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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FlexShares Morningstar Developed Markets ex-US Factor Tilt, 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 Morningstar Developed Markets ex-US Factor Tilt (TLTD) has returned 1.50% so far this year and 30.17% over the past 12 months. Over the last ten years, TLTD has returned 9.23% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
FlexShares Morningstar Developed Markets ex-US Factor Tilt
- 1D
- 3.03%
- 1M
- -8.32%
- YTD
- 1.50%
- 6M
- 7.64%
- 1Y
- 30.17%
- 3Y*
- 17.62%
- 5Y*
- 9.49%
- 10Y*
- 9.23%
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 Oct 2, 2012, TLTD's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, your investment would double in approximately 7.9 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +15.6%, while the worst month was Mar 2020 at -17.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, TLTD closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +7.4%, while the worst single day was Mar 12, 2020 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.13% | 5.30% | -8.32% | 1.50% | |||||||||
| 2025 | 3.65% | 2.92% | 2.11% | 4.05% | 4.76% | 3.83% | -0.88% | 5.26% | 2.41% | 0.42% | 2.28% | 3.25% | 39.69% |
| 2024 | -1.24% | 2.06% | 4.31% | -2.68% | 4.66% | -2.64% | 3.66% | 2.49% | 1.46% | -5.20% | 0.89% | -2.52% | 4.78% |
| 2023 | 8.92% | -3.20% | 1.49% | 2.45% | -4.42% | 4.43% | 4.05% | -3.60% | -3.45% | -3.15% | 7.79% | 5.95% | 17.19% |
| 2022 | -2.70% | -2.56% | -0.08% | -6.63% | 2.03% | -9.42% | 5.12% | -5.18% | -9.59% | 5.22% | 12.36% | -0.96% | -13.74% |
| 2021 | -0.64% | 3.86% | 3.04% | 2.90% | 3.75% | -1.37% | 0.24% | 1.56% | -2.96% | 2.92% | -5.38% | 4.77% | 12.84% |
Benchmark Metrics
FlexShares Morningstar Developed Markets ex-US Factor Tilt has an annualized alpha of -0.98%, beta of 0.78, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since October 03, 2012.
- This ETF participated in 93.13% of S&P 500 Index downside but only 78.03% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.98%
- Beta
- 0.78
- R²
- 0.68
- Upside Capture
- 78.03%
- Downside Capture
- 93.13%
Expense Ratio
TLTD has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TLTD ranks 85 for risk / return — in the top 85% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) and compare them to a chosen benchmark (S&P 500 Index).
| TLTD | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.78 | 0.90 | +0.89 |
Sortino ratioReturn per unit of downside risk | 2.40 | 1.39 | +1.01 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.40 | +1.04 |
Martin ratioReturn relative to average drawdown | 9.90 | 6.61 | +3.30 |
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 TLTD 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 Developed Markets ex-US Factor Tilt provided a 3.29% dividend yield over the last twelve months, with an annual payout of $3.09 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.09 | $3.19 | $2.67 | $2.32 | $1.67 | $2.48 | $1.35 | $2.24 | $1.76 | $1.88 | $1.65 | $1.41 |
Dividend yield | 3.29% | 3.44% | 3.88% | 3.39% | 2.76% | 3.44% | 2.04% | 3.46% | 3.16% | 2.71% | 2.93% | 2.56% |
Monthly Dividends
The table displays the monthly dividend distributions for FlexShares Morningstar Developed Markets ex-US Factor Tilt. 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 | $0.13 | $0.13 | |||||||||
| 2025 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $1.18 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $1.34 | $3.19 |
| 2024 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $1.15 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $1.02 | $2.67 |
| 2023 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $1.01 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.87 | $2.32 |
| 2022 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $1.05 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.17 | $1.67 |
| 2021 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $1.24 | $2.48 |
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 Morningstar Developed Markets ex-US Factor Tilt. 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 Developed Markets ex-US Factor Tilt was 40.62%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
The current FlexShares Morningstar Developed Markets ex-US Factor Tilt drawdown is 8.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.62% | Jan 29, 2018 | 541 | Mar 23, 2020 | 200 | Jan 6, 2021 | 741 |
| -28.96% | Sep 7, 2021 | 278 | Oct 12, 2022 | 347 | Mar 1, 2024 | 625 |
| -24.88% | Jul 3, 2014 | 406 | Feb 11, 2016 | 302 | Apr 25, 2017 | 708 |
| -13.1% | Mar 20, 2025 | 14 | Apr 8, 2025 | 13 | Apr 28, 2025 | 27 |
| -12.11% | Feb 27, 2026 | 16 | Mar 20, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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