | 0.39% | 2.26% | 1.70% | 1.79% | -2.53% | 1.45% | -2.08% | 1.75% |
| 2023 | 4.33% | -3.38% | 3.13% | 0.60% | -1.46% | 0.41% | 0.23% | -0.92% | -2.80% | -1.83% | 6.26% | 4.20% | 8.57% |
| 2022 | -3.25% | -1.86% | -2.56% | -5.73% | 1.53% | -3.00% | 3.74% | -3.83% | -5.22% | -0.89% | 5.49% | -0.96% | -15.91% |
| 2021 | -1.61% | 0.41% | -0.20% | -0.05% | -1.46% |
Benchmark Metrics
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund has an annualized alpha of -1.74%, beta of 0.15, and R² of 0.12 versus S&P 500 Index. Calculated based on daily prices since September 22, 2021.
- This ETF participated in 56.51% of S&P 500 Index downside but only 27.72% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.15 may look defensive, but with R² of 0.12 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.12 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -1.74%
- Beta
- 0.15
- R²
- 0.12
- Upside Capture
- 27.72%
- Downside Capture
- 56.51%
Expense Ratio
FEIG has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
FEIG ranks 50 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 Investment Grade Corporate Core Index Fund (FEIG) and compare them to a chosen benchmark (S&P 500 Index).
| FEIG | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.90 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.39 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.40 | +0.34 |
Martin ratioReturn relative to average drawdown | 5.18 | 6.61 | -1.43 |
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 FEIG 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 Investment Grade Corporate Core Index Fund provided a 4.80% dividend yield over the last twelve months, with an annual payout of $1.96 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $1.96 | $2.00 | $1.88 | $1.75 | $1.20 | $0.27 |
Dividend yield | 4.80% | 4.84% | 4.65% | 4.21% | 2.99% | 0.55% |
Monthly Dividends
The table displays the monthly dividend distributions for FlexShares ESG & Climate Investment Grade Corporate 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 | $0.17 | $0.15 | $0.31 | |||||||||
| 2025 | $0.00 | $0.17 | $0.17 | $0.17 | $0.16 | $0.18 | $0.16 | $0.17 | $0.17 | $0.16 | $0.17 | $0.32 | $2.00 |
| 2024 | $0.00 | $0.13 | $0.13 | $0.16 | $0.16 | $0.16 | $0.16 | $0.17 | $0.17 | $0.16 | $0.16 | $0.32 | $1.88 |
| 2023 | $0.00 | $0.14 | $0.12 | $0.13 | $0.13 | $0.14 | $0.14 | $0.15 | $0.15 | $0.21 | $0.14 | $0.30 | $1.75 |
| 2022 | $0.00 | $0.08 | $0.08 | $0.09 | $0.09 | $0.09 | $0.09 | $0.10 | $0.13 | $0.13 | $0.11 | $0.21 | $1.20 |
| 2021 | $0.11 | $0.16 | $0.27 |
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 Investment Grade Corporate 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 Investment Grade Corporate Core Index Fund was 22.26%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current FlexShares ESG & Climate Investment Grade Corporate Core Index Fund drawdown is 2.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.26% | Sep 23, 2021 | 272 | Oct 20, 2022 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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