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ESGG vs. ACSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESGG vs. ACSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX Global ESG Select Index Fund (ESGG) and American Customer Satisfaction ETF (ACSI). The values are adjusted to include any dividend payments, if applicable.

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ESGG vs. ACSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESGG
FlexShares STOXX Global ESG Select Index Fund
-2.46%24.01%14.48%25.57%-18.66%23.76%17.32%29.10%-8.44%23.60%
ACSI
American Customer Satisfaction ETF
-3.29%10.70%22.51%21.06%-20.93%23.33%22.93%24.88%-4.97%15.77%

Returns By Period

In the year-to-date period, ESGG achieves a -2.46% return, which is significantly higher than ACSI's -3.29% return.


ESGG

1D
2.81%
1M
-5.59%
YTD
-2.46%
6M
1.88%
1Y
19.49%
3Y*
16.79%
5Y*
10.45%
10Y*

ACSI

1D
2.22%
1M
-4.94%
YTD
-3.29%
6M
-2.09%
1Y
9.48%
3Y*
14.24%
5Y*
7.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESGG vs. ACSI - Expense Ratio Comparison

ESGG has a 0.42% expense ratio, which is lower than ACSI's 0.66% expense ratio.


Return for Risk

ESGG vs. ACSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESGG
ESGG Risk / Return Rank: 6969
Overall Rank
ESGG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ESGG Sortino Ratio Rank: 7070
Sortino Ratio Rank
ESGG Omega Ratio Rank: 7070
Omega Ratio Rank
ESGG Calmar Ratio Rank: 6565
Calmar Ratio Rank
ESGG Martin Ratio Rank: 7676
Martin Ratio Rank

ACSI
ACSI Risk / Return Rank: 3838
Overall Rank
ACSI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ACSI Sortino Ratio Rank: 3535
Sortino Ratio Rank
ACSI Omega Ratio Rank: 3535
Omega Ratio Rank
ACSI Calmar Ratio Rank: 4242
Calmar Ratio Rank
ACSI Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESGG vs. ACSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global ESG Select Index Fund (ESGG) and American Customer Satisfaction ETF (ACSI). 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.


ESGGACSIDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.61

+0.53

Sortino ratio

Return per unit of downside risk

1.74

0.98

+0.76

Omega ratio

Gain probability vs. loss probability

1.26

1.14

+0.12

Calmar ratio

Return relative to maximum drawdown

1.63

1.03

+0.60

Martin ratio

Return relative to average drawdown

7.95

4.19

+3.75

ESGG vs. ACSI - Sharpe Ratio Comparison

The current ESGG Sharpe Ratio is 1.14, which is higher than the ACSI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of ESGG and ACSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ESGGACSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.61

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.45

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.68

+0.08

Correlation

The correlation between ESGG and ACSI is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ESGG vs. ACSI - Dividend Comparison

ESGG's dividend yield for the trailing twelve months is around 1.43%, more than ACSI's 0.94% yield.


TTM2025202420232022202120202019201820172016
ESGG
FlexShares STOXX Global ESG Select Index Fund
1.43%1.39%1.84%1.73%1.83%1.34%1.36%1.94%2.12%1.71%0.87%
ACSI
American Customer Satisfaction ETF
0.94%0.91%0.69%1.01%0.81%0.31%0.82%1.64%1.59%1.20%0.18%

Drawdowns

ESGG vs. ACSI - Drawdown Comparison

The maximum ESGG drawdown since its inception was -32.31%, smaller than the maximum ACSI drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for ESGG and ACSI.


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Drawdown Indicators


ESGGACSIDifference

Max Drawdown

Largest peak-to-trough decline

-32.31%

-34.49%

+2.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.21%

-9.91%

-2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

-24.86%

-2.71%

Current Drawdown

Current decline from peak

-6.61%

-5.67%

-0.94%

Average Drawdown

Average peak-to-trough decline

-4.73%

-5.47%

+0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.43%

+0.08%

Volatility

ESGG vs. ACSI - Volatility Comparison

FlexShares STOXX Global ESG Select Index Fund (ESGG) has a higher volatility of 5.59% compared to American Customer Satisfaction ETF (ACSI) at 4.72%. This indicates that ESGG's price experiences larger fluctuations and is considered to be riskier than ACSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESGGACSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

4.72%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

8.54%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.15%

15.67%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

16.66%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

17.50%

-0.95%