FLEXSHARES MORNINGSTAR US MARKET FACTOR TILT INDEX FUND

Symbol: TILT

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception Date: 16/09/2011

Latest Date: 17/04/2026

Current Price: $261.66

Expense Ratio: 0.25%

Assets Under Management
$1.9B
0.73% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

7.73%

Volatility

17.28%

Sharpe Ratio

-2.334

VaR 95%

-1.55%

CVaR 95%: -1.59%
Max Drawdown: -7.00%
Sortino Ratio: -4.191
Calmar Ratio: -5.25
Return

4.61%

Volatility

14.32%

Sharpe Ratio

-0.928

VaR 95%

-1.55%

CVaR 95%: -1.67%
Max Drawdown: -8.70%
Sortino Ratio: -1.397
Calmar Ratio: -1.11
Return

7.71%

Volatility

13.87%

Sharpe Ratio

-0.204

VaR 95%

-1.55%

CVaR 95%: -1.84%
Max Drawdown: -8.70%
Sortino Ratio: -0.290
Calmar Ratio: 0.09
Return

37.25%

Volatility

18.60%

Sharpe Ratio

0.780

VaR 95%

-1.61%

CVaR 95%: -2.66%
Max Drawdown: -8.70%
Sortino Ratio: 0.977
Calmar Ratio: 2.08
Return

42.84%

Volatility

16.53%

Sharpe Ratio

0.563

VaR 95%

-1.62%

CVaR 95%: -2.41%
Max Drawdown: -19.85%
Sortino Ratio: 0.723
Calmar Ratio: 0.65
Return

71.80%

Volatility

15.38%

Sharpe Ratio

0.891

VaR 95%

-1.53%

CVaR 95%: -2.17%
Max Drawdown: -19.85%
Sortino Ratio: 1.210
Calmar Ratio: 0.87

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.133%

Best Day

3.291%

12/05/2025
Worst Day

-2.787%

10/10/2025
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $259.76 $262.30 $259.76 $261.66 1,600
16/04/2026 $257.66 $258.22 $257.66 $258.22 2,700
15/04/2026 $256.51 $257.47 $255.81 $257.47 5,600
14/04/2026 $255.22 $256.26 $255.22 $256.11 3,000
13/04/2026 $252.61 $253.87 $252.53 $253.87 2,000
10/04/2026 $252.00 $252.00 $251.11 $251.11 1,700
02/04/2026 $239.98 $244.11 $239.98 $243.46 3,200
01/04/2026 $243.05 $244.14 $242.89 $243.02 8,100
31/03/2026 $238.43 $241.37 $238.43 $241.37 4,700
30/03/2026 $237.55 $237.55 $234.94 $235.15 2,100