FEDM vs. GSEU

In the year-to-date period, FEDM achieves a 15.28% return, which is significantly lower than GSEU's 22.24% return.

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FEDM has a 0.12% expense ratio, which is lower than GSEU's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) and Goldman Sachs ActiveBeta Europe Equity ETF (GSEU). 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.

The current FEDM Sharpe Ratio is 0.74, which is comparable to the GSEU Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of FEDM and GSEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FEDM's dividend yield for the trailing twelve months is around 2.61%, more than GSEU's 1.92% yield.

The maximum FEDM drawdown since its inception was -29.37%, smaller than the maximum GSEU drawdown of -35.71%. Use the drawdown chart below to compare losses from any high point for FEDM and GSEU.

FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) and Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) have volatilities of 3.25% and 3.12%, 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.