PortfoliosLab logo
FlexShares Credit-Scored US Corporate Bond Index F...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33939L7617

CUSIP

33939L761

Inception Date

Nov 12, 2014

Region

North America (U.S.)

Leveraged

1x

Index Tracked

NorthernTrustUS Corporate Bond Quality Value Index

Asset Class

Bond

Expense Ratio

SKOR has an expense ratio of 0.22%, which is considered low.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


Loading data...

Returns By Period

FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) returned 2.13% year-to-date (YTD) and 6.60% over the past 12 months. Over the past 10 years, SKOR returned 2.84% annually, underperforming the S&P 500 benchmark at 10.46%.


SKOR

YTD

2.13%

1M

1.45%

6M

1.86%

1Y

6.60%

5Y*

1.83%

10Y*

2.84%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of SKOR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.69%1.32%0.12%0.35%-0.36%2.13%
20240.20%-0.80%1.02%-1.39%1.49%0.51%2.01%1.46%1.23%-1.58%0.96%-0.69%4.43%
20233.03%-2.19%2.00%0.70%-0.84%-0.17%0.86%-0.27%-1.39%-0.85%3.77%2.94%7.64%
2022-1.87%-1.15%-2.43%-3.11%0.91%-2.04%2.68%-2.47%-3.30%-0.45%3.37%-0.24%-9.88%
2021-0.46%-1.09%-0.68%0.78%0.47%0.40%0.69%-0.14%-0.63%-0.50%-0.39%0.16%-1.40%
20201.67%1.01%-4.60%4.00%2.19%1.59%1.40%-0.13%-0.25%0.00%1.35%0.51%8.84%
20192.25%0.25%1.63%0.40%0.88%2.10%0.18%1.88%-0.50%0.24%0.68%0.25%10.69%
2018-1.51%-1.04%0.17%-0.48%0.42%-0.42%0.70%0.47%-0.27%-0.32%-0.19%1.26%-1.24%
20170.50%0.79%-0.08%0.73%1.04%0.23%0.45%0.31%-0.14%0.41%-0.33%0.40%4.39%
20160.71%0.23%1.94%0.88%-0.24%1.27%0.29%0.32%-0.14%-0.46%-2.43%0.33%2.67%
20152.13%-0.49%0.43%0.11%-0.06%-1.08%0.31%0.23%0.96%-0.52%0.23%-0.35%1.86%
20140.30%0.21%0.51%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 92, SKOR is among the top 8% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SKOR is 9292
Overall Rank
The Sharpe Ratio Rank of SKOR is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of SKOR is 9494
Sortino Ratio Rank
The Omega Ratio Rank of SKOR is 9292
Omega Ratio Rank
The Calmar Ratio Rank of SKOR is 8888
Calmar Ratio Rank
The Martin Ratio Rank of SKOR is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

FlexShares Credit-Scored US Corporate Bond Index Fund Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 1.80
  • 5-Year: 0.41
  • 10-Year: 0.55
  • All Time: 0.57

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of FlexShares Credit-Scored US Corporate Bond Index Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

FlexShares Credit-Scored US Corporate Bond Index Fund provided a 4.92% dividend yield over the last twelve months, with an annual payout of $2.36 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$2.36$2.34$1.87$1.19$1.35$1.86$1.84$1.39$1.25$1.37$1.13$0.16

Dividend yield

4.92%4.90%3.90%2.57%2.55%3.38%3.53%2.85%2.46%2.74%2.25%0.31%

Monthly Dividends

The table displays the monthly dividend distributions for FlexShares Credit-Scored US Corporate Bond Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.20$0.19$0.20$0.20$0.79
2024$0.00$0.19$0.18$0.20$0.19$0.20$0.20$0.20$0.20$0.18$0.20$0.39$2.34
2023$0.00$0.12$0.12$0.13$0.14$0.15$0.15$0.16$0.17$0.17$0.18$0.38$1.87
2022$0.00$0.08$0.08$0.09$0.09$0.09$0.09$0.10$0.10$0.10$0.11$0.25$1.19
2021$0.00$0.08$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.07$0.08$0.57$1.35
2020$0.00$0.13$0.11$0.12$0.12$0.11$0.10$0.10$0.10$0.09$0.10$0.78$1.86
2019$0.00$0.15$0.13$0.14$0.14$0.15$0.13$0.14$0.14$0.13$0.13$0.48$1.84
2018$0.00$0.11$0.10$0.12$0.10$0.12$0.12$0.12$0.13$0.12$0.13$0.22$1.39
2017$0.00$0.10$0.10$0.11$0.11$0.11$0.10$0.11$0.11$0.10$0.11$0.21$1.25
2016$0.00$0.09$0.10$0.09$0.11$0.09$0.10$0.10$0.10$0.10$0.10$0.40$1.37
2015$0.00$0.10$0.09$0.10$0.10$0.10$0.10$0.09$0.10$0.06$0.11$0.20$1.13
2014$0.16$0.16

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.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the FlexShares Credit-Scored US Corporate Bond 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 Credit-Scored US Corporate Bond Index Fund was 15.98%, occurring on Mar 19, 2020. Recovery took 48 trading sessions.

The current FlexShares Credit-Scored US Corporate Bond Index Fund drawdown is 0.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.98%Mar 5, 202011Mar 19, 202048May 28, 202059
-15.13%Aug 4, 2021307Oct 20, 2022469Sep 4, 2024776
-4.09%Dec 19, 201793May 17, 2018141Jan 30, 2019234
-3.84%Sep 8, 201663Dec 16, 2016107May 31, 2017170
-3.52%Apr 7, 201530Jun 10, 2015174Mar 18, 2016204

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...