SKOR vs. ESG
SKOR (FlexShares Credit-Scored US Corporate Bond Index Fund) and ESG (FlexShares STOXX US ESG Select Index Fund) are both exchange-traded funds - SKOR is a Corporate Bonds fund tracking the NorthernTrustUS Corporate Bond Quality Value Index, while ESG is a Large Cap Growth Equities fund tracking the STOXX USA ESG Select KPIs Index. Both are passively managed. Over the past 5 years, SKOR returned 1.81%/yr vs 12.68%/yr for ESG. At a 0.18 correlation, their price movements are largely independent. SKOR charges 0.22%/yr vs 0.32%/yr for ESG.
Performance
SKOR vs. ESG - Performance Comparison
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Returns By Period
In the year-to-date period, SKOR achieves a 0.45% return, which is significantly lower than ESG's 11.94% return.
SKOR
- 1D
- 0.11%
- 1M
- 0.25%
- YTD
- 0.45%
- 6M
- 0.78%
- 1Y
- 5.01%
- 3Y*
- 5.94%
- 5Y*
- 1.81%
- 10Y*
- 2.88%
ESG
- 1D
- -0.23%
- 1M
- 5.79%
- YTD
- 11.94%
- 6M
- 12.94%
- 1Y
- 25.62%
- 3Y*
- 20.64%
- 5Y*
- 12.68%
- 10Y*
- —
SKOR vs. ESG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 0.45% | 7.99% | 4.42% | 7.64% | -9.88% | -1.40% | 8.84% | 10.69% | -1.25% | 4.38% |
ESG FlexShares STOXX US ESG Select Index Fund | 11.94% | 16.04% | 20.22% | 27.86% | -19.89% | 28.48% | 20.75% | 31.74% | -5.17% | 22.78% |
Correlation
The correlation between SKOR and ESG is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2016 | 0.18 |
The correlation between SKOR and ESG shifts across timeframes, from 0.18 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SKOR vs. ESG — Risk / Return Rank
SKOR
ESG
SKOR vs. ESG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) and FlexShares STOXX US ESG Select Index Fund (ESG). 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.
| SKOR | ESG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.97 | -0.55 |
| Martin ratioReturn relative to average drawdown | 8.60 | 12.88 | -4.27 |
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
| SKOR | ESG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 2.31 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.76 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.83 | -0.20 |
Drawdowns
SKOR vs. ESG - Drawdown Comparison
The maximum SKOR drawdown since its inception was -15.98%, smaller than the maximum ESG drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for SKOR and ESG.
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Drawdown Indicators
| SKOR | ESG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.98% | -32.53% | +16.55% |
Max Drawdown (1Y)Largest decline over 1 year | -2.09% | -8.68% | +6.59% |
Max Drawdown (3Y)Largest decline over 3 years | -3.11% | -18.32% | +15.21% |
Max Drawdown (5Y)Largest decline over 5 years | -15.13% | -26.04% | +10.91% |
Max Drawdown (10Y)Largest decline over 10 years | -15.98% | — | — |
Current DrawdownCurrent decline from peak | -0.67% | -0.68% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -2.65% | -5.07% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 2.00% | -1.42% |
Volatility
SKOR vs. ESG - Volatility Comparison
The current volatility for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) is 0.84%, while FlexShares STOXX US ESG Select Index Fund (ESG) has a volatility of 2.85%. This indicates that SKOR experiences smaller price fluctuations and is considered to be less risky than ESG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SKOR | ESG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.84% | 2.85% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 1.99% | 8.47% | -6.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.72% | 11.16% | -8.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.42% | 16.73% | -12.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.90% | 18.35% | -13.45% |
SKOR vs. ESG - Expense Ratio Comparison
SKOR has a 0.22% expense ratio, which is lower than ESG's 0.32% expense ratio.
Dividends
SKOR vs. ESG - Dividend Comparison
SKOR's dividend yield for the trailing twelve months is around 4.66%, more than ESG's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESG FlexShares STOXX US ESG Select Index Fund | 0.87% | 0.96% | 1.18% | 1.10% | 1.38% | 1.03% | 1.33% | 1.51% | 1.72% | 1.52% | 0.92% | 0.00% |
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 4.66% | 4.70% | 4.90% | 3.90% | 2.57% | 2.55% | 3.38% | 3.53% | 2.85% | 2.46% | 2.74% | 2.25% |
Frequently Asked Questions
SKOR and ESG have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESG has higher volatility (2.85%) compared to SKOR (0.84%). In terms of maximum drawdown, SKOR dropped -15.98% vs ESG's -32.53%.
On 5-year performance, ESG leads with 12.68% vs 1.81% for SKOR. On fees, SKOR is cheaper at 0.22% per year. On volatility, SKOR has been the lower-risk option at 0.84%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ESG has performed better with a 12.68% return vs 1.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SKOR is cheaper with a 0.22% expense ratio, compared with 0.32% for ESG.
SKOR has the higher dividend yield at 4.66%, compared with 0.87% for ESG.
SKOR is categorized as Corporate Bonds, while ESG is Large Cap Growth Equities. SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index, while ESG tracks STOXX USA ESG Select KPIs Index. Their fees differ too: 0.22% for SKOR and 0.32% for ESG.
ESG currently has the higher Sharpe Ratio (2.31 vs 1.86), 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.
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