ESG

FlexShares STOXX U.S. ESG Select Index Fund
*Unless otherwise stated, data provided by FactSet.

ESG Fund Description

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

ESG Factset Analytics Insight

ESG follows an index designed to provide exposure to US-listed companies that exhibit several specific environmental, social, and corporate governance attributes. These factors include low emissions, percentage of independent board members, percentage of women board members, policies against child labor, and non-use of golden parachute agreements. Disqualifying characteristics include non-adherence to UN Global compact principles, involvement in controversial weapons, or coal mining. All qualifying constituents are weighted based on an aggregated “ESG score” derived from the factors mentioned above. Constituents are reconstituted quarterly, subject to a 5% cap. Prior to June 1, 2021, the fund was named FlexShares STOXX US ESG Impact Index Fund and tracked the STOXX USA ESG Impact Index.

ESG MSCI ESG Analytics Insight

FlexShares STOXX U.S. ESG Select Index Fund has an MSCI ESG Fund Rating of A based on a score of 5.98 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. FlexShares STOXX U.S. ESG Select Index Fund ranks in the 41st percentile within its peer group and in the 28th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

ESG MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/18/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ESG -2.44% -0.77% 17.02% 25.74% 19.15% 17.96% --
ESG (NAV) 1.15% 3.93% 20.80% 31.61% 20.51% 18.70% --
STOXX USA ESG Select KPIs Index -- -- -- -- -- -- --
MSCI USA IMI 1.36% 4.39% 20.25% 32.22% 20.03% 18.32% 16.22%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ESG Summary Data

FlexShares
07/13/16
Open-Ended Fund
0.32%
$185.51M
$1.27M
0.07%

ESG Portfolio Data

$639.95B
28.33
4.96
1.09%
N/A
273

ESG Index Data

STOXX USA ESG Select KPIs Index
Principles-based
Principles-based
MSCI USA IMI

ESG Portfolio Management

0.32%
--
--
--

ESG Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

ESG Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

ESG Factset Analytics Block Liquidity

As of 10/19/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of ESG. ESG is rated a 5 out of 5.

ESG Tradability

11,640
$1.27M
4,813
$525.89K
0.07%
$0.08
0.03%
0.35% / -0.29%
None
100.00%
25,000
0.19
0.01%
0.00%
0
$109.49
5

ESG Sector/Industry Breakdown


ESG
Segment Benchmark
36.89%
33.75%
17.20%
14.74%
14.07%
13.09%
13.29%
14.20%
6.34%
5.23%
5.28%
9.19%
2.98%
2.45%
1.43%
2.62%
1.28%
1.18%
1.19%
2.41%

ESG Top 10 Holdings[View All]

Apple Inc. 4.76%
Tesla Inc 3.70%
35.48%

ESG Countries


ESG
Segment Benchmark
100.00%
99.93%
--
0.07%

ESG Regions


ESG
Segment Benchmark
100.00%
100.00%

ESG Economic Development


ESG
Segment Benchmark
100.00%
100.00%

ESG Performance Statistics

0.98
0.96
0.95
0.96
0.13%
MSCI USA IMI

ESG MSCI ESG Ratings

5.98 / 10
27.83
40.60
0.91%
--
75.55

ESG Benchmark Comparison Holdings

273
2469
268
60.75%

ESG Benchmark Comparison Summary


ESG
Segment Benchmark
273
2469
$639.95B
$504.44B
28.33
31.21
4.96
4.50
1.37%
1.21%
Low
Low

ESG Benchmark Comparison Market Cap Size


ESG
Segment Benchmark
99.67%
87.77%
0.33%
9.78%
0.00%
2.35%
0.00%
0.10%