FLEXSHARES STOXX US ESG SELECT INDEX FUND
Symbol: ESG
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 13/07/2016
Latest date: 15/10/2026
Current price: $182.03
Expense ratio: 0.32%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.82%
Ann. -35.67% (Sharpe / Sortino numerator)
Volatility
16.04%
Sharpe ratio
-2.449
VaR 95%
-1.47%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.91%
Ann. -12.70% (Sharpe / Sortino numerator)
Volatility
13.46%
Sharpe ratio
-1.213
VaR 95%
-1.47%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
13.23%
Ann. -1.05% (Sharpe / Sortino numerator)
Volatility
12.32%
Sharpe ratio
-0.380
VaR 95%
-1.39%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
19.26%
Ann. 13.64% (Sharpe / Sortino numerator)
Volatility
17.35%
Sharpe ratio
0.577
VaR 95%
-1.46%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
35.82%
Ann. 11.70% (Sharpe / Sortino numerator)
Volatility
15.29%
Sharpe ratio
0.528
VaR 95%
-1.47%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
74.97%
Ann. 16.82% (Sharpe / Sortino numerator)
Volatility
14.12%
Sharpe ratio
0.934
VaR 95%
-1.33%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.073%
Best day
2.471%
Worst day
-2.36%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $181.41 | $182.03 | $181.41 | $182.03 | 1,600 |
| 14/10/2026 | $180.80 | $180.80 | $180.71 | $180.77 | 800 |
| 13/10/2026 | $181.68 | $181.68 | $181.68 | $181.68 | 300 |
| 12/10/2026 | $182.46 | $182.46 | $182.39 | $182.44 | 500 |
| 09/10/2026 | $182.14 | $182.52 | $182.13 | $182.38 | 1,300 |
| 08/10/2026 | $181.23 | $181.56 | $181.09 | $181.56 | 1,100 |
| 07/10/2026 | $182.08 | $182.16 | $182.08 | $182.16 | 900 |
| 06/10/2026 | $182.10 | $182.10 | $182.10 | $182.10 | 500 |
| 05/10/2026 | $180.84 | $181.44 | $180.84 | $181.09 | 1,100 |
| 02/10/2026 | $180.31 | $180.31 | $180.31 | $180.31 | 200 |