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TDTT vs. ESG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDTT vs. ESG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) and FlexShares STOXX US ESG Select Index Fund (ESG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TDTT achieves a 1.81% return, which is significantly lower than ESG's 12.20% return.


TDTT

1D
0.00%
1M
-0.06%
YTD
1.81%
6M
1.77%
1Y
4.65%
3Y*
5.00%
5Y*
2.85%
10Y*
3.11%

ESG

1D
-0.45%
1M
7.28%
YTD
12.20%
6M
13.15%
1Y
25.90%
3Y*
20.72%
5Y*
12.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDTT vs. ESG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
1.81%6.67%3.96%4.40%-4.58%5.49%6.84%5.74%0.25%0.43%
ESG
FlexShares STOXX US ESG Select Index Fund
12.20%16.04%20.22%27.86%-19.89%28.48%20.75%31.74%-5.17%22.78%

Correlation

The correlation between TDTT and ESG is 0.02, 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

0.02

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

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2016

0.09

The correlation between TDTT and ESG shifts across timeframes, from 0.02 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TDTT vs. ESG — Risk / Return Rank

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

TDTT
TDTT Risk / Return Rank: 8484
Overall Rank
TDTT Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TDTT Sortino Ratio Rank: 9090
Sortino Ratio Rank
TDTT Omega Ratio Rank: 8484
Omega Ratio Rank
TDTT Calmar Ratio Rank: 8888
Calmar Ratio Rank
TDTT Martin Ratio Rank: 8282
Martin Ratio Rank

ESG
ESG Risk / Return Rank: 6767
Overall Rank
ESG Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ESG Sortino Ratio Rank: 7070
Sortino Ratio Rank
ESG Omega Ratio Rank: 6767
Omega Ratio Rank
ESG Calmar Ratio Rank: 6060
Calmar Ratio Rank
ESG Martin Ratio Rank: 7070
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.

TDTT vs. ESG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) 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.


TDTTESGDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.51

1.41

+0.10

Calmar ratioReturn relative to maximum drawdown

5.17

3.00

+2.17

Martin ratioReturn relative to average drawdown

16.59

13.02

+3.58

TDTT vs. ESG - Sharpe Ratio Comparison

The current TDTT Sharpe Ratio is 2.54, which is comparable to the ESG Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of TDTT and ESG, 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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Sharpe Ratios by Period


TDTTESGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

2.33

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.76

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.83

-0.13

Drawdowns

TDTT vs. ESG - Drawdown Comparison

The maximum TDTT drawdown since its inception was -6.97%, smaller than the maximum ESG drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for TDTT and ESG.


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Drawdown Indicators


TDTTESGDifference

Max Drawdown

Largest peak-to-trough decline

-6.97%

-32.53%

+25.56%

Max Drawdown (1Y)

Largest decline over 1 year

-0.90%

-8.68%

+7.78%

Max Drawdown (3Y)

Largest decline over 3 years

-1.53%

-18.32%

+16.79%

Max Drawdown (5Y)

Largest decline over 5 years

-6.97%

-26.04%

+19.07%

Max Drawdown (10Y)

Largest decline over 10 years

-6.97%

Current Drawdown

Current decline from peak

-0.14%

-0.45%

+0.31%

Average Drawdown

Average peak-to-trough decline

-1.60%

-5.07%

+3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

1.99%

-1.71%

Volatility

TDTT vs. ESG - Volatility Comparison

The current volatility for FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) is 0.46%, while FlexShares STOXX US ESG Select Index Fund (ESG) has a volatility of 2.94%. This indicates that TDTT 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


TDTTESGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

2.94%

-2.48%

Volatility (6M)

Calculated over the trailing 6-month period

1.21%

8.46%

-7.25%

Volatility (1Y)

Calculated over the trailing 1-year period

1.85%

11.16%

-9.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.67%

16.73%

-13.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.38%

18.36%

-14.98%

TDTT vs. ESG - Expense Ratio Comparison

TDTT has a 0.18% expense ratio, which is lower than ESG's 0.32% expense ratio.


Dividends

TDTT vs. ESG - Dividend Comparison

TDTT's dividend yield for the trailing twelve months is around 4.54%, more than ESG's 0.87% yield.


PositionTTM2025202420232022202120202019201820172016
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%
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
4.54%4.52%4.01%3.88%6.97%4.53%1.15%1.91%2.48%1.88%1.01%

Frequently Asked Questions


TDTT and ESG have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESG has higher volatility (2.94%) compared to TDTT (0.46%). In terms of maximum drawdown, TDTT dropped -6.97% vs ESG's -32.53%.

On 5-year performance, ESG leads with 12.73% vs 2.85% for TDTT. On fees, TDTT is cheaper at 0.18% per year. On volatility, TDTT has been the lower-risk option at 0.46%. 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 12.73% return vs 2.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TDTT is cheaper with a 0.18% expense ratio, compared with 0.32% for ESG.

TDTT has the higher dividend yield at 4.54%, compared with 0.87% for ESG.

TDTT is categorized as Inflation-Protected Bonds, while ESG is Large Cap Growth Equities. TDTT tracks iBoxx 3-Year Target Duration TIPS, while ESG tracks STOXX USA ESG Select KPIs Index. Their fees differ too: 0.18% for TDTT and 0.32% for ESG.

TDTT currently has the higher Sharpe Ratio (2.54 vs 2.33), 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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