Performance analysis of ESG (FLEXSHARES STOXX US ESG SELECT INDEX FUND)
Annual Return
Over the past 3 years, ESG has had an average annual return of +18.19%, underperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, ESG has had an average annual return of +11.79%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, ESG has had an average annual return of +14.85%, underperforming the benchmark SPY, which returned +15.04% annual.
Since Jul 14, 2016, ESG has had an average annual return of +14.87%, underperforming the benchmark SPY, which returned +15.02% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +11.59% | +16.04% | +20.22% | +27.87% | -19.88% | +28.49% | +20.78% | +31.74% | -5.15% | +22.77% | +5.71% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.76% | -0.68% | -4.95% | +9.13% | +6.14% | +0.25% | +0.03% | +11.59% | |||||
| 2025 | +4.37% | -0.77% | -5.66% | -1.12% | +6.05% | +4.52% | +0.71% | +1.91% | +2.59% | +1.51% | +0.29% | +1.09% | +16.04% |
| 2024 | +1.49% | +5.49% | +2.14% | -4.55% | +3.04% | +3.38% | +1.48% | +2.52% | +2.10% | -1.79% | +6.49% | -2.66% | +20.22% |
| 2023 | +6.98% | -2.13% | +3.56% | +2.09% | +0.21% | +6.72% | +3.18% | -1.19% | -4.09% | -2.51% | +8.78% | +4.17% | +27.87% |
| 2022 | -4.99% | -4.31% | +4.09% | -9.64% | +0.39% | -9.55% | +10.07% | -4.23% | -8.80% | +8.21% | +5.29% | -5.81% | -19.88% |
| 2021 | -0.41% | +2.64% | +4.47% | +4.82% | +0.46% | +2.79% | +2.23% | +3.09% | -4.46% | +6.94% | -0.96% | +4.26% | +28.49% |
| 2020 | +0.15% | -9.27% | -10.90% | +13.48% | +4.71% | +1.94% | +5.20% | +8.91% | -4.61% | -3.09% | +11.60% | +4.21% | +20.78% |
| 2019 | +7.86% | +3.02% | +2.03% | +4.46% | -6.40% | +6.95% | +2.24% | -2.25% | +2.01% | +1.82% | +3.71% | +3.23% | +31.74% |
| 2018 | +5.47% | -3.32% | -3.03% | +0.19% | +2.30% | +0.61% | +3.11% | +3.57% | +0.86% | -6.03% | +1.29% | -9.27% | -5.15% |
| 2017 | +1.40% | +4.10% | +0.30% | +1.10% | +1.25% | +0.29% | +2.72% | +0.25% | +1.15% | +1.66% | +3.07% | +3.48% | +22.77% |
Drawdown analysis of ESG (FLEXSHARES STOXX US ESG SELECT INDEX FUND)
The maximum drawdown for the ESG was -32.51%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current ESG drawdown is -1.00%.
Since Jul 14, 2016 ESG has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 7 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.51% | Feb 19, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -26.04% | Jan 3, 2022 | 194 | Oct 11, 2022 | 295 | Dec 13, 2023 | 489 |
| -18.70% | Oct 3, 2018 | 56 | Dec 24, 2018 | 75 | Apr 12, 2019 | 131 |
| -18.32% | Feb 19, 2025 | 34 | Apr 8, 2025 | 54 | Jun 26, 2025 | 88 |
| -13.41% | Jul 10, 2017 | 6 | Jul 18, 2017 | 124 | Jan 12, 2018 | 130 |
| -10.27% | Jan 29, 2018 | 43 | Apr 2, 2018 | 88 | Aug 6, 2018 | 131 |
| -10.24% | Sep 2, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -8.68% | Feb 9, 2026 | 34 | Mar 30, 2026 | 13 | Apr 17, 2026 | 47 |
| -8.51% | Jul 16, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -7.02% | May 3, 2019 | 20 | Jun 3, 2019 | 13 | Jun 20, 2019 | 33 |
| -6.57% | Jul 26, 2019 | 20 | Aug 23, 2019 | 45 | Oct 28, 2019 | 65 |
| -5.44% | Mar 28, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -5.36% | Sep 3, 2021 | 20 | Oct 4, 2021 | 12 | Oct 20, 2021 | 32 |
| -4.72% | Oct 28, 2025 | 17 | Nov 20, 2025 | 14 | Dec 11, 2025 | 31 |
| -4.52% | Dec 6, 2024 | 22 | Jan 10, 2025 | 10 | Jan 27, 2025 | 32 |
| -4.47% | Feb 12, 2021 | 13 | Mar 4, 2021 | 5 | Mar 11, 2021 | 18 |
| -4.23% | Jun 2, 2026 | 6 | Jun 10, 2026 | Ongoing | Ongoing | Ongoing |
| -4.03% | May 7, 2021 | 3 | May 12, 2021 | 18 | Jun 8, 2021 | 21 |
| -4.02% | Nov 18, 2021 | 8 | Dec 1, 2021 | 10 | Dec 15, 2021 | 18 |
| -3.68% | Jan 21, 2021 | 6 | Jan 29, 2021 | 4 | Feb 4, 2021 | 10 |
| -3.29% | Dec 15, 2021 | 3 | Dec 20, 2021 | 3 | Dec 23, 2021 | 6 |
| -3.22% | Oct 14, 2024 | 15 | Nov 4, 2024 | 2 | Nov 6, 2024 | 17 |
| -3.12% | Jul 12, 2021 | 5 | Jul 19, 2021 | 4 | Jul 23, 2021 | 9 |
| -2.59% | Jan 22, 2020 | 7 | Jan 31, 2020 | 3 | Feb 5, 2020 | 10 |
| -2.54% | Jul 25, 2025 | 5 | Aug 1, 2025 | 7 | Aug 12, 2025 | 12 |