TILT vs. FEUS

Last updated Jun 4, 2026

TILT (FlexShares Morningstar US Market Factor Tilt Index Fund) and FEUS (FlexShares ESG & Climate US Large Cap Core Index Fund) are both Large Cap Blend Equities funds from FlexShares - TILT tracks the Morningstar US Market Factor Tilt Index while FEUS tracks the Northern Trust ESG & Climate US Large Cap Core Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, TILT returned 20.80%/yr vs 20.38%/yr for FEUS. With a 0.96 correlation, they move nearly in lockstep. TILT charges 0.25%/yr vs 0.09%/yr for FEUS.

Performance

TILT vs. FEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) and FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with TILT having a 10.68% return and FEUS slightly lower at 10.28%.

TILT

• 1D: -0.67%
• 1M: 4.39%
• YTD: 10.68%
• 6M: 10.81%
• 1Y: 28.46%
• 3Y*: 20.80%
• 5Y*: 11.59%
• 10Y*: 13.96%

FEUS

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

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

TILT vs. FEUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
TILT FlexShares Morningstar US Market Factor Tilt Index Fund	10.68%	16.59%	19.88%	24.70%	-17.25%	8.39%
FEUS FlexShares ESG & Climate US Large Cap Core Index Fund	10.28%	14.67%	23.10%	25.54%	-19.10%	9.97%

Correlation

The correlation between TILT and FEUS is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since Sep 22, 2021	0.96

The correlation between TILT and FEUS has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

TILT vs. FEUS - Sectors Allocation Comparison

Sectors	TILT	FEUS
Technology	27.2%	35.2%
Financial Services	16.0%	11.9%
Consumer Cyclical	10.9%	10.6%
Industrials	10.1%	8.6%
Healthcare	9.4%	8.6%
Communication Services	8.6%	11.1%
Energy	4.8%	3.7%
Consumer Defensive	4.7%	4.6%
Real Estate	3.1%	2.2%
Basic Materials	2.7%	1.6%
Utilities	2.4%	1.9%

Return for Risk

TILT vs. FEUS — Risk / Return Rank

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

TILT

TILT Risk / Return Rank: 71
TILT Sharpe Ratio Rank: 71
TILT Sortino Ratio Rank: 70
TILT Omega Ratio Rank: 70
TILT Calmar Ratio Rank: 68
TILT Martin Ratio Rank: 77

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

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.

TILT vs. FEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) and FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS). 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.

	TILT	FEUS	Difference
Sharpe ratio: Return per unit of total volatility	2.33	2.19	+0.14
Sortino ratio: Return per unit of downside risk	3.22	3.01	+0.22
Omega ratio: Gain probability vs. loss probability	1.42	1.39	+0.03
Calmar ratio: Return relative to maximum drawdown	3.36	2.76	+0.60
Martin ratio: Return relative to average drawdown	14.71	11.75	+2.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TILT vs. FEUS - Sharpe Ratio Comparison

The current TILT Sharpe Ratio is 2.33, which is comparable to the FEUS Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of TILT and FEUS, 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

	TILT	FEUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.33	2.19	+0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.74	+0.09

Drawdowns

TILT vs. FEUS - Drawdown Comparison

The maximum TILT drawdown since its inception was -38.46%, which is greater than FEUS's maximum drawdown of -25.31%. Use the drawdown chart below to compare losses from any high point for TILT and FEUS.

Drawdown Indicators

	TILT	FEUS	Difference
Max Drawdown Largest peak-to-trough decline	-38.46%	-25.31%	-13.15%
Max Drawdown (1Y) Largest decline over 1 year	-8.51%	-9.55%	+1.04%
Max Drawdown (3Y) Largest decline over 3 years	-19.85%	-19.47%	-0.38%
Max Drawdown (5Y) Largest decline over 5 years	-24.12%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.46%	—	—
Current Drawdown Current decline from peak	-0.67%	-0.77%	+0.10%
Average Drawdown Average peak-to-trough decline	-4.23%	-6.35%	+2.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	2.24%	-0.30%

Volatility

TILT vs. FEUS - Volatility Comparison

FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) and FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) have volatilities of 3.04% and 3.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TILT	FEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.04%	3.11%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	8.95%	9.16%	-0.21%
Volatility (1Y) Calculated over the trailing 1-year period	12.29%	12.05%	+0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.39%	17.01%	+0.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.75%	17.01%	+1.74%

TILT vs. FEUS - Expense Ratio Comparison

TILT has a 0.25% expense ratio, which is higher than FEUS's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

TILT vs. FEUS - Dividend Comparison

TILT's dividend yield for the trailing twelve months is around 1.07%, more than FEUS's 0.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FEUS FlexShares ESG & Climate US Large Cap Core Index Fund	0.98%	1.06%	1.15%	1.41%	1.48%	0.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TILT FlexShares Morningstar US Market Factor Tilt Index Fund	1.07%	1.15%	1.23%	1.44%	1.60%	1.16%	1.49%	1.54%	1.97%	1.55%	1.60%	1.98%

Frequently Asked Questions

Can I hold both TILT and FEUS in my portfolio?

With a correlation of 0.94, TILT and FEUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, TILT or FEUS?

FEUS has higher volatility (3.11%) compared to TILT (3.04%). In terms of maximum drawdown, TILT dropped -38.46% vs FEUS's -25.31%.

Which ETF is better, TILT or FEUS?

On 3-year performance, TILT leads with 20.80% vs 20.38% for FEUS. On fees, FEUS is cheaper at 0.09% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TILT or FEUS?

Over the 3-year period, TILT has performed better with a 20.80% return vs 20.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TILT or FEUS?

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

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

TILT has the higher dividend yield at 1.07%, compared with 0.98% for FEUS.

What is the main difference between TILT and FEUS?

TILT tracks Morningstar US Market Factor Tilt Index, while FEUS tracks Northern Trust ESG & Climate US Large Cap Core Index - Benchmark TR Gross. Their fees differ too: 0.25% for TILT and 0.09% for FEUS.

Which has better risk-adjusted returns?

TILT currently has the higher Sharpe Ratio (2.33 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.