FEUS vs. SAMT

Last updated Jun 4, 2026

FEUS (FlexShares ESG & Climate US Large Cap Core Index Fund) and SAMT (Strategas Macro Thematic Opportunities ETF) are both Large Cap Blend Equities funds. FEUS is passively managed, while SAMT is actively managed. Over the past 3 years, FEUS returned 20.38%/yr vs 28.84%/yr for SAMT. A 0.76 correlation means they provide meaningful diversification when combined. FEUS charges 0.09%/yr vs 0.66%/yr for SAMT.

Performance

FEUS vs. SAMT - 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 Strategas Macro Thematic Opportunities ETF (SAMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FEUS achieves a 10.28% return, which is significantly lower than SAMT's 20.25% return.

FEUS

• 1D: -0.77%
• 1M: 5.74%
• YTD: 10.28%
• 6M: 10.59%
• 1Y: 26.25%
• 3Y*: 20.38%
• 5Y*: —
• 10Y*: —

SAMT

• 1D: -0.66%
• 1M: 6.66%
• YTD: 20.25%
• 6M: 23.92%
• 1Y: 42.07%
• 3Y*: 28.84%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FEUS vs. SAMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FEUS FlexShares ESG & Climate US Large Cap Core Index Fund	10.28%	14.67%	23.10%	25.54%	-11.58%
SAMT Strategas Macro Thematic Opportunities ETF	20.25%	33.10%	28.15%	1.27%	-6.59%

Correlation

The correlation between FEUS and SAMT is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (All Time) Calculated using the full available price history since Jan 26, 2022	0.76

The correlation between FEUS and SAMT shifts across timeframes, from 0.60 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

FEUS vs. SAMT - Sectors Allocation Comparison

Sectors	FEUS	SAMT
Technology	35.2%	27.8%
Financial Services	11.9%	5.6%
Communication Services	11.1%	7.8%
Consumer Cyclical	10.6%	5.6%
Healthcare	8.6%	4.3%
Industrials	8.6%	22.0%
Consumer Defensive	4.6%	12.0%
Energy	3.7%	2.9%
Real Estate	2.2%	2.9%
Utilities	1.9%	6.6%
Basic Materials	1.6%	2.7%

Return for Risk

FEUS vs. SAMT — Risk / Return Rank

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

FEUS

FEUS Risk / Return Rank: 64
FEUS Sharpe Ratio Rank: 67
FEUS Sortino Ratio Rank: 65
FEUS Omega Ratio Rank: 65
FEUS Calmar Ratio Rank: 57
FEUS Martin Ratio Rank: 65

SAMT

SAMT Risk / Return Rank: 77
SAMT Sharpe Ratio Rank: 77
SAMT Sortino Ratio Rank: 74
SAMT Omega Ratio Rank: 70
SAMT Calmar Ratio Rank: 88
SAMT Martin Ratio Rank: 75

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. SAMT - 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 Strategas Macro Thematic Opportunities ETF (SAMT). 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.

	FEUS	SAMT	Difference
Sharpe ratio: Return per unit of total volatility	2.19	2.53	-0.34
Sortino ratio: Return per unit of downside risk	3.01	3.35	-0.35
Omega ratio: Gain probability vs. loss probability	1.39	1.42	-0.03
Calmar ratio: Return relative to maximum drawdown	2.76	5.19	-2.42
Martin ratio: Return relative to average drawdown	11.75	14.30	-2.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FEUS vs. SAMT - Sharpe Ratio Comparison

The current FEUS Sharpe Ratio is 2.19, which is comparable to the SAMT Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of FEUS and SAMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FEUS	SAMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	2.53	-0.34
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.98	-0.24

Drawdowns

FEUS vs. SAMT - Drawdown Comparison

The maximum FEUS drawdown since its inception was -25.31%, which is greater than SAMT's maximum drawdown of -20.57%. Use the drawdown chart below to compare losses from any high point for FEUS and SAMT.

Drawdown Indicators

	FEUS	SAMT	Difference
Max Drawdown Largest peak-to-trough decline	-25.31%	-20.57%	-4.74%
Max Drawdown (1Y) Largest decline over 1 year	-9.55%	-8.15%	-1.40%
Max Drawdown (3Y) Largest decline over 3 years	-19.47%	-18.27%	-1.20%
Current Drawdown Current decline from peak	-0.77%	-0.66%	-0.11%
Average Drawdown Average peak-to-trough decline	-6.35%	-7.72%	+1.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.24%	2.95%	-0.71%

Volatility

FEUS vs. SAMT - Volatility Comparison

The current volatility for FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) is 3.11%, while Strategas Macro Thematic Opportunities ETF (SAMT) has a volatility of 6.82%. This indicates that FEUS experiences smaller price fluctuations and is considered to be less risky than SAMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FEUS	SAMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.11%	6.82%	-3.71%
Volatility (6M) Calculated over the trailing 6-month period	9.16%	12.56%	-3.40%
Volatility (1Y) Calculated over the trailing 1-year period	12.05%	16.68%	-4.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.01%	16.94%	+0.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.01%	16.94%	+0.07%

FEUS vs. SAMT - Expense Ratio Comparison

FEUS has a 0.09% expense ratio, which is lower than SAMT's 0.66% expense ratio.

Dividends

FEUS vs. SAMT - Dividend Comparison

FEUS's dividend yield for the trailing twelve months is around 0.98%, more than SAMT's 0.58% yield.

Position	TTM	2025	2024	2023	2022	2021
FEUS FlexShares ESG & Climate US Large Cap Core Index Fund	0.98%	1.06%	1.15%	1.41%	1.48%	0.36%
SAMT Strategas Macro Thematic Opportunities ETF	0.58%	0.70%	1.40%	1.49%	0.73%	0.00%

Frequently Asked Questions

Can I hold both FEUS and SAMT in my portfolio?

FEUS and SAMT have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FEUS or SAMT?

SAMT has higher volatility (6.82%) compared to FEUS (3.11%). In terms of maximum drawdown, FEUS dropped -25.31% vs SAMT's -20.57%.

Which ETF is better, FEUS or SAMT?

On 3-year performance, SAMT leads with 28.84% vs 20.38% for FEUS. On fees, FEUS is cheaper at 0.09% per year. On volatility, FEUS has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FEUS or SAMT?

Over the 3-year period, SAMT has performed better with a 28.84% return vs 20.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FEUS or SAMT?

FEUS is cheaper with a 0.09% expense ratio, compared with 0.66% for SAMT.

Which ETF pays a higher dividend yield, FEUS or SAMT?

FEUS has the higher dividend yield at 0.98%, compared with 0.58% for SAMT.

What is the main difference between FEUS and SAMT?

They also come from different issuers: FlexShares and Strategas. Their fees differ too: 0.09% for FEUS and 0.66% for SAMT.

Which has better risk-adjusted returns?

SAMT currently has the higher Sharpe Ratio (2.53 vs 2.19), 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.