Summary
ESGG
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 22.90% Volatility 17.08% Sharpe 0.95
Official loaded data — not a live quote.

FLEXSHARES STOXX GLOBAL ESG SELECT INDEX FUND

Symbol: ESGG

Exchange: BATS

Sector: Technology

Category: Global Large-Stock Blend

Inception date: 13/07/2016

Latest date: 20/07/2026

Current price: $228.45

Expense ratio: 0.42%

Assets under management
$110.6M
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-2.00%

Ann. -35.42% (Sharpe / Sortino numerator)

Volatility

18.97%

Sharpe ratio

-2.058

VaR 95%

-1.58%

CVaR 95%: -1.75%
Max drawdown: -6.99%
Sortino ratio: -4.012
Calmar ratio: -5.07

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

6.25%

Ann. -7.72% (Sharpe / Sortino numerator)

Volatility

15.07%

Sharpe ratio

-0.753

VaR 95%

-1.48%

CVaR 95%: -1.68%
Max drawdown: -9.32%
Sortino ratio: -1.276
Calmar ratio: -0.83

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

12.52%

Ann. 4.76% (Sharpe / Sortino numerator)

Volatility

13.22%

Sharpe ratio

0.086

VaR 95%

-1.44%

CVaR 95%: -1.71%
Max drawdown: -9.32%
Sortino ratio: 0.131
Calmar ratio: 0.51

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

22.90%

Ann. 19.80% (Sharpe / Sortino numerator)

Volatility

17.08%

Sharpe ratio

0.947

VaR 95%

-1.41%

CVaR 95%: -2.33%
Max drawdown: -9.32%
Sortino ratio: 1.218
Calmar ratio: 2.12

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

41.39%

Ann. 13.75% (Sharpe / Sortino numerator)

Volatility

14.85%

Sharpe ratio

0.682

VaR 95%

-1.36%

CVaR 95%: -2.10%
Max drawdown: -16.71%
Sortino ratio: 0.891
Calmar ratio: 0.82

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

68.07%

Ann. 17.22% (Sharpe / Sortino numerator)

Volatility

13.78%

Sharpe ratio

0.986

VaR 95%

-1.29%

CVaR 95%: -1.91%
Max drawdown: -16.71%
Sortino ratio: 1.339
Calmar ratio: 1.03

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.086%

Best day

2.968%

08/04/2026
Worst day

-2.936%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $228.45 $228.45 $228.45 $228.45 600
17/07/2026 $229.60 $229.60 $229.60 $229.60 100
16/07/2026 $230.61 $230.61 $230.57 $230.57 1,200
15/07/2026 $231.47 $231.96 $231.39 $231.96 900
14/07/2026 $232.25 $232.25 $232.05 $232.05 300
13/07/2026 $232.25 $232.25 $231.34 $231.34 400
10/07/2026 $233.57 $233.57 $233.43 $233.43 300
09/07/2026 $232.85 $232.85 $232.85 $232.85 100
08/07/2026 $229.20 $230.99 $229.20 $230.99 300
07/07/2026 $231.66 $231.66 $231.66 $231.66 200