What is ESG?

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

PERFORMANCE [as of 11/25/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ESG 3.98% -3.12% -15.95% -14.83% 10.54% 11.22% --
ESG (NAV) 4.01% -3.16% -15.86% -14.76% 10.57% 11.27% --
STOXX USA ESG Select KPIs Index -- -- -- -- -- -- --
MSCI USA IMI 4.45% -3.98% -15.32% -14.77% 10.08% 10.54% 12.96%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

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 Summary Data

07/13/16
0.32%
$176.66M
STOXX USA ESG Select KPIs Index
MSCI USA IMI
Open-Ended Fund

Peers

MSCI USA IMI

Fund Flows

$0.00B 5 Days
-$0.00B 30 Days
-$0.00B 90 Days

ESG Portfolio Data

$449.92B
16.74
3.32
1.28%
12/16/22
271

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

Factset Analytics Block Liquidity

As of 11/28/22

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

4,824
$438.04K
3,751
$338.76K
0.10%
$0.09
-0.01%
0.29% / -0.26%
None
100.00%
25,000
0.15
0.01%
0.00%
0
$96.80
5

ESG Sector/Industry Breakdown

ESG Segment
Benchmark
15.67% --
15.39% --
14.77% --
12.19% --
9.14% --
6.96% --
4.58% --
4.50% --
3.51% --
2.92% --

ESG Performance Statistics

0.99
0.99
0.98
1.01
0.16%
MSCI USA IMI

ESG Countries

ESG Segment
Benchmark
100.00% 99.90%
-- 0.10%

ESG Regions

ESG Segment
Benchmark
100.00% 100.00%

ESG Economic Development

ESG Segment
Benchmark
100.00% 100.00%
0.00% 0.00%

ESG Benchmark Comparison Holdings

271
2588
269
58.41%

ESG Benchmark Comparison Summary

ESG Segment
Benchmark
271 2588
$449.92B $402.87B
16.74 17.70
3.32 3.28
1.74% 1.68%
Low Low

ESG Benchmark Comparison Market Cap Size

ESG Segment
Benchmark
98.13% 85.76%
1.87% 10.72%
0.00% 3.20%
0.00% 0.30%