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ETFs

FlexShares STOXX US ESG Select Index Fund

ESG
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Jul 13, 2016
Expense Ratio
0.32%
Type
US Equities
Fund Owner
Flexshares (Northern Trust)
Volume (1m avg. daily)
$420,413
AUM
$172,428,856
Associated Index
STOXX USA ESG Select KPIs Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
No
Prospectus
View

Top 10 Holdings

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Apple Inc
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JPMorgan Chase & Co.
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NVIDIA Corp
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Invest with ESG
Trade ESG Options

What is ESG?

The Fund seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the STOXX USA ESG Select KPIs Index (Underlying Index). The STOXX USA ESG Select KPIs Index offers exposure to a set of U.S. companies that is tilted towards companies scoring better with respect to a select set of environmental, social, and governance (ESG) key performance indicators (KPIs). Eligible U.S. securities are selected from the STOXX Global 1800 Index. The bottom 50% of such companies based on their ESG KPI scores are excluded from the Index, as are companies that do not adhere to the UN Global compact principles, are involved in controversial weapons or are coal miners (ICB Subsector 1771). Components are then weighted by free-float market cap combined with a cap factor that is based on a company s aggregate ESG KPI score. Component weightings may also be adjusted to ensure that the weight of a single company is less than 5% at time of each index rebalancing or reconstitution.

1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade

ESG
Performance Measures**

for the time period Jul 14, 2016 to Dec 4, 2025

Returns

1M Trailing Return: 1.2%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 4.1%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -32.5%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 18.6%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.82

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.45

The annualized return divided by the max drawdown for the selected time period.

ETFs related toESG

ETFs correlated to ESG include PBUS, SPUU, GSUS

ESG
FlexShares Trust - FlexShares STOXX US ESG Select Index Fund
PBUS
Invesco Capital Management LLC - Invesco MSCI USA ETF
SPUU
Direxion Shares ETF Trust - Direxion Daily S&P 500 Bull 2X Shares
GSUS
Goldman Sachs ETF Trust - Goldman Sachs MarketBeta U.S. Equity ETF
LCTU
BlackRock ETF Trust - BlackRock U.S. Carbon Transition Readiness ETF
VOTE
Engine No. 1 ETF Trust - Engine No. 1 Transform 500 ETF
IWL
BlackRock Institutional Trust Company N.A. - iShares Russell Top 200 ETF
MGC
Vanguard Group, Inc. - Vanguard Mega Cap 300 Index ETF
BBUS
J.P. Morgan Exchange-Traded Fund Trust - JPMorgan BetaBuilders U.S. Equity ETF
SCHX
Schwab Strategic Trust - Schwab U.S. Large-Cap ETF
SPLG
SPDR Series Trust - SPDR Portfolio S&P 500 ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

FAQ

ESG is a US Equities ETF. The Fund seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the STOXX USA ESG Select KPIs Index (Underlying Index). The STOXX USA ESG Select KPIs Index offers exposure to a set of U.S. companies that is tilted towards companies scoring better with respect to a select set of environmental, social, and governance (ESG) key performance indicators (KPIs). Eligible U.S. securities are selected from the STOXX Global 1800 Index. The bottom 50% of such companies based on their ESG KPI scores are excluded from the Index, as are companies that do not adhere to the UN Global compact principles, are involved in controversial weapons or are coal miners (ICB Subsector 1771). Components are then weighted by free-float market cap combined with a cap factor that is based on a company s aggregate ESG KPI score. Component weightings may also be adjusted to ensure that the weight of a single company is less than 5% at time of each index rebalancing or reconstitution.

ESG tracks the STOXX USA ESG Select KPIs Index.

No, ESG is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, ESG is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on ESG is 0.0003%. This is the percent change in the value of ESG over the most recent 1-month period. The 3-month return on ESG is 0.0166%. This is the percent change in the value of ESG over the most recent 3-month period.

The standard deviation of ESG for the past year is 0.1772%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to ESG include SPHQ, DSI, and QUAL.

ETFs correlated to ESG include PBUS, SPUU, and GSUS.

ETFs that are inversely correlated to ESG include SPDN, SDS, and SH.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.