FlexShares STOXX US ESG Select Index Fund (ESG) Performance
ESG total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +15.4% since Dec 31, 2025
- 1 year
- +17.9% total return
- 5 years
- +11.6% a year
- 10 years
- +15.3% a year
- Since first price
- +14.9% a year since 2016
ESG trailing returns vs SPY, QQQ, AGG
| Period | ESG total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +0.1% | +0.1% | −1.0% | −5.0% | +0.9% |
| 3 months | +4.1% | +3.9% | +3.2% | +1.9% | −0.4% |
| 6 months | +11.3% | +10.8% | +7.8% | +8.4% | −1.5% |
| YTD | +15.4% | +14.6% | +12.3% | +15.1% | −1.0% |
| 1 year | +17.9% | +16.9% | +14.4% | +15.9% | −1.1% |
| 3 years | +81.4%+22.0%/yr | +75.7% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +73.0%+11.6%/yr | +63.5% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +315.3%+15.3%/yr | +260.8% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionJul 14, 2016 | +316.6%+14.9%/yr | +260.8% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: ESG vs SPY
From Jul 14, 2016: ESG grew to $41,665, SPY to $41,384.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
ESG returns by calendar year
7 of 9 full years positive. Best 2019 (+31.7%), worst 2022 (−19.9%). 2026 is year to date.
ESG annual returns table
| Year | ESG | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +15.4% | −8.7% | +12.3% | +15.1% | −1.0% |
| 2025 | +16.0% | −18.3% | +17.7% | +20.8% | +7.2% |
| 2024 | +20.2% | −8.5% | +24.9% | +25.6% | +1.3% |
| 2023 | +27.9% | −9.3% | +26.2% | +54.9% | +5.7% |
| 2022 | −19.9% | −26.0% | −18.2% | −32.6% | −13.0% |
| 2021 | +28.5% | −5.4% | +28.7% | +27.4% | −1.8% |
| 2020 | +20.7% | −32.5% | +18.3% | +48.6% | +7.5% |
| 2019 | +31.7% | −7.0% | +31.2% | +39.0% | +8.5% |
| 2018 | −5.2% | −18.7% | −4.6% | −0.1% | +0.1% |
| 2017 | +23.4% | −13.4% | +21.7% | +32.7% | +3.6% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
ESG largest drawdowns
Now 1.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 19, 2020 | −32.5% | Mar 23, 2020 | Aug 6, 2020 | 33 days | 6 months |
| Jan 3, 2022 | −26.0% | Oct 11, 2022 | Dec 13, 2023 | 9 months | 1.9 years |
| Oct 3, 2018 | −18.7% | Dec 24, 2018 | Apr 12, 2019 | 3 months | 6 months |
| Feb 19, 2025 | −18.3% | Apr 8, 2025 | Jun 26, 2025 | 48 days | 4 months |
| Jul 10, 2017 | −13.4% | Jul 18, 2017 | Jan 12, 2018 | 8 days | 6 months |
| Jan 29, 2018 | −10.3% | Apr 2, 2018 | Aug 6, 2018 | 2 months | 6 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
ESG risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2016 |
|---|---|---|---|---|
| Annualized return | +20.7% | +12.5% | +15.1% | +14.9% |
| Volatility (annualized) | 12.2% | 15.9% | 15.6% | 15.5% |
| Sharpe ratio | 1.26 | 0.60 | 0.84 | 0.83 |
| Sortino ratio | 2.45 | 0.93 | 1.33 | 1.32 |
| Best month | +9.1% | +10.1% | +13.5% | +13.5% |
| Worst month | −5.7% | −9.6% | −10.9% | −10.9% |
| Best 12 months | +31.4% | +31.4% | +59.3% | +59.3% |
| Worst 12 months | +7.4% | −19.9% | −19.9% | −19.9% |
| Positive months | 72% | 65% | 72% | 71% |
| Beta vs S&P 500 | 0.96 | 1.00 | 1.01 | — |
| Correlation with S&P 500 | 0.98 | 0.99 | 0.99 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
ESG rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 112 | −19.9% | +15.9% | +59.3% | 87% |
| 3-year (a year) | 88 | +5.6% | +14.0% | +26.9% | 100% |
| 5-year (a year) | 64 | +9.2% | +13.6% | +19.7% | 100% |
| 10-year (a year) | 4 | +15.0% | +15.2% | +15.4% | 100% |
Every holding period starting at a month-end since 2016. Returns for 3 years and longer are annualized.
ESG performance overview
FlexShares STOXX US ESG Select Index Fund (ESG) returned +17.9% over the past year and +15.3% a year over ten years, with distributions reinvested. Since its first recorded price in 2016 it has returned +14.9% a year, turning $10,000 into about $41,665. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −32.5%, from Feb 19, 2020 to Mar 23, 2020, and it took 4 months to get back to the old high. ESG finished 7 of its 9 full calendar years with a gain; the best year was 2019 (+31.7%) and the worst 2022 (−19.9%). Volatility has been 15.5% a year.
Related: ESG chart, ESG holdings, ESG dividends, ESG valuation. See the ESG overview for the latest quote and fund facts.
ESG performance FAQ
What is the ESG return over the past year?
ESG returned +17.9% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 16.9%.
What is the average annual return of ESG?
ESG has returned +11.6% a year over 5 years, +15.3% a year over 10 years, +14.9% a year since July 14, 2016 (total return, distributions reinvested).
How much would $10,000 invested in ESG be worth?
$10,000 invested in ESG at its first recorded close on July 14, 2016 would be worth about $41,665 on October 23, 2026 with distributions reinvested.
What was the worst year for ESG?
The worst calendar year was 2022, with a total return of −19.9%. The best was 2019 at +31.7%.
What is the biggest drawdown of ESG?
The largest peak-to-trough decline was −32.5% between February 19, 2020 and March 23, 2020. It recovered to the old high on August 6, 2020, 4 months after the bottom.
How volatile is ESG?
Over the past 3 years ESG had an annualized volatility of 12.2% and a Sharpe ratio of 1.26 (excess return over 1–3 month T-bills per unit of risk).