ESG

FlexShares Trust FlexShares STOXX US ESG Select Index Fund

The FlexShares STOXX US ESG Impact Index Fund follows a principles-based index composed of US-listed companies that exhibit environmental, social, and corporate governance (ESG) characteristics.


US

EQUITY

Rules-Based

MANAGEMENT STYLE

160.2 M

ASSETS UNDER MGMT

32 bp

EXPENSES
Fund Basics
Fund sponsorNorthern Trust
CategoryUS
Asset classEquity
Websitelink...
Inception dateJul 13, 2016
Assets (mns)$160
Expense ratio32 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsQuarterly
Taxation1099
Stock selectionPrinciples-based
WeightingPrinciples-based
Holdings TransparencyFull
Derivatives-basedNo
Options availableNo
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings
APPLE INC 5.0 %
AMAZON.COM INC 4.9 %
MICROSOFT CORP 4.8 %
META PLATFORMS INC 4.6 %
JPMORGAN CHASE & CO 3.1 %
TESLA MOTORS INC 3.1 %
BERKSHIRE HATHAWAY INC-CL B 2.9 %
EXXON MOBIL CORP 2.7 %
ELI LILLY & CO 2.3 %
PROCTER & GAMBLE CO/THE 2.0 %
Constituent Breakdown
Number of holdings266
Herfindahl-Hirschman Index 182
Wgt avg mkt cap (mns)$806,702
Large cap (>$10bn)100.0%
Mid cap ($2-10bn)0.0%
Small cap (<$2bn)0.0%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 96.6 %
IRELAND 2.3 %
BRITAIN 0.6 %
Historical Performance


Standardized Performance (as of 09/30/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 18.1% 30.8% 27.5% 10.2% 15.5% -- 14.6%
Volatility 10.5% 11.2% 17.0% 17.5% 20.9% -- --
Market Correlations
versus...BetaR-squared
S&P 5001.0198%
MSCI EAFE0.8873%
MSCI Emg Mkts0.6740%
Liquidity Measures
Avg. volume (000)9
Turnover0.8%
Avg. Bid/Ask (% of price)0.08%
ADV of underlying (mns)$182,137
Technical Indicators
Recent close$136.38
30d moving avg.$132.69
Annualized volatility18.2%
Relative strength (RSI)60
Short interest (ETF)0.0%
Short interest (underlying)1.4%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Risk and Returns: ESG vs. Comps (1 YR)

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Dividends per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Book value per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2023 2024E Fwd Est 2025E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
2.7 20.5 3.7 1.4% --
Based on closing prices from 10/9/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
ESG



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Rating

UNDERWEIGHT

Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.

ALTAR Score™

ESG

4.8%

Cat. Avg

5.5%


ALTAR Score™ Calculation

Category Overview
There are 933 funds in the US Equity category, with an average ALTAR Score™ of 5.5% and a standard deviation of 2.4%. ESG's ALTAR Score™ is approximately 0.3 standard deviations below the category average. This places ESG in the 39th percentile among funds in the category.
Sell Side Consensus Rating

Sell-side recommendations on the ETF's individual constituents

ESG
Peer Average
SELL
U/W
HOLD
O/W
BUY
Factor Scorecard

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Expense Analysis

Peer Group Rules-Based
US Equity ETFs
# of ETFs 609
Avg. Expense Ratio 46.6 bp
Std. Deviation 32.9 bp
ESG (32 bp) Percentile rank 33
Peer Group Expense Ratio Distribution


Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
ESG 32.0 7.8 39.8
Peer Avg. 37.4 15.4 52.8
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .