ESGG vs. TDTT
ESGG (FlexShares STOXX Global ESG Select Index Fund) and TDTT (FlexShares iBoxx 3-Year Target Duration TIPS Index Fund) are both exchange-traded funds - ESGG is a Large Cap Growth Equities fund tracking the STOXX Global ESG Select KPIs Index, while TDTT is a Inflation-Protected Bonds fund tracking the iBoxx 3-Year Target Duration TIPS. Both are passively managed. Over the past 10 years, ESGG returned 13.94%/yr vs 3.04%/yr for TDTT. Their 0.11 correlation means their historical movements had little consistent relationship. ESGG charges 0.42%/yr vs 0.18%/yr for TDTT.
Performance
ESGG vs. TDTT - Performance Comparison
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Returns By Period
In the year-to-date period, ESGG achieves a 14.95% return, which is significantly higher than TDTT's 1.36% return. Over the past 10 years, ESGG has outperformed TDTT with an annualized return of 13.94%, while TDTT has yielded a comparatively lower 3.04% annualized return.
ESGG
- 1D
- 0.53%
- 1M
- 1.39%
- 6M
- 11.36%
- YTD
- 14.95%
- 1Y
- 27.50%
- 3Y*
- 20.42%
- 5Y*
- 12.16%
- 10Y*
- 13.94%
- ALL TIME*
- 13.88%
TDTT
- 1D
- -0.07%
- 1M
- 0.10%
- 6M
- 1.06%
- YTD
- 1.36%
- 1Y
- 2.49%
- 3Y*
- 4.78%
- 5Y*
- 2.53%
- 10Y*
- 3.04%
- ALL TIME*
- 2.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $88.70K | $102.70K | $84.24K | |
| $4.63M | $4.98M | $5.09M |
ESGG vs. TDTT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESGG FlexShares STOXX Global ESG Select Index Fund | 14.95% | 24.01% | 14.48% | 25.57% | -18.66% | 23.76% | 17.32% | 29.10% | -8.44% | 23.60% |
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 1.36% | 6.67% | 3.96% | 4.40% | -4.58% | 5.49% | 6.84% | 5.74% | 0.25% | 0.43% |
Correlation
The correlation between ESGG and TDTT is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016 | 0.11 |
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Return for Risk
ESGG vs. TDTT — Risk / Return Rank
ESGG
TDTT
ESGG vs. TDTT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global ESG Select Index Fund (ESGG) and FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT). 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.
| ESGG | TDTT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 2.58 | +0.44 |
| Martin ratioReturn relative to average drawdown | 12.72 | 6.86 | +5.86 |
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Drawdowns
ESGG vs. TDTT - Drawdown Comparison
The maximum ESGG drawdown since its inception was -32.31%, which is greater than TDTT's maximum drawdown of -6.97%. Use the drawdown chart below to compare losses from any high point for ESGG and TDTT.
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Drawdown Indicators
| ESGG | TDTT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.31% | -6.97% | -25.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -0.97% | -8.19% |
Max Drawdown (3Y)Largest decline over 3 years | -16.71% | -1.53% | -15.18% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | -6.97% | -20.60% |
Max Drawdown (10Y)Largest decline over 10 years | -32.31% | -6.97% | -25.34% |
Current DrawdownCurrent decline from peak | -0.29% | -0.58% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -1.59% | -3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 0.36% | +1.81% |
Volatility
ESGG vs. TDTT - Volatility Comparison
FlexShares STOXX Global ESG Select Index Fund (ESGG) has a higher volatility of 4.19% compared to FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) at 0.55%. This indicates that ESGG's price experiences larger fluctuations and is considered to be riskier than TDTT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGG | TDTT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 0.55% | +3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 1.44% | +9.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.24% | 1.83% | +11.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 3.66% | +12.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 3.38% | +13.17% |
ESGG vs. TDTT - Expense Ratio Comparison
ESGG has a 0.42% expense ratio, which is higher than TDTT's 0.18% expense ratio.
Dividends
ESGG vs. TDTT - Dividend Comparison
ESGG's dividend yield for the trailing twelve months is around 1.28%, less than TDTT's 5.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESGG FlexShares STOXX Global ESG Select Index Fund | 1.28% | 1.39% | 1.84% | 1.73% | 1.83% | 1.34% | 1.36% | 1.94% | 2.12% | 1.71% | 0.87% |
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 5.61% | 4.52% | 4.01% | 3.88% | 6.97% | 4.53% | 1.15% | 1.91% | 2.48% | 1.88% | 1.01% |
Frequently Asked Questions
ESGG and TDTT have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESGG has higher volatility (4.19%) compared to TDTT (0.55%). In terms of maximum drawdown, ESGG dropped -32.31% vs TDTT's -6.97%.
On 10-year performance, ESGG leads with 13.94% vs 3.04% for TDTT. On fees, TDTT is cheaper at 0.18% per year. On volatility, TDTT has been the lower-risk option at 0.55%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, ESGG has performed better with a 13.94% return vs 3.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TDTT is cheaper with a 0.18% expense ratio, compared with 0.42% for ESGG.
TDTT has the higher dividend yield at 5.61%, compared with 1.28% for ESGG.
ESGG is categorized as Large Cap Growth Equities, while TDTT is Inflation-Protected Bonds. ESGG tracks STOXX Global ESG Select KPIs Index, while TDTT tracks iBoxx 3-Year Target Duration TIPS. Their fees differ too: 0.42% for ESGG and 0.18% for TDTT.
ESGG currently has the higher Sharpe Ratio (2.09 vs 1.37), 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.
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