TLTD Performance — FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
Data updated: 2026-09-25
TLTD returned +11.45% year to date and +27.06% over one year to Jul 2026. Annualised returns are +18.73% over 3 years and +10.65% over 5 years. The fund beat its International Multi-Cap Value category average: $100 invested three years ago grew to $167, against $163 for the category, and to $127 over one year, against $127. Volatility over the past three years was 13.49% a year. In the 12 months to Jul 2026 the fund took in a net $20.3M, and assets reached $670.09M.
TLTD Growth of $100
What $100 invested in FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Multi-Cap Value category average over the same months.
| Period | TLTD | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $127 | $127 |
| 3 years (Aug 2023 – Jul 2026) | $167 | $163 |
| 5 years (Aug 2021 – Jul 2026) | $166 | $166 |
| Since data start (Aug 2019 – Jul 2026) | $212 | $207 |
TLTD Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +11.45% |
| 1 year | +27.06% |
| 3 years (annualised) | +18.73% |
| 5 years (annualised) | +10.65% |
TLTD Annual Returns
Calendar-year total returns of FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +11.45% |
| 2025 | +38.61% |
| 2024 | +5.10% |
| 2023 | +17.56% |
| 2022 | −13.73% |
| 2021 | +12.26% |
| 2020 | +4.36% |
| 2019 (Aug–Dec) | +9.92% |
TLTD 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 | +5.5% | +5.4% | −9.9% | +7.0% | +2.7% | −2.2% | +3.6% | — | — | — | — | — |
| 2025 | +4.1% | +2.1% | +1.1% | +4.5% | +5.2% | +3.1% | −0.2% | +5.0% | +2.4% | +0.3% | +2.4% | +3.2% |
| 2024 | −0.4% | +1.1% | +3.9% | −2.0% | +3.9% | −2.6% | +4.2% | +2.4% | +1.5% | −5.2% | +0.5% | −1.9% |
| 2023 | +8.1% | −2.1% | +0.9% | +2.4% | −4.4% | +4.5% | +4.4% | −3.6% | −3.0% | −4.4% | +8.8% | +6.0% |
| 2022 | −3.8% | −1.0% | +0.4% | −6.4% | +0.8% | −9.8% | +5.1% | −4.1% | −9.8% | +4.9% | +10.6% | +0.5% |
| 2021 | −1.2% | +3.7% | +3.0% | +3.3% | +3.6% | −2.0% | +0.7% | +1.8% | −2.5% | +2.2% | −5.5% | +5.1% |
| 2020 | −3.5% | −9.7% | −16.9% | +7.8% | +4.4% | +2.1% | +1.6% | +6.6% | −2.7% | −3.2% | +16.4% | +5.5% |
| 2019 | — | — | — | — | — | — | — | −3.0% | +3.5% | +3.9% | +1.5% | +3.7% |
TLTD Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 13.49%
- 3-year Sharpe ratio: 1.05 (vs 4.5% risk-free rate)
- Best month: +8.81% (Nov 2023)
- Worst month: −9.95% (Mar 2026)
TLTD Fund Flows
Monthly money in and out of FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund, from SEC Form N-PORT.
- 12-month net flow: $20.3M
- 12-month gross sales (incl. reinvestments): $38.6M
- Sales ÷ redemptions: 2.11×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $0 | $0 | $0 |
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $20.2M | $0 | $20.2M |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $18.4M | $18.3M | $153K |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $0 | $0 | $0 |
TLTD Assets Under Management
Net assets of FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $670.09M |
| 2026-04-30 | $633.60M |
| 2026-01-31 | $624.86M |
| 2025-10-31 | $569.10M |
| 2025-07-31 | $529.77M |
| 2025-04-30 | $481.01M |
| 2025-01-31 | $447.12M |
| 2024-10-31 | $456.70M |
| 2024-07-31 | $494.87M |
| 2024-04-30 | $518.92M |
| 2024-01-31 | $504.82M |
| 2023-10-31 | $469.23M |
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.