FlexShares STOXX US ESG Impact Index Fund (ESG)
Description
The investment seeks to track the performance of the STOXX USA ESG Select KPIs Index. The ESG ETF contains 276 constituents. It is focused on blend holdings in the North America region.
Price $90.61 as of 2022-10-21Cost/Risk/Yield
| Dividend yield | 1.37% |
| Expense ratio | 0.32% |
| Average spread | 0.088% |
| 1Y roundtrip cost | 0.408% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -5.0% | -4.3% | 4.1% | -9.6% | 0.4% | -9.5% | 10.1% | -4.2% | -8.8% | 5.5% | -21.5% | ||
| 2021 | -0.4% | 2.6% | 4.5% | 4.8% | 0.5% | 2.8% | 2.2% | 3.1% | -4.5% | 6.9% | -1.0% | 4.3% | 25.8% |
| 2020 | 0.1% | -9.3% | -10.9% | 13.5% | 4.7% | 1.9% | 5.2% | 8.9% | -4.6% | -3.1% | 11.6% | 4.2% | 22.3% |
| 2019 | 7.9% | 3.0% | 2.0% | 4.5% | -6.4% | 6.9% | 2.2% | -2.2% | 2.0% | 1.8% | 3.7% | 3.2% | 28.7% |
| 2018 | 5.5% | -3.3% | -3.0% | 0.2% | 2.3% | 0.6% | 3.1% | 3.6% | 0.9% | -6.0% | 1.3% | -9.3% | -4.3% |
| 2017 | 1.4% | 4.1% | 0.3% | 1.1% | 1.3% | 0.8% | 2.7% | 0.2% | 1.2% | 1.7% | 3.1% | 3.5% | 21.3% |
| 2016 | 0.9% | -0.5% | -0.8% | 3.5% | 2.3% | 5.4% | |||||||
| 9.5% | -7.2% | -3.1% | 14.4% | 2.7% | 3.5% | 25.6% | 10.2% | -14.4% | 5.9% | 22.3% | 8.2% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.28 | 0.30 | 0.30 | 0.88 | |||||||||
| 2021 | 0.24 | 0.32 | 0.28 | 0.36 | 1.20 | ||||||||
| 2020 | 0.31 | 0.28 | 0.28 | 0.35 | 1.22 | ||||||||
| 2019 | 0.25 | 0.29 | 0.27 | 0.35 | 1.16 | ||||||||
| 2018 | 0.20 | 0.27 | 0.30 | 0.26 | 1.02 | ||||||||
| 2017 | 0.14 | 0.52 | 0.24 | 0.32 | 1.23 | ||||||||
| 2016 | 0.16 | 0.32 | 0.48 | ||||||||||
| 0.00 | 0.00 | 1.42 | 0.00 | 0.00 | 1.99 | 0.00 | 0.00 | 1.84 | 0.00 | 0.00 | 1.95 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Microsoft Corporation | 5.45% |
| Tesla Inc | 4.95% |
| Apple Inc. | 4.74% |
| Amazon.com, Inc. | 4.59% |
| Alphabet Inc. Class C | 4.25% |
| Meta Platforms Inc. Class A | 4.07% |
| JPMorgan Chase & Co. | 2.26% |
| Johnson & Johnson | 2.25% |
| Home Depot, Inc. | 2.03% |
| Bank of America Corp | 1.83% |
| Procter & Gamble Company | 1.81% |
| Walt Disney Company | 1.33% |
| Mastercard Incorporated Class A | 1.24% |
| Accenture Plc Class A | 1.22% |
| Merck & Co., Inc. | 1.18% |
| Top 15 Weights | 43.20% |
Compare with similar ETFs
| ESG | GSUS | JULZ | JUST | SPYX | VV | |
|---|---|---|---|---|---|---|
| Product name | FlexShares STOXX US ESG Impact Index Fund | Goldman Sachs MarketBeta U.S. Equity ETF | TrueShares Structured Outcome (July) ETF | Goldman Sachs JUST U.S. Large Cap Equity ETF | SPDR S&P 500 Fossil Fuel Free ETF | Vanguard Large-Cap ETF |
| Issuer | FlexShares | Goldman Sachs | TrueShares | Goldman Sachs | SPDR | Vanguard |
| Price | $90.611 | $49.79 | $30.845 | $52.8441 | $88.51 | $167.06 |
| Expense Ratio | 0.32% |  0.07% |  0.79% | 0.2% | 0.2% | 0.04% |
| Average Spread | 0.088% | 0.100% | 0.519% | 0.170% | 0.056% | 0.030% |
| AUM | $153,711,000 | $344,950,000 | $13,825,800 | $219,846,000 | $979,899,000 | $21,122,300,000 |
| Shares | 1,696,381 | 6,928,094 | 448,236 | 4,160,277 | 11,071,054 | 126,435,634 |
| Average Daily Volume | 4,993 | 147,823 | 633 | 7,053 | 50,267 | 740,100 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2016-07-13 | 2020-05-12 | 2020-06-30 | 2018-06-07 | 2015-11-30 | 2004-01-27 |
| Index Tracked | STOXX USA ESG Select KPIs Index | Solactive GBS United States Large & Mid Cap Index | No Underlying Index | JUST U.S. Large Cap Diversified Index | S&P 500 Fossil Fuel Free Index | CRSP US Large Cap |
| Category | Large Cap Growth Equities | Large Cap Growth Equities | n/a | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities |
| Asset Class | Equity | Equity | Volatility | Equity | Equity | Equity |
| Asset Class Size | Large Caps | Large Caps | Large Caps | Large Caps | Large Caps | |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | |
| Region | North America | North America | North America | North America | North America | North America |
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $1.239 | $0.545 | $0 | $0.806 | $1.31 | $2.825 |
| Annual Dividend Yield | 0.014% | 0.011% | 0.000% | 0.015% | 0.015% | 0.017% |
| Number of Holdings | 276 | 515 | 0 | 441 | 484 | 577 |
| YTD Return | -21.27% | -23.78% | -12.27% | -21.81% | -24.05% | -23.55% |
| Beta | 1.02 | 0.98 | 0.65 | 0.97 | 0.98 | 0.99 |
| Upside Beta | 0.69 | 0.44 | 0.35 | 0.56 | 0.59 | 0.23 |
| Downside Beta | 0.16 | -0.16 | 0.01 | 0.55 | 0.02 | 0.04 |
| Volatility 1Y | 23.42% | 23.08% | 15.09% | 22.55% | 22.75% | 23.26% |
| Sharpe Ratio 3Y | 0.66 | 0.00 | 0.00 | 0.56 | 0.48 | 0.52 |
| Treynor Ratio 3Y | 0.01 | 0.00 | 0.00 | 0.01 | 0.01 | 0.01 |