- ISIN
- US33939L6130
- Issuer
- FlexShares
- Inception Date
- Sep 20, 2021
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Northern Trust ESG & Climate US Large Cap Core Index - Benchmark TR Gross
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $113M
Share Price Chart
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Performance
FEUS Performance Chart
FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) is up 10.6% since the beginning of the year. FEUS is currently trading at $82 per share.
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Returns By Period
FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) has returned 10.56% so far this year and 21.61% over the past 12 months.
FlexShares ESG & Climate US Large Cap Core Index Fund
- 1D
- 0.53%
- 1M
- 2.57%
- 6M
- 9.34%
- YTD
- 10.56%
- 1Y
- 21.61%
- 3Y*
- 19.04%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.42%
- 1M
- 1.94%
- 6M
- 8.74%
- YTD
- 10.66%
- 1Y
- 21.02%
- 3Y*
- 19.50%
- 5Y*
- 11.63%
- 10Y*
- 13.41%
FEUS Monthly Returns History
Based on dividend-adjusted daily data since Sep 21, 2021, FEUS's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2026 with a return of +11.2%, while the worst month was Sep 2022 at -9.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FEUS closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Apr 4, 2025 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.24% | -1.77% | -4.56% | 11.17% | 5.80% | -1.56% | 1.61% | 10.56% | |||||
| 2025 | 2.64% | -1.92% | -5.91% | -1.27% | 6.31% | 4.17% | 2.05% | 2.09% | 3.34% | 2.01% | 0.31% | 0.51% | 14.67% |
| 2024 | 1.85% | 4.40% | 3.15% | -4.31% | 4.57% | 3.85% | 1.52% | 2.05% | 2.14% | -1.45% | 6.10% | -2.40% | 23.10% |
| 2023 | 6.43% | -2.66% | 3.95% | 1.16% | 0.35% | 6.41% | 3.32% | -1.52% | -4.97% | -2.12% | 9.30% | 4.32% | 25.54% |
| 2022 | -5.40% | -3.66% | 4.35% | -8.77% | -0.21% | -8.30% | 8.79% | -3.73% | -9.44% | 8.23% | 5.68% | -6.06% | -19.10% |
| 2021 | -1.69% | 8.06% | -0.85% | 3.84% | 9.37% |
Benchmark Metrics
FlexShares ESG & Climate US Large Cap Core Index Fund has an annualized alpha of 0.20%, beta of 0.98, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since September 21, 2021.
- With beta of 0.98 and R2 of 0.98, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.20%
- Beta
- 0.98
- R²
- 0.98
- Upside Capture
- 102.17%
- Downside Capture
- 102.55%
Expense Ratio
FEUS has an expense ratio of 0.09%, which is considered low.
Return for Risk
Risk / Return Rank
FEUS ranks 62 for risk / return — better than 62% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) 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.
| FEUS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.30 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.28 | -0.06 |
| Martin ratioReturn relative to average drawdown | 8.92 | 9.88 | -0.96 |
Dividends
Dividend History
FlexShares ESG & Climate US Large Cap Core Index Fund provided a 0.98% dividend yield over the last twelve months, with an annual payout of $0.81 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.81 | $0.79 | $0.76 | $0.76 | $0.65 | $0.20 |
Dividend yield | 0.98% | 1.06% | 1.15% | 1.41% | 1.48% | 0.36% |
Monthly Dividends
The table displays the monthly dividend distributions for FlexShares ESG & Climate US Large Cap 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 | $0.17 | $0.00 | $0.00 | $0.22 | $0.00 | $0.39 | |||||
| 2025 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.22 | $0.79 |
| 2024 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.26 | $0.76 |
| 2023 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.26 | $0.76 |
| 2022 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.21 | $0.65 |
| 2021 | $0.20 | $0.20 |
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 US Large Cap 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 US Large Cap Core Index Fund was 25.31%, occurring on Oct 12, 2022. Recovery took 297 trading sessions.
The current FlexShares ESG & Climate US Large Cap Core Index Fund drawdown is 0.51%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -25.31%Oct 2022 | 9mo 16d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
2025 selloff2025 | -19.47%Apr 2025 | 1mo 17d | 2mo 25d | 4mo 12dFeb 2025 - Jul 2025 |
2026 pullback2026 | -9.55%Mar 2026 | 2mo 16d | 17d | 3mo 3dJan 2026 - Apr 2026 |
2024 pullback2024 | -8.82%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 |
2024 pullback2024 | -5.59%Apr 2024 | 18d | 26d | 1mo 14dApr 2024 - May 2024 |
Drawdown Indicators
| FEUS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.31% | -56.78% | +31.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.55% | -9.10% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -19.47% | -18.90% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.51% | -0.45% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -10.71% | +4.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.09% | +0.28% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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