FLEXSHARES STOXX US ESG SELECT INDEX FUND
Symbol: ESG
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 13/07/2016
Latest date: 20/07/2026
Current price: $173.68
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
-1.07%
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
6.45%
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
11.00%
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
18.79%
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
35.27%
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
63.05%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.072%
Best day
2.471%
Worst day
-2.387%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $174.60 | $174.71 | $173.68 | $173.68 | 800 |
| 17/07/2026 | $174.30 | $174.30 | $174.30 | $174.30 | 100 |
| 16/07/2026 | $175.45 | $175.45 | $175.45 | $175.45 | 200 |
| 15/07/2026 | $174.97 | $175.52 | $174.97 | $175.52 | 1,500 |
| 14/07/2026 | $175.82 | $175.82 | $175.82 | $175.82 | 300 |
| 13/07/2026 | $176.08 | $176.08 | $176.08 | $176.08 | 100 |
| 10/07/2026 | $176.72 | $177.00 | $176.72 | $177.00 | 400 |
| 09/07/2026 | $176.50 | $176.50 | $176.50 | $176.50 | 100 |
| 08/07/2026 | $175.03 | $175.42 | $174.77 | $175.42 | 400 |
| 07/07/2026 | $176.63 | $176.63 | $176.06 | $176.06 | 400 |