Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FlexShares Morningstar US Market Factor Tilt 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.
Loading graphics...
Returns By Period
FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) has returned -2.73% so far this year and 18.78% over the past 12 months. Over the last decade, TILT has posted an annualized return of 12.78%, slightly higher than the S&P 500 Index benchmark’s 12.16%.
FlexShares Morningstar US Market Factor Tilt Index Fund
- 1D
- 2.64%
- 1M
- -4.75%
- YTD
- -2.73%
- 6M
- 0.23%
- 1Y
- 18.78%
- 3Y*
- 17.01%
- 5Y*
- 9.89%
- 10Y*
- 12.78%
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 22, 2011, TILT's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, your investment would double in approximately 4.9 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +14.2%, while the worst month was Mar 2020 at -17.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TILT closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -11.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.11% | 0.01% | -4.75% | -2.73% | |||||||||
| 2025 | 3.41% | -2.19% | -5.60% | -1.60% | 5.69% | 5.04% | 1.99% | 3.40% | 2.87% | 1.68% | 0.96% | 0.38% | 16.59% |
| 2024 | 0.11% | 4.93% | 3.74% | -4.87% | 4.57% | 1.62% | 3.60% | 1.32% | 1.78% | -0.86% | 7.33% | -4.25% | 19.88% |
| 2023 | 7.91% | -2.27% | 0.34% | 0.54% | -0.27% | 7.62% | 4.29% | -2.26% | -4.89% | -3.53% | 9.34% | 6.79% | 24.70% |
| 2022 | -5.43% | -1.59% | 2.81% | -8.59% | 0.65% | -8.98% | 9.52% | -3.46% | -9.59% | 9.28% | 5.22% | -6.04% | -17.25% |
| 2021 | 1.34% | 4.55% | 4.23% | 4.57% | 1.23% | 1.18% | 0.74% | 2.73% | -3.96% | 6.01% | -1.79% | 4.26% | 27.61% |
Benchmark Metrics
FlexShares Morningstar US Market Factor Tilt Index Fund has an annualized alpha of 1.11%, beta of 0.99, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since September 23, 2011.
- This ETF captured 107.69% of S&P 500 Index gains and 104.66% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- With beta of 0.99 and R² of 0.90, 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
- 1.11%
- Beta
- 0.99
- R²
- 0.90
- Upside Capture
- 107.69%
- Downside Capture
- 104.66%
Expense Ratio
TILT has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
TILT ranks 59 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 Morningstar US Market Factor Tilt Index Fund (TILT) and compare them to a chosen benchmark (S&P 500 Index).
| TILT | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.90 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.39 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.40 | +0.08 |
Martin ratioReturn relative to average drawdown | 7.08 | 6.61 | +0.47 |
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 TILT 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 Morningstar US Market Factor Tilt Index Fund provided a 1.22% dividend yield over the last twelve months, with an annual payout of $2.93 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.93 | $2.86 | $2.65 | $2.62 | $2.38 | $2.12 | $2.16 | $1.96 | $1.97 | $1.74 | $1.54 | $1.66 |
Dividend yield | 1.22% | 1.15% | 1.23% | 1.44% | 1.60% | 1.16% | 1.49% | 1.54% | 1.97% | 1.55% | 1.60% | 1.98% |
Monthly Dividends
The table displays the monthly dividend distributions for FlexShares Morningstar US Market Factor Tilt 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 | $0.52 | $0.52 | |||||||||
| 2025 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.98 | $2.86 |
| 2024 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.69 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $0.87 | $2.65 |
| 2023 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $0.57 | $0.00 | $0.00 | $0.99 | $2.62 |
| 2022 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.81 | $2.38 |
| 2021 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.79 | $2.12 |
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 graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the FlexShares Morningstar US Market Factor Tilt 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 Morningstar US Market Factor Tilt Index Fund was 38.46%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current FlexShares Morningstar US Market Factor Tilt Index Fund drawdown is 6.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.46% | Feb 20, 2020 | 23 | Mar 23, 2020 | 114 | Sep 2, 2020 | 137 |
| -24.12% | Jan 5, 2022 | 186 | Sep 30, 2022 | 303 | Dec 14, 2023 | 489 |
| -21.49% | Sep 21, 2018 | 65 | Dec 24, 2018 | 137 | Jul 12, 2019 | 202 |
| -19.85% | Dec 5, 2024 | 84 | Apr 8, 2025 | 58 | Jul 2, 2025 | 142 |
| -17.58% | Jun 24, 2015 | 161 | Feb 11, 2016 | 106 | Jul 14, 2016 | 267 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...