Performance analysis of ESGG (FLEXSHARES STOXX GLOBAL ESG SELECT INDEX FUND)
Annual Return
Over the past 3 years, ESGG has had an average annual return of +21.53%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, ESGG has had an average annual return of +12.81%, underperforming the benchmark SPY, which returned +13.88% annual.
Since Jul 14, 2016, ESGG has had an average annual return of +14.11%, underperforming the benchmark SPY, which returned +15.30% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +14.73% | +24.01% | +14.48% | +25.59% | -18.66% | +23.78% | +17.34% | +29.09% | -8.42% | +23.59% | +4.49% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.58% | +0.72% | -5.58% | +8.72% | +6.94% | +1.15% | +14.73% | ||||||
| 2025 | +4.80% | +0.47% | -3.86% | +0.28% | +5.70% | +4.92% | +0.60% | +2.16% | +2.62% | +2.04% | +0.76% | +1.58% | +24.01% |
| 2024 | +1.66% | +4.88% | +2.34% | -4.20% | +4.12% | +2% | +0.83% | +3.05% | +1.27% | -3.14% | +3.62% | -2.35% | +14.48% |
| 2023 | +7.26% | -2.24% | +4.12% | +2.92% | -1.18% | +5.16% | +2.98% | -2.35% | -3.99% | -1.89% | +8.68% | +4.47% | +25.59% |
| 2022 | -4.95% | -3.74% | +2.58% | -8.37% | +1.02% | -9.24% | +7.81% | -4.86% | -9.26% | +7% | +8.40% | -4.42% | -18.66% |
| 2021 | -0.27% | +1.93% | +3.60% | +4.39% | +1.79% | +1.85% | +1.14% | +3.09% | -3.81% | +5.83% | -1.77% | +4.18% | +23.78% |
| 2020 | -0.05% | -9.04% | -11.17% | +10.64% | +3.87% | +3.60% | +4.28% | +7.49% | -4.27% | -3.41% | +12.35% | +4.80% | +17.34% |
| 2019 | +6.71% | +3.44% | +1.60% | +4.09% | -5.82% | +6.68% | +0.81% | -3.61% | +3.88% | +2.35% | +2.83% | +3.60% | +29.09% |
| 2018 | +5.53% | -3.77% | -2.01% | +0.58% | +0.68% | -0.46% | +3.54% | +2.24% | +0.40% | -7.54% | +0.23% | -7.30% | -8.42% |
| 2017 | +2.80% | +2.42% | +1.37% | +1.63% | +2.22% | +0.29% | +2.34% | +0.57% | +2.12% | +2.29% | +1.97% | +1.37% | +23.59% |
Drawdown analysis of ESGG (FLEXSHARES STOXX GLOBAL ESG SELECT INDEX FUND)
The maximum drawdown for the ESGG was -32.30%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current ESGG drawdown is -0.48%.
Since Jul 14, 2016 ESGG has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.30% | Feb 12, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
| -27.57% | Jan 4, 2022 | 194 | Oct 12, 2022 | 298 | Dec 19, 2023 | 492 |
| -19.57% | Jan 26, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
| -16.70% | Feb 18, 2025 | 35 | Apr 8, 2025 | 28 | May 19, 2025 | 63 |
| -9.23% | Sep 2, 2020 | 41 | Oct 30, 2020 | 8 | Nov 11, 2020 | 49 |
| -9.16% | Feb 9, 2026 | 34 | Mar 30, 2026 | 12 | Apr 16, 2026 | 46 |
| -8.39% | Jul 16, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
| -5.90% | Jul 15, 2019 | 22 | Aug 14, 2019 | 20 | Sep 12, 2019 | 42 |
| -5.37% | Sep 7, 2021 | 19 | Oct 4, 2021 | 16 | Oct 26, 2021 | 35 |
| -5.07% | Mar 28, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -4.64% | Nov 8, 2021 | 16 | Dec 1, 2021 | 17 | Dec 27, 2021 | 33 |
| -4.60% | Nov 12, 2025 | 6 | Nov 20, 2025 | 13 | Dec 10, 2025 | 19 |
| -4.28% | Dec 6, 2024 | 24 | Jan 14, 2025 | 7 | Jan 24, 2025 | 31 |
| -4.27% | Feb 16, 2021 | 12 | Mar 4, 2021 | 9 | Mar 17, 2021 | 21 |
| -4.13% | Sep 12, 2019 | 14 | Oct 2, 2019 | 13 | Oct 21, 2019 | 27 |
| -4.02% | Oct 14, 2024 | 13 | Oct 31, 2024 | 22 | Dec 3, 2024 | 35 |
| -3.80% | May 7, 2021 | 3 | May 12, 2021 | 8 | May 24, 2021 | 11 |
| -3.73% | Aug 30, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
| -3.66% | Jan 26, 2021 | 3 | Jan 29, 2021 | 6 | Feb 8, 2021 | 9 |
| -3.47% | Jul 12, 2021 | 5 | Jul 19, 2021 | 4 | Jul 23, 2021 | 9 |
| -3.21% | Sep 22, 2016 | 29 | Nov 2, 2016 | 24 | Dec 7, 2016 | 53 |
| -2.76% | Jul 25, 2025 | 5 | Aug 1, 2025 | 7 | Aug 12, 2025 | 12 |
| -2.61% | Jan 17, 2020 | 5 | Jan 27, 2020 | 7 | Feb 5, 2020 | 12 |
| -2.57% | Oct 8, 2025 | 2 | Oct 10, 2025 | 6 | Oct 20, 2025 | 8 |
| -2.29% | Jun 14, 2021 | 4 | Jun 18, 2021 | 6 | Jun 28, 2021 | 10 |