Summary
ESGG
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 22.13% 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: 15/10/2026

Current price: $238.33

Expense ratio: 0.42%

Assets under management
$119.0M
0.32% 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

1.05%

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

2.95%

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

12.31%

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

22.13%

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

42.75%

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

82.46%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.083%

Best day

2.968%

08/04/2026
Worst day

-2.936%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $237.58 $238.33 $237.58 $238.33 800
14/10/2026 $237.31 $237.35 $236.93 $236.93 700
13/10/2026 $239.30 $239.30 $238.73 $238.73 700
12/10/2026 $239.37 $239.70 $239.37 $239.49 1,300
09/10/2026 $239.23 $240.03 $239.23 $240.03 400
08/10/2026 $238.98 $238.98 $238.83 $238.83 200
07/10/2026 $239.45 $240.64 $239.45 $240.50 600
06/10/2026 $241.10 $241.10 $240.97 $240.97 1,300
05/10/2026 $238.74 $239.54 $238.74 $239.54 600
02/10/2026 $238.53 $238.93 $238.53 $238.93 600