ESG Performance — FlexShares STOXX US ESG Select Index Fund
Data updated: 2026-09-25
ESG returned +11.82% year to date and +20.20% over one year to Jul 2026. Annualised returns are +17.68% over 3 years and +11.70% over 5 years. Against its Europe Thematic Equity category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $163, against $154 for the category, and to $120 over one year, against $122. Volatility over the past three years was 12.55% a year. In the 12 months to Jul 2026 the fund lost a net $12.2M, and assets reached $132.06M.
ESG Growth of $100
What $100 invested in FlexShares STOXX US ESG Select Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Europe Thematic Equity category average over the same months.
| Period | ESG | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $120 | $122 |
| 3 years (Aug 2023 – Jul 2026) | $163 | $154 |
| 5 years (Aug 2021 – Jul 2026) | $174 | $157 |
| Since data start (Aug 2019 – Jul 2026) | $270 | $225 |
ESG Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +11.82% |
| 1 year | +20.20% |
| 3 years (annualised) | +17.68% |
| 5 years (annualised) | +11.70% |
ESG Annual Returns
Calendar-year total returns of FlexShares STOXX US ESG Select Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +11.82% |
| 2025 | +15.88% |
| 2024 | +20.29% |
| 2023 | +27.83% |
| 2022 | −19.82% |
| 2021 | +28.53% |
| 2020 | +20.82% |
| 2019 (Aug–Dec) | +8.68% |
ESG Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.9% | −0.6% | −4.9% | +9.0% | +6.2% | +0.4% | +0.1% | — | — | — | — | — |
| 2025 | +4.3% | −0.7% | −5.6% | −1.0% | +5.8% | +4.5% | +0.8% | +1.9% | +2.5% | +1.5% | +0.3% | +1.0% |
| 2024 | +1.4% | +5.5% | +2.2% | −4.6% | +3.3% | +3.3% | +1.4% | +2.6% | +2.1% | −2.0% | +6.6% | −2.6% |
| 2023 | +7.1% | −2.4% | +3.8% | +2.1% | +0.1% | +6.7% | +3.4% | −1.4% | −4.0% | −2.5% | +8.8% | +4.2% |
| 2022 | −5.1% | −4.0% | +3.7% | −9.3% | +0.1% | −9.1% | +9.8% | −4.4% | −8.7% | +8.3% | +5.6% | −6.0% |
| 2021 | −0.5% | +2.4% | +4.7% | +4.9% | +0.4% | +2.8% | +2.1% | +3.1% | −4.7% | +7.2% | −0.9% | +4.2% |
| 2020 | +0.2% | −8.6% | −11.6% | +13.4% | +4.4% | +2.2% | +5.4% | +8.5% | −4.7% | −2.6% | +11.3% | +4.2% |
| 2019 | — | — | — | — | — | — | — | −2.2% | +2.0% | +2.0% | +3.6% | +3.2% |
ESG Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 12.55%
- 3-year Sharpe ratio: 1.05 (vs 4.5% risk-free rate)
- Best month: +8.95% (Apr 2026)
- Worst month: −5.61% (Mar 2025)
ESG Fund Flows
Monthly money in and out of FlexShares STOXX US ESG Select Index Fund, from SEC Form N-PORT.
- 12-month net flow: −$12.2M
- 12-month gross sales (incl. reinvestments): $31.2M
- Sales ÷ redemptions: 0.72×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $0 | $0 | $0 |
| Jun 2026 | $4.4M | $8.8M | −$4.4M |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $7.7M | $7.5M | $150K |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $7.8M | $11.8M | −$4.0M |
| Nov 2025 | $0 | $3.9M | −$3.9M |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $3.8M | $3.8M | −$11K |
| Aug 2025 | $7.5M | $7.5M | −$13K |
ESG Assets Under Management
Net assets of FlexShares STOXX US ESG Select Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $132.06M |
| 2026-04-30 | $128.25M |
| 2026-01-31 | $124.82M |
| 2025-10-31 | $129.15M |
| 2025-07-31 | $122.02M |
| 2025-04-30 | $113.11M |
| 2025-01-31 | $140.24M |
| 2024-10-31 | $153.22M |
| 2024-07-31 | $175.68M |
| 2024-04-30 | $193.07M |
| 2024-01-31 | $191.13M |
| 2023-10-31 | $166.92M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.