FlexShares STOXX Global ESG Impact Index Fund (ESGG)
Description
The investment seeks to track the performance of the STOXX Global ESG Select KPIs Index. The ESGG ETF contains 766 constituents. It is focused on blend holdings in the North America region.
Price $115.32 as of 2022-10-21Cost/Risk/Yield
| Dividend yield | 2.13% |
| Expense ratio | 0.42% |
| Average spread | 0.33% |
| 1Y roundtrip cost | 0.75% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -4.9% | -3.7% | 2.6% | -8.4% | 1.0% | -9.2% | 7.8% | -4.9% | -9.3% | 5.1% | -23.9% | ||
| 2021 | -0.3% | 1.9% | 3.6% | 4.4% | 1.8% | 1.8% | 1.1% | 3.1% | -3.8% | 5.8% | -1.8% | 4.2% | 21.9% |
| 2020 | -0.0% | -9.0% | -11.2% | 10.6% | 3.9% | 3.6% | 4.3% | 7.5% | -4.3% | -3.4% | 12.3% | 4.8% | 19.1% |
| 2019 | 6.7% | 3.4% | 1.6% | 4.1% | -5.8% | 6.7% | 0.8% | -3.6% | 3.9% | 2.4% | 2.8% | 3.6% | 26.6% |
| 2018 | 5.5% | -3.8% | -2.0% | 0.6% | 0.7% | -0.5% | 3.5% | 2.2% | 0.4% | -7.5% | 0.2% | -7.3% | -7.9% |
| 2017 | 2.8% | 2.4% | 1.4% | 1.6% | 2.2% | 0.3% | 2.3% | 0.6% | 2.1% | 2.3% | 2.0% | 1.4% | 21.4% |
| 2016 | 1.7% | 0.6% | -1.8% | 0.6% | 3.4% | 4.5% | |||||||
| 9.8% | -8.8% | -4.0% | 13.0% | 3.8% | 2.7% | 19.9% | 6.6% | -10.4% | 2.8% | 16.2% | 10.0% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.35 | 1.00 | 0.48 | 1.83 | |||||||||
| 2021 | 0.32 | 0.68 | 0.41 | 0.63 | 2.04 | ||||||||
| 2020 | 0.38 | 0.49 | 0.38 | 0.45 | 1.70 | ||||||||
| 2019 | 0.46 | 0.77 | 0.39 | 0.48 | 2.10 | ||||||||
| 2018 | 0.31 | 0.69 | 0.41 | 0.40 | 1.81 | ||||||||
| 2017 | 0.30 | 0.68 | 0.35 | 0.29 | 1.62 | ||||||||
| 2016 | 0.23 | 0.45 | 0.68 | ||||||||||
| 0.00 | 0.00 | 2.11 | 0.00 | 0.00 | 4.30 | 0.00 | 0.00 | 2.65 | 0.00 | 0.00 | 2.70 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Microsoft Corporation | 5.51% |
| Apple Inc. | 4.81% |
| Amazon.com, Inc. | 4.73% |
| Alphabet Inc. Class C | 3.11% |
| Tesla Inc | 2.91% |
| Johnson & Johnson | 2.02% |
| Meta Platforms Inc. Class A | 1.86% |
| Bank of America Corp | 1.63% |
| Procter & Gamble Company | 1.39% |
| Home Depot, Inc. | 1.25% |
| JPMorgan Chase & Co. | 1.24% |
| Accenture Plc Class A | 1.14% |
| ASML Holding NV | 1.10% |
| Nestle S.A. | 1.08% |
| Walt Disney Company | 0.95% |
| Top 15 Weights | 34.73% |
Compare with similar ETFs
| ESGG | JUST | KOKU | OVL | TOK | URTH | |
|---|---|---|---|---|---|---|
| Product name | FlexShares STOXX Global ESG Impact Index Fund | Goldman Sachs JUST U.S. Large Cap Equity ETF | Xtrackers MSCI Kokusai Equity ETF | Overlay Shares Large Cap Equity ETF | iShares MSCI Kokusai ETF | iShares MSCI World ETF |
| Issuer | FlexShares | Goldman Sachs | Xtrackers | Overlay Shares | iShares | iShares |
| Price | $115.322 | $52.8441 | $65.6427 | $29.254 | $75.93 | $102.08 |
| Expense Ratio | 0.42% |  0.2% | 0.09% |  0.79% | 0.25% | 0.24% |
| Average Spread | 0.330% | 0.170% | 0.396% | 0.513% | 0.382% | 0.078% |
| AUM | $143,470,000 | $219,846,000 | $509,156,000 | $153,194,000 | $147,890,000 | $1,241,800,000 |
| Shares | 1,244,086 | 4,160,277 | 7,756,477 | 5,236,672 | 1,947,709 | 12,164,971 |
| Average Daily Volume | 1,707 | 7,053 | 340 | 18,110 | 577 | 329,297 |
| 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 | 2018-06-07 | 2020-04-08 | 2019-09-30 | 2007-12-10 | 2012-01-10 |
| Index Tracked | STOXX Global ESG Select KPIs Index | JUST U.S. Large Cap Diversified Index | MSCI Kokusai Index | No Underlying Index | MSCI Kokusai Index | MSCI World Index |
| Category | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large Caps | Large Caps | Large Caps | Large Caps | Large Caps | Large Caps |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
| Region | North America | North America | North America | North America | North America | North America |
| Countries | Broad | U.S. | Broad | U.S. | Broad | Broad |
| Annual Dividend Rate | $2.453 | $0.806 | $1.633 | $1.439 | $3.029 | $2.039 |
| Annual Dividend Yield | 0.021% | 0.015% | 0.025% | 0.049% | 0.040% | 0.020% |
| Number of Holdings | 766 | 441 | 1248 | 498 | 1256 | 1279 |
| YTD Return | -22.90% | -21.81% | -23.46% | -26.05% | -23.55% | -23.91% |
| Beta | 0.89 | 0.97 | 0.95 | 1.06 | 1.00 | 1.02 |
| Upside Beta | 0.54 | 0.56 | 0.50 | 0.58 | 0.12 | 0.12 |
| Downside Beta | 0.10 | 0.55 | -0.18 | 0.07 | -0.18 | -0.26 |
| Volatility 1Y | 21.73% | 22.55% | 22.00% | 24.85% | 21.69% | 21.69% |
| Sharpe Ratio 3Y | 0.42 | 0.56 | 0.00 | 0.49 | 0.31 | 0.26 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.00 | 0.01 | 0.00 | 0.00 |