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FEUS vs. RAVI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEUS vs. RAVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) and FlexShares Ultra-Short Income ETF (RAVI). The values are adjusted to include any dividend payments, if applicable.

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FEUS vs. RAVI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FEUS
FlexShares ESG & Climate US Large Cap Core Index Fund
-6.02%14.67%23.10%25.54%-19.10%9.97%
RAVI
FlexShares Ultra-Short Income ETF
0.72%4.98%5.67%5.55%0.15%-0.37%

Returns By Period

In the year-to-date period, FEUS achieves a -6.02% return, which is significantly lower than RAVI's 0.72% return.


FEUS

1D
2.76%
1M
-4.56%
YTD
-6.02%
6M
-3.35%
1Y
13.78%
3Y*
15.64%
5Y*
10Y*

RAVI

1D
0.06%
1M
0.03%
YTD
0.72%
6M
1.90%
1Y
4.36%
3Y*
5.24%
5Y*
3.38%
10Y*
2.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEUS vs. RAVI - Expense Ratio Comparison

FEUS has a 0.09% expense ratio, which is lower than RAVI'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%.


Return for Risk

FEUS vs. RAVI — Risk / Return Rank

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

FEUS
FEUS Risk / Return Rank: 4545
Overall Rank
FEUS Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FEUS Sortino Ratio Rank: 4343
Sortino Ratio Rank
FEUS Omega Ratio Rank: 4545
Omega Ratio Rank
FEUS Calmar Ratio Rank: 4444
Calmar Ratio Rank
FEUS Martin Ratio Rank: 5252
Martin Ratio Rank

RAVI
RAVI Risk / Return Rank: 9999
Overall Rank
RAVI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RAVI Sortino Ratio Rank: 9999
Sortino Ratio Rank
RAVI Omega Ratio Rank: 9999
Omega Ratio Rank
RAVI Calmar Ratio Rank: 9999
Calmar Ratio Rank
RAVI Martin Ratio Rank: 9999
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.

FEUS vs. RAVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) and FlexShares Ultra-Short Income ETF (RAVI). 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.


FEUSRAVIDifference

Sharpe ratio

Return per unit of total volatility

0.76

8.55

-7.79

Sortino ratio

Return per unit of downside risk

1.21

14.44

-13.23

Omega ratio

Gain probability vs. loss probability

1.18

3.86

-2.68

Calmar ratio

Return relative to maximum drawdown

1.16

12.19

-11.03

Martin ratio

Return relative to average drawdown

5.19

78.58

-73.39

FEUS vs. RAVI - Sharpe Ratio Comparison

The current FEUS Sharpe Ratio is 0.76, which is lower than the RAVI Sharpe Ratio of 8.55. The chart below compares the historical Sharpe Ratios of FEUS and RAVI, 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


FEUSRAVIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

8.55

-7.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

1.99

-1.46

Correlation

The correlation between FEUS and RAVI is 0.13, 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

FEUS vs. RAVI - Dividend Comparison

FEUS's dividend yield for the trailing twelve months is around 1.15%, less than RAVI's 4.50% yield.


TTM2025202420232022202120202019201820172016
FEUS
FlexShares ESG & Climate US Large Cap Core Index Fund
1.15%1.06%1.15%1.41%1.48%0.36%0.00%0.00%0.00%0.00%0.00%
RAVI
FlexShares Ultra-Short Income ETF
4.50%4.59%5.34%4.55%1.70%0.90%1.29%2.53%2.22%1.28%0.90%

Drawdowns

FEUS vs. RAVI - Drawdown Comparison

The maximum FEUS drawdown since its inception was -25.31%, which is greater than RAVI's maximum drawdown of -3.72%. Use the drawdown chart below to compare losses from any high point for FEUS and RAVI.


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Drawdown Indicators


FEUSRAVIDifference

Max Drawdown

Largest peak-to-trough decline

-25.31%

-3.72%

-21.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.46%

-0.36%

-12.10%

Max Drawdown (5Y)

Largest decline over 5 years

-3.28%

Max Drawdown (10Y)

Largest decline over 10 years

-3.72%

Current Drawdown

Current decline from peak

-7.06%

0.00%

-7.06%

Average Drawdown

Average peak-to-trough decline

-6.56%

-0.18%

-6.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

0.06%

+2.72%

Volatility

FEUS vs. RAVI - Volatility Comparison

FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) has a higher volatility of 5.25% compared to FlexShares Ultra-Short Income ETF (RAVI) at 0.16%. This indicates that FEUS's price experiences larger fluctuations and is considered to be riskier than RAVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEUSRAVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

0.16%

+5.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

0.28%

+9.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

0.51%

+17.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.17%

1.41%

+15.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

1.29%

+15.88%