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
156.9 M
ASSETS UNDER MGMT
32 bp
EXPENSES
Fund Basics
| Fund sponsor | Northern Trust |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | Jul 13, 2016 |
| Assets (mns) | $157 |
| Expense ratio | 32 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-Ended Fund |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Principles-based |
| Weighting | Principles-based |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
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 holdings | 266 |
| 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)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| 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... | Beta | R-squared |
| S&P 500 | 1.01 | 98% |
| MSCI EAFE | 0.88 | 73% |
| MSCI Emg Mkts | 0.67 | 40% |
Liquidity Measures
| Avg. volume (000) | 6 |
| Turnover | 0.5% |
| Avg. Bid/Ask (% of price) | 0.08% |
| ADV of underlying (mns) | $182,137 |
Technical Indicators
| Recent close | $136.46 |
| 30d moving avg. | $132.69 |
| Annualized volatility | 18.2% |
| 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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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. ESG |
Expenses vs. ESG |
ALTAR Score™ vs. ESG |
|---|---|---|---|---|
| USCA | Xtrackers MSCI USA Climate Action Equity ETF | 67.6% | -25 bp | +0.1% |
| ESGG | FlexShares STOXX Global ESG Select Index Fund | 67.4% | +10 bp | +0.2% |
| USCL | iShares Climate Conscious & Transition MSCI USA ETF | 66.1% | -24 bp | +0.1% |
| MGC | Vanguard Mega Cap ETF | 63.1% | -25 bp | 0.0% |
| MODL | VictoryShares WestEnd U.S. Sector ETF | 63.0% | +10 bp | -0.1% |
| IWL | iShares Russell Top 200 ETF | 62.8% | -17 bp | -0.1% |
| GSUS | Goldman Sachs MarketBeta U.S. Equity ETF | 62.7% | -25 bp | +0.1% |
| VOTE | TCW Transform 500 ETF | 62.5% | -27 bp | +0.1% |
| BBUS | JP Morgan Betabuilders U.S. Equity ETF | 62.1% | -30 bp | +0.2% |
| SPXE | ProShares S&P 500 Ex-Energy ETF | 62.0% | -23 bp | +0.0% |
Risk and Returns: ESG vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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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 | --% |
Based on closing prices from 10/21/2024
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Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
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
4.9%
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
ESGSELL
U/W
HOLD
O/W
BUY
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. | 37.8 | 15.4 | 53.2 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .