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ESG vs. GQRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESG vs. GQRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX US ESG Select Index Fund (ESG) and FlexShares Global Quality Real Estate Index Fund (GQRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with ESG having a 11.91% return and GQRE slightly higher at 12.43%. Over the past 10 years, ESG has outperformed GQRE with an annualized return of 14.84%, while GQRE has yielded a comparatively lower 3.72% annualized return.


ESG

1D
0.20%
1M
0.58%
6M
9.98%
YTD
11.91%
1Y
22.28%
3Y*
17.88%
5Y*
11.70%
10Y*
14.84%
ALL TIME*
14.86%

GQRE

1D
-0.89%
1M
1.12%
6M
8.03%
YTD
12.43%
1Y
16.70%
3Y*
10.56%
5Y*
2.38%
10Y*
3.72%
ALL TIME*
5.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$141.70K$104.98K$155.55K
$790.86K$616.40K$874.85K

ESG vs. GQRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESG
FlexShares STOXX US ESG Select Index Fund
11.91%16.04%20.22%27.86%-19.89%28.48%20.75%31.74%-5.17%22.78%
GQRE
FlexShares Global Quality Real Estate Index Fund
12.43%8.27%6.09%9.21%-27.22%32.01%-9.17%21.84%-8.88%13.60%

Correlation

The correlation between ESG and GQRE is 0.36, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.36

Correlation (3Y)
Balances recent behavior with more history.

0.56

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.64

Correlation (10Y)
Provides a long-term view across more market conditions.

0.58

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2016

0.58

Over the past year, the correlation between ESG and GQRE has dropped to 0.36 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

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Return for Risk

ESG vs. GQRE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ESG
ESG Risk / Return Rank: 7474
Overall Rank
ESG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ESG Sortino Ratio Rank: 7575
Sortino Ratio Rank
ESG Omega Ratio Rank: 7474
Omega Ratio Rank
ESG Calmar Ratio Rank: 6868
Calmar Ratio Rank
ESG Martin Ratio Rank: 7777
Martin Ratio Rank

GQRE
GQRE Risk / Return Rank: 5656
Overall Rank
GQRE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GQRE Sortino Ratio Rank: 5858
Sortino Ratio Rank
GQRE Omega Ratio Rank: 5858
Omega Ratio Rank
GQRE Calmar Ratio Rank: 4646
Calmar Ratio Rank
GQRE Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ESG vs. GQRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX US ESG Select Index Fund (ESG) and FlexShares Global Quality Real Estate Index Fund (GQRE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


ESGGQREDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.31

1.26

+0.05

Calmar ratioReturn relative to maximum drawdown

2.36

1.65

+0.71

Martin ratioReturn relative to average drawdown

9.79

6.39

+3.40

ESG vs. GQRE - Sharpe Ratio Comparison

The current ESG Sharpe Ratio is 1.74, which is comparable to the GQRE Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of ESG and GQRE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ESG vs. GQRE - Drawdown Comparison

The maximum ESG drawdown since its inception was -32.53%, smaller than the maximum GQRE drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for ESG and GQRE.


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Drawdown Indicators


ESGGQREDifference

Max Drawdown

Largest peak-to-trough decline

-32.53%

-41.87%

+9.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-10.15%

+1.47%

Max Drawdown (3Y)

Largest decline over 3 years

-18.32%

-15.18%

-3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-35.08%

+9.04%

Max Drawdown (10Y)

Largest decline over 10 years

-32.53%

-41.87%

+9.34%

Current Drawdown

Current decline from peak

-0.71%

-1.77%

+1.06%

Average Drawdown

Average peak-to-trough decline

-5.01%

-9.13%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.62%

-0.53%

Volatility

ESG vs. GQRE - Volatility Comparison

FlexShares STOXX US ESG Select Index Fund (ESG) and FlexShares Global Quality Real Estate Index Fund (GQRE) have volatilities of 3.30% and 3.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESGGQREDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

3.46%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

9.42%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

11.82%

11.78%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

16.45%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

17.63%

+0.70%

ESG vs. GQRE - Expense Ratio Comparison

ESG has a 0.32% expense ratio, which is lower than GQRE's 0.45% expense ratio.


Dividends

ESG vs. GQRE - Dividend Comparison

ESG's dividend yield for the trailing twelve months is around 0.87%, less than GQRE's 4.18% yield.


PositionTTM20252024202320222021202020192018201720162015
ESG
FlexShares STOXX US ESG Select Index Fund
0.87%0.96%1.18%1.10%1.38%1.03%1.33%1.51%1.72%1.52%0.92%0.00%
GQRE
FlexShares Global Quality Real Estate Index Fund
4.18%4.75%3.77%2.91%2.56%2.36%2.05%4.29%3.22%1.97%4.16%2.32%

Frequently Asked Questions


ESG and GQRE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GQRE has higher volatility (3.46%) compared to ESG (3.30%). In terms of maximum drawdown, ESG dropped -32.53% vs GQRE's -41.87%.

On 10-year performance, ESG leads with 14.84% vs 3.72% for GQRE. On fees, ESG is cheaper at 0.32% per year. On volatility, ESG has been the lower-risk option at 3.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ESG has performed better with a 14.84% return vs 3.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ESG is cheaper with a 0.32% expense ratio, compared with 0.45% for GQRE.

GQRE has the higher dividend yield at 4.18%, compared with 0.87% for ESG.

ESG is categorized as Large Cap Blend Equities, while GQRE is Quality Factor. ESG tracks STOXX USA ESG Select KPIs Index, while GQRE tracks Northern Trust Global Quality Real Estate (NR). Their fees differ too: 0.32% for ESG and 0.45% for GQRE.

ESG currently has the higher Sharpe Ratio (1.74 vs 1.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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