Cboe US - Delayed Quote USD

FlexShares STOXX Global ESG Select Index Fund (ESGG)

171.89 -1.18 (-0.68%)
At close: 1:09 PM EDT

ETF Summary

The index is designed to reflect the performance of a selection of companies that, in aggregate, score better with respect to a set of ESG KPIs relative to the STOXX? Global 1800 Index, a float-adjusted market-capitalization weighted index of companies incorporated in the U.S. and in developed international markets. The fund will invest at least 80% of its total assets in the securities of the index and in ADRs and GDRs based on the securities in the index.

Risk Overview

Performance & Risk

YTD Return 17.17%
5y Average Return 13.49%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.01
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
ESGGCategory AverageESGGCategory AverageESGGCategory Average
Alpha 0.85 -0.9 1.39 -1.01 0 -0.29
BETA 1.01 0.97 1 0.96 0 0.95
Mean Annual Return 0.84 0.68 1.2 0.97 0 0.78
R-squared 98.37 92.08 98.26 92.93 0 91.96
Standard Deviation 16.87 16.78 17.46 17.4 0 14.57
Sharpe Ratio 0.37 0.26 0.69 0.53 0 0.53
Treynor Ratio 5.08 3.26 11.26 8.46 0 7.33

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