FlexShares ESG & Climate US Large Cap Core… (FEUS) Performance
FEUS total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +13.4% since Dec 31, 2025
- 1 year
- +16.1% total return
- 5 years
- +11.3% a year
- Since first price
- +12.1% a year since 2021
FEUS trailing returns vs SPY, QQQ, AGG
| Period | FEUS total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +0.4% | +0.4% | −1.0% | −5.0% | +0.9% |
| 3 months | +5.0% | +4.8% | +3.2% | +1.9% | −0.4% |
| 6 months | +10.7% | +10.1% | +7.8% | +8.4% | −1.5% |
| YTD | +13.4% | +12.5% | +12.3% | +15.1% | −1.0% |
| 1 year | +16.1% | +14.8% | +14.4% | +15.9% | −1.1% |
| 3 years | +81.3%+21.9%/yr | +74.9% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +70.5%+11.3%/yr | +59.9% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionSep 21, 2021 | +78.8%+12.1%/yr | +67.7% | — | — | — |
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: FEUS vs SPY
From Sep 21, 2021: FEUS grew to $17,880, SPY to $18,738.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
FEUS returns by calendar year
3 of 4 full years positive. Best 2023 (+25.5%), worst 2022 (−19.1%). 2026 is year to date.
FEUS annual returns table
| Year | FEUS | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +13.4% | −9.5% | +12.3% | +15.1% | −1.0% |
| 2025 | +14.7% | −19.5% | +17.7% | +20.8% | +7.2% |
| 2024 | +23.1% | −8.8% | +24.9% | +25.6% | +1.3% |
| 2023 | +25.5% | −10.2% | +26.2% | +54.9% | +5.7% |
| 2022 | −19.1% | −25.3% | −18.2% | −32.6% | −13.0% |
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.
FEUS largest drawdowns
Now 1.4% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Dec 29, 2021 | −25.3% | Oct 12, 2022 | Dec 18, 2023 | 9 months | 2.0 years |
| Feb 19, 2025 | −19.5% | Apr 8, 2025 | Jul 2, 2025 | 48 days | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
FEUS risk statistics
| Statistic | 3 years | 5 years |
|---|---|---|
| Annualized return | +20.9% | +12.3% |
| Volatility (annualized) | 12.8% | 16.0% |
| Sharpe ratio | 1.21 | 0.59 |
| Sortino ratio | 2.45 | 0.93 |
| Best month | +11.2% | +11.2% |
| Worst month | −5.9% | −9.4% |
| Best 12 months | +35.5% | +35.5% |
| Worst 12 months | +6.3% | −19.1% |
| Positive months | 69% | 62% |
| Beta vs S&P 500 | 1.02 | 1.02 |
| Correlation with S&P 500 | 0.99 | 1.00 |
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.
FEUS rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 50 | −19.1% | +14.9% | +35.5% | 86% |
| 3-year (a year) | 26 | +7.5% | +17.6% | +22.8% | 100% |
| 5-year (a year) | 2 | +10.9% | +11.6% | +12.3% | 100% |
Every holding period starting at a month-end since 2021. Returns for 3 years and longer are annualized.
FEUS performance overview
FlexShares ESG & Climate US Large Cap Core… (FEUS) returned +16.1% over the past year and +11.3% a year over five years, with distributions reinvested. Since its first recorded price in 2021 it has returned +12.1% a year, turning $10,000 into about $17,880. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −25.3%, from Dec 29, 2021 to Oct 12, 2022, and it took 1.2 years to get back to the old high. FEUS finished 3 of its 4 full calendar years with a gain; the best year was 2023 (+25.5%) and the worst 2022 (−19.1%). Volatility has been 16.0% a year.
Related: FEUS chart, FEUS holdings, FEUS dividends, FEUS valuation. See the FEUS overview for the latest quote and fund facts.
FEUS performance FAQ
What is the FEUS return over the past year?
FEUS returned +16.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 14.8%.
What is the average annual return of FEUS?
FEUS has returned +11.3% a year over 5 years, +12.1% a year since September 21, 2021 (total return, distributions reinvested).
How much would $10,000 invested in FEUS be worth?
$10,000 invested in FEUS at its first recorded close on September 21, 2021 would be worth about $17,880 on October 23, 2026 with distributions reinvested.
What was the worst year for FEUS?
The worst calendar year was 2022, with a total return of −19.1%. The best was 2023 at +25.5%.
What is the biggest drawdown of FEUS?
The largest peak-to-trough decline was −25.3% between December 29, 2021 and October 12, 2022. It recovered to the old high on December 18, 2023, 1.2 years after the bottom.
How volatile is FEUS?
Over the past 3 years FEUS had an annualized volatility of 12.8% and a Sharpe ratio of 1.21 (excess return over 1–3 month T-bills per unit of risk).