FLEXSHARES STOXX US ESG SELECT INDEX FUND

Symbol: ESG

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception Date: 13/07/2016

Latest Date: 17/04/2026

Current Price: $163.90

Expense Ratio: 0.32%

Assets Under Management
$117.7M
0.01% 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

7.05%

Volatility

16.04%

Sharpe Ratio

-2.449

VaR 95%

-1.47%

CVaR 95%: -1.47%
Max Drawdown: -6.83%
Sortino Ratio: -4.399
Calmar Ratio: -5.22
Return

4.32%

Volatility

13.46%

Sharpe Ratio

-1.213

VaR 95%

-1.47%

CVaR 95%: -1.60%
Max Drawdown: -8.84%
Sortino Ratio: -1.942
Calmar Ratio: -1.44
Return

5.81%

Volatility

12.32%

Sharpe Ratio

-0.380

VaR 95%

-1.39%

CVaR 95%: -1.67%
Max Drawdown: -8.84%
Sortino Ratio: -0.547
Calmar Ratio: -0.12
Return

30.52%

Volatility

17.35%

Sharpe Ratio

0.577

VaR 95%

-1.46%

CVaR 95%: -2.47%
Max Drawdown: -8.84%
Sortino Ratio: 0.714
Calmar Ratio: 1.54
Return

38.61%

Volatility

15.29%

Sharpe Ratio

0.528

VaR 95%

-1.47%

CVaR 95%: -2.23%
Max Drawdown: -18.32%
Sortino Ratio: 0.664
Calmar Ratio: 0.64
Return

67.87%

Volatility

14.12%

Sharpe Ratio

0.934

VaR 95%

-1.33%

CVaR 95%: -1.98%
Max Drawdown: -18.32%
Sortino Ratio: 1.235
Calmar Ratio: 0.92

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

0.111%

Best Day

3.202%

10/04/2026
Worst Day

-2.387%

10/10/2025
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $163.88 $163.90 $163.88 $163.90 400
16/04/2026 $161.80 $161.95 $161.80 $161.95 500
15/04/2026 $160.52 $161.45 $160.51 $161.45 1,200
14/04/2026 $160.40 $160.40 $160.40 $160.40 300
13/04/2026 $157.23 $159.29 $157.23 $159.29 800
10/04/2026 $158.26 $158.26 $157.97 $157.97 500
02/04/2026 $150.76 $153.07 $150.76 $153.07 1,100
01/04/2026 $153.00 $153.00 $152.80 $152.80 700
31/03/2026 $151.23 $151.74 $151.23 $151.74 900
30/03/2026 $149.84 $149.84 $148.19 $148.19 1,900