Summary
FEUS
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 18.97% Volatility 18.06% Sharpe 0.55
Official loaded data — not a live quote.

FLEXSHARES ESG & CLIMATE US LARGE CAP CORE INDEX FUND

Symbol: FEUS

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 20/09/2021

Latest date: 20/07/2026

Current price: $80.73

Expense ratio: 0.09%

Assets under management
$112.8M
-0.49% 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

0.46%

Ann. -35.41% (Sharpe / Sortino numerator)

Volatility

17.75%

Sharpe ratio

-2.199

VaR 95%

-1.60%

CVaR 95%: -1.68%
Max drawdown: -7.35%
Sortino ratio: -4.204
Calmar ratio: -4.82

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

6.31%

Ann. -18.73% (Sharpe / Sortino numerator)

Volatility

14.70%

Sharpe ratio

-1.521

VaR 95%

-1.60%

CVaR 95%: -1.86%
Max drawdown: -9.77%
Sortino ratio: -2.262
Calmar ratio: -1.92

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

11.26%

Ann. -5.90% (Sharpe / Sortino numerator)

Volatility

13.54%

Sharpe ratio

-0.704

VaR 95%

-1.54%

CVaR 95%: -1.91%
Max drawdown: -9.77%
Sortino ratio: -0.998
Calmar ratio: -0.60

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

18.97%

Ann. 13.56% (Sharpe / Sortino numerator)

Volatility

18.06%

Sharpe ratio

0.550

VaR 95%

-1.58%

CVaR 95%: -2.62%
Max drawdown: -9.77%
Sortino ratio: 0.702
Calmar ratio: 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

31.63%

Ann. 10.92% (Sharpe / Sortino numerator)

Volatility

16.01%

Sharpe ratio

0.456

VaR 95%

-1.57%

CVaR 95%: -2.36%
Max drawdown: -19.47%
Sortino ratio: 0.584
Calmar ratio: 0.56

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

62.40%

Ann. 15.99% (Sharpe / Sortino numerator)

Volatility

14.60%

Sharpe ratio

0.847

VaR 95%

-1.40%

CVaR 95%: -2.09%
Max drawdown: -19.47%
Sortino ratio: 1.130
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.

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

0.073%

Best day

2.758%

31/03/2026
Worst day

-2.6%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $81.13 $81.13 $80.73 $80.73 600
17/07/2026 $81.05 $81.05 $81.01 $81.01 300
16/07/2026 $81.66 $81.66 $81.63 $81.63 200
15/07/2026 $81.86 $82.02 $81.86 $82.02 200
14/07/2026 $81.53 $81.67 $81.53 $81.67 300
13/07/2026 $81.50 $81.50 $81.47 $81.47 200
10/07/2026 $81.51 $81.91 $81.51 $81.91 400
09/07/2026 $81.46 $81.47 $81.46 $81.47 200
08/07/2026 $80.88 $80.88 $80.88 $80.88 100
07/07/2026 $80.89 $81.06 $80.89 $81.06 27,400