FLEXSHARES STOXX US ESG SELECT INDEX FUND
Symbol: ESG
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception Date: 13/07/2016
Latest Date: 02/04/2026
Current Price: $153.07
Expense Ratio: 0.32%
Assets Under Management
$124.1M
1.53% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-3.95%
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
-3.29%
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
-0.52%
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
13.59%
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
24.67%
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
59.11%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.057%
Best Day
9.092%
09/04/2025
Worst Day
-6.072%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $150.09 | $150.10 | $148.59 | $148.59 | 2,700 |
| 26/03/2026 | $152.23 | $152.23 | $150.79 | $150.79 | 1,300 |
| 25/03/2026 | $153.28 | $153.28 | $152.78 | $152.78 | 400 |
| 24/03/2026 | $150.96 | $152.05 | $150.96 | $151.88 | 1,400 |
| 23/03/2026 | $152.08 | $152.60 | $152.08 | $152.23 | 5,400 |
| 20/03/2026 | $152.32 | $152.32 | $150.58 | $150.58 | 1,900 |