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FEDM vs. PABD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEDM vs. PABD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) and iShares Paris-Aligned Climate MSCI World Ex USA ETF (PABD). The values are adjusted to include any dividend payments, if applicable.

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FEDM vs. PABD - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FEDM achieves a 0.51% return, which is significantly higher than PABD's -0.19% return.


FEDM

1D
1.27%
1M
-5.09%
YTD
0.51%
6M
3.68%
1Y
20.30%
3Y*
12.43%
5Y*
10Y*

PABD

1D
2.61%
1M
-5.93%
YTD
-0.19%
6M
3.31%
1Y
22.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEDM vs. PABD - Expense Ratio Comparison

Both FEDM and PABD have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FEDM vs. PABD — Risk / Return Rank

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

FEDM
FEDM Risk / Return Rank: 6161
Overall Rank
FEDM Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FEDM Sortino Ratio Rank: 6161
Sortino Ratio Rank
FEDM Omega Ratio Rank: 5858
Omega Ratio Rank
FEDM Calmar Ratio Rank: 6363
Calmar Ratio Rank
FEDM Martin Ratio Rank: 6161
Martin Ratio Rank

PABD
PABD Risk / Return Rank: 6767
Overall Rank
PABD Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PABD Sortino Ratio Rank: 7070
Sortino Ratio Rank
PABD Omega Ratio Rank: 6666
Omega Ratio Rank
PABD Calmar Ratio Rank: 6565
Calmar Ratio Rank
PABD Martin Ratio Rank: 6464
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.

FEDM vs. PABD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) and iShares Paris-Aligned Climate MSCI World Ex USA ETF (PABD). 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.


FEDMPABDDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.29

-0.19

Sortino ratio

Return per unit of downside risk

1.64

1.83

-0.19

Omega ratio

Gain probability vs. loss probability

1.23

1.25

-0.03

Calmar ratio

Return relative to maximum drawdown

1.72

1.78

-0.06

Martin ratio

Return relative to average drawdown

6.47

7.09

-0.62

FEDM vs. PABD - Sharpe Ratio Comparison

The current FEDM Sharpe Ratio is 1.10, which is comparable to the PABD Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of FEDM and PABD, 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


FEDMPABDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.29

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

1.01

-0.62

Correlation

The correlation between FEDM and PABD is 0.91, 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

FEDM vs. PABD - Dividend Comparison

FEDM's dividend yield for the trailing twelve months is around 2.98%, more than PABD's 2.74% yield.


TTM20252024202320222021
FEDM
FlexShares ESG & Climate Developed Markets ex-US Core Index Fund
2.98%2.97%2.94%2.61%2.53%0.62%
PABD
iShares Paris-Aligned Climate MSCI World Ex USA ETF
2.74%2.74%2.87%0.00%0.00%0.00%

Drawdowns

FEDM vs. PABD - Drawdown Comparison

The maximum FEDM drawdown since its inception was -29.37%, which is greater than PABD's maximum drawdown of -13.37%. Use the drawdown chart below to compare losses from any high point for FEDM and PABD.


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Drawdown Indicators


FEDMPABDDifference

Max Drawdown

Largest peak-to-trough decline

-29.37%

-13.37%

-16.00%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-12.55%

+0.63%

Current Drawdown

Current decline from peak

-7.11%

-7.92%

+0.81%

Average Drawdown

Average peak-to-trough decline

-7.14%

-2.58%

-4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.15%

+0.02%

Volatility

FEDM vs. PABD - Volatility Comparison

FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) and iShares Paris-Aligned Climate MSCI World Ex USA ETF (PABD) have volatilities of 7.48% and 7.65%, 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


FEDMPABDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

7.65%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.93%

11.65%

+1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

17.30%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.40%

15.21%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

15.21%

+1.19%