FEIG vs. FEDM
Compare and contrast key facts about FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) and FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM).
FEIG and FEDM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEIG is a passively managed fund by FlexShares that tracks the performance of the Northern Trust ESG & Climate Investment Grade U.S. Corporate Core TR. It was launched on Sep 20, 2021. FEDM is a passively managed fund by FlexShares that tracks the performance of the Northern Trust ESG & Climate Developed Markets ex-US Core Index - Benchmark TR Net. It was launched on Sep 20, 2021. Both FEIG and FEDM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FEIG vs. FEDM - Performance Comparison
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FEIG vs. FEDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FEIG FlexShares ESG & Climate Investment Grade Corporate Core Index Fund | -0.33% | 7.31% | 1.75% | 8.57% | -15.91% | -1.46% |
FEDM FlexShares ESG & Climate Developed Markets ex-US Core Index Fund | 0.51% | 26.85% | 2.85% | 17.39% | -15.25% | 1.87% |
Returns By Period
In the year-to-date period, FEIG achieves a -0.33% return, which is significantly lower than FEDM's 0.51% return.
FEIG
- 1D
- -0.07%
- 1M
- -1.35%
- YTD
- -0.33%
- 6M
- 0.01%
- 1Y
- 4.48%
- 3Y*
- 4.36%
- 5Y*
- —
- 10Y*
- —
FEDM
- 1D
- 1.27%
- 1M
- -5.09%
- YTD
- 0.51%
- 6M
- 3.68%
- 1Y
- 20.30%
- 3Y*
- 12.43%
- 5Y*
- —
- 10Y*
- —
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FEIG vs. FEDM - Expense Ratio Comparison
Both FEIG and FEDM 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
FEIG vs. FEDM — Risk / Return Rank
FEIG
FEDM
FEIG vs. FEDM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) and FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM). 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.
| FEIG | FEDM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.10 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.18 | 1.64 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.72 | -0.07 |
Martin ratioReturn relative to average drawdown | 4.88 | 6.47 | -1.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEIG | FEDM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.10 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.40 | -0.46 |
Correlation
The correlation between FEIG and FEDM is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FEIG vs. FEDM - Dividend Comparison
FEIG's dividend yield for the trailing twelve months is around 4.81%, more than FEDM's 2.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FEIG FlexShares ESG & Climate Investment Grade Corporate Core Index Fund | 4.81% | 4.84% | 4.65% | 4.21% | 2.99% | 0.55% |
FEDM FlexShares ESG & Climate Developed Markets ex-US Core Index Fund | 2.98% | 2.97% | 2.94% | 2.61% | 2.53% | 0.62% |
Drawdowns
FEIG vs. FEDM - Drawdown Comparison
The maximum FEIG drawdown since its inception was -22.26%, smaller than the maximum FEDM drawdown of -29.37%. Use the drawdown chart below to compare losses from any high point for FEIG and FEDM.
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Drawdown Indicators
| FEIG | FEDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.26% | -29.37% | +7.11% |
Max Drawdown (1Y)Largest decline over 1 year | -2.88% | -11.92% | +9.04% |
Current DrawdownCurrent decline from peak | -2.36% | -7.11% | +4.75% |
Average DrawdownAverage peak-to-trough decline | -9.81% | -7.14% | -2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 3.17% | -2.20% |
Volatility
FEIG vs. FEDM - Volatility Comparison
The current volatility for FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) is 2.21%, while FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) has a volatility of 7.48%. This indicates that FEIG experiences smaller price fluctuations and is considered to be less risky than FEDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEIG | FEDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.21% | 7.48% | -5.27% |
Volatility (6M)Calculated over the trailing 6-month period | 3.07% | 12.93% | -9.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.36% | 18.54% | -13.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.48% | 16.40% | -8.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.48% | 16.40% | -8.92% |