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FEUS vs. RAVI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, FEUS achieves a 7.39% return, which is significantly higher than RAVI's 1.69% return.


FEUS

1D
-1.00%
1M
-1.59%
YTD
7.39%
6M
6.58%
1Y
22.36%
3Y*
18.61%
5Y*
10Y*

RAVI

1D
0.05%
1M
0.30%
YTD
1.69%
6M
1.79%
1Y
4.37%
3Y*
5.17%
5Y*
3.54%
10Y*
2.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEUS vs. RAVI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FEUS
FlexShares ESG & Climate US Large Cap Core Index Fund
7.39%14.67%23.10%25.54%-19.10%9.37%
RAVI
FlexShares Ultra-Short Income ETF
1.69%4.98%5.67%5.55%0.15%-0.36%

Correlation

The correlation between FEUS and RAVI is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2021

0.13

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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: 5656
Overall Rank
FEUS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FEUS Sortino Ratio Rank: 5656
Sortino Ratio Rank
FEUS Omega Ratio Rank: 5656
Omega Ratio Rank
FEUS Calmar Ratio Rank: 5252
Calmar Ratio Rank
FEUS Martin Ratio Rank: 5959
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FEUSRAVIDifference
Sharpe ratioReturn per unit of total volatility

-8.94

Sortino ratioReturn per unit of downside risk

-21.02

Omega ratioGain probability vs. loss probability

1.32

5.23

-3.91

Calmar ratioReturn relative to maximum drawdown

2.35

37.51

-35.15

Martin ratioReturn relative to average drawdown

9.70

214.85

-205.15

FEUS vs. RAVI - Sharpe Ratio Comparison

The current FEUS Sharpe Ratio is 1.79, which is lower than the RAVI Sharpe Ratio of 10.73. The chart below compares the historical Sharpe Ratios of FEUS and RAVI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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

-9.55%

-0.12%

-9.43%

Max Drawdown (3Y)

Largest decline over 3 years

-19.47%

-0.36%

-19.11%

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

-3.37%

0.00%

-3.37%

Average Drawdown

Average peak-to-trough decline

-6.31%

-0.17%

-6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

0.02%

+2.29%

Volatility

FEUS vs. RAVI - Volatility Comparison

FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) has a higher volatility of 4.55% compared to FlexShares Ultra-Short Income ETF (RAVI) at 0.13%. 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

4.55%

0.13%

+4.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

0.31%

+9.66%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

0.41%

+12.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

1.41%

+15.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

1.28%

+15.75%

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%.


Dividends

FEUS vs. RAVI - Dividend Comparison

FEUS's dividend yield for the trailing twelve months is around 1.01%, less than RAVI's 4.37% yield.


PositionTTM2025202420232022202120202019201820172016
FEUS
FlexShares ESG & Climate US Large Cap Core Index Fund
1.01%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
4.37%4.59%5.34%4.55%1.70%0.90%1.29%2.53%2.22%1.28%0.90%

Frequently Asked Questions


FEUS and RAVI have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FEUS has higher volatility (4.55%) compared to RAVI (0.13%). In terms of maximum drawdown, FEUS dropped -25.31% vs RAVI's -3.72%.

On 3-year performance, FEUS leads with 18.61% vs 5.17% for RAVI. On fees, FEUS is cheaper at 0.09% per year. On volatility, RAVI has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FEUS has performed better with a 18.61% return vs 5.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FEUS is cheaper with a 0.09% expense ratio, compared with 0.25% for RAVI.

RAVI has the higher dividend yield at 4.37%, compared with 1.01% for FEUS.

FEUS is categorized as Large Cap Blend Equities, while RAVI is Ultrashort Bond. Their fees differ too: 0.09% for FEUS and 0.25% for RAVI.

RAVI currently has the higher Sharpe Ratio (10.73 vs 1.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FEUS and RAVI

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