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FEIG vs. USIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEIG vs. USIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) and iShares Broad USD Investment Grade Corporate Bond ETF (USIG). The values are adjusted to include any dividend payments, if applicable.

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FEIG vs. USIG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund
-0.26%7.31%1.75%8.57%-15.91%-1.46%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
-0.29%7.86%2.56%8.71%-15.30%-1.51%

Returns By Period

In the year-to-date period, FEIG achieves a -0.26% return, which is significantly higher than USIG's -0.29% return.


FEIG

1D
0.63%
1M
-1.70%
YTD
-0.26%
6M
0.40%
1Y
4.83%
3Y*
4.39%
5Y*
10Y*

USIG

1D
0.51%
1M
-1.80%
YTD
-0.29%
6M
0.41%
1Y
5.06%
3Y*
4.93%
5Y*
0.82%
10Y*
2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEIG vs. USIG - Expense Ratio Comparison

FEIG has a 0.12% expense ratio, which is higher than USIG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FEIG vs. USIG — Risk / Return Rank

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

FEIG
FEIG Risk / Return Rank: 5050
Overall Rank
FEIG Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FEIG Sortino Ratio Rank: 4343
Sortino Ratio Rank
FEIG Omega Ratio Rank: 4141
Omega Ratio Rank
FEIG Calmar Ratio Rank: 6666
Calmar Ratio Rank
FEIG Martin Ratio Rank: 5252
Martin Ratio Rank

USIG
USIG Risk / Return Rank: 6060
Overall Rank
USIG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
USIG Sortino Ratio Rank: 5454
Sortino Ratio Rank
USIG Omega Ratio Rank: 5353
Omega Ratio Rank
USIG Calmar Ratio Rank: 7474
Calmar Ratio Rank
USIG Martin Ratio Rank: 6262
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.

FEIG vs. USIG - 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 iShares Broad USD Investment Grade Corporate Bond ETF (USIG). 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.


FEIGUSIGDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.01

-0.10

Sortino ratio

Return per unit of downside risk

1.26

1.38

-0.12

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.74

1.88

-0.14

Martin ratio

Return relative to average drawdown

5.18

5.84

-0.66

FEIG vs. USIG - Sharpe Ratio Comparison

The current FEIG Sharpe Ratio is 0.90, which is comparable to the USIG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of FEIG and USIG, 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


FEIGUSIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.01

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.53

-0.59

Correlation

The correlation between FEIG and USIG is 0.98, 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

FEIG vs. USIG - Dividend Comparison

FEIG's dividend yield for the trailing twelve months is around 4.80%, more than USIG's 4.68% yield.


TTM20252024202320222021202020192018201720162015
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund
4.80%4.84%4.65%4.21%2.99%0.55%0.00%0.00%0.00%0.00%0.00%0.00%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
4.68%4.62%4.51%3.94%3.14%2.33%2.82%3.37%3.44%3.03%2.87%3.24%

Drawdowns

FEIG vs. USIG - Drawdown Comparison

The maximum FEIG drawdown since its inception was -22.26%, roughly equal to the maximum USIG drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for FEIG and USIG.


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Drawdown Indicators


FEIGUSIGDifference

Max Drawdown

Largest peak-to-trough decline

-22.26%

-22.21%

-0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.79%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.45%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

Current Drawdown

Current decline from peak

-2.28%

-1.80%

-0.48%

Average Drawdown

Average peak-to-trough decline

-9.81%

-3.44%

-6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.90%

+0.07%

Volatility

FEIG vs. USIG - Volatility Comparison

FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) has a higher volatility of 2.22% compared to iShares Broad USD Investment Grade Corporate Bond ETF (USIG) at 2.10%. This indicates that FEIG's price experiences larger fluctuations and is considered to be riskier than USIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEIGUSIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

2.10%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

2.89%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.36%

5.05%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.49%

6.83%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.49%

6.82%

+0.67%