QDEF

FlexShares Quality Dividend Defensive Index Fund
*Unless otherwise stated, data provided by FactSet.

QDEF Fund Description

QDEF tracks an index of companies with higher dividend yields and lower betas chosen from the Northern Trust 1250 Index.

QDEF Factset Analytics Insight

QDEF approaches the total market segment with a high-dividend/low-volatility strategy. The fund attempts to build its portfolio of by selecting and weighting dividend paying firms from the parent index based on proprietary quality factor. Stocks are ranked based on management efficiency, dividend policy, profitability, and cash flow. Constituents ranked in the lowest quintile are removed and an optimization process is also used in order to maximize the overall quality score relative to the parent index. Caps on individual securities, sectors and industries are employed to manage diversification. The objective of the fund is to attain an aggregate dividend yield in excess of the parent index and target an aggregate beta 0.5 to 1.0x. The fund is rebalanced on a quarterly basis.

QDEF MSCI ESG Analytics Insight

FlexShares Quality Dividend Defensive Index Fund has an MSCI ESG Fund Rating of A based on a score of 6.22 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 Quality Dividend Defensive Index Fund ranks in the 46th percentile within its peer group and in the 13th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

QDEF 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 11/24/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QDEF 2.45% 2.98% 21.17% 26.91% 14.24% 12.36% --
QDEF (NAV) 2.59% 3.32% 21.27% 25.40% 14.36% 12.37% --
Northern Trust Quality Dividend Defensive (TR) 2.62% 3.41% 21.67% 25.86% 14.83% 13.00% 14.54%
MSCI USA IMI 2.91% 4.69% 25.32% 30.65% 23.60% 18.38% 17.28%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

QDEF Summary Data

FlexShares
12/14/12
Open-Ended Fund
0.37%
$449.29M
$1.32M
0.05%

QDEF Portfolio Data

$452.44B
20.03
5.75
1.89%
N/A
137

QDEF Index Data

Northern Trust Quality Dividend Defensive (TR)
Multi-Factor
Proprietary
MSCI USA IMI

QDEF Portfolio Management

0.37%
-0.44%
0.11%
-0.70%

QDEF Tax Exposures

20.00% / 39.60%
1.55%
Qualified dividends
No

QDEF Fund Structure

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

QDEF Factset Analytics Block Liquidity

As of 11/25/21
5
4
3
2
1

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

QDEF Tradability

23,852
$1.32M
11,721
$645.89K
0.05%
$0.03
0.00%
0.21% / -0.18%
None
99.00%
50,000
0.23
0.01%
0.01%
0
$57.36
5

QDEF Sector/Industry Breakdown


QDEF
Segment Benchmark
28.44%
33.75%
17.96%
14.20%
13.30%
13.09%
12.12%
14.74%
9.07%
5.23%
8.62%
9.19%
4.59%
2.41%
3.13%
2.62%
1.93%
1.18%
0.25%
2.45%

QDEF Top 10 Holdings[View All]

Apple Inc. 8.43%
36.07%

QDEF Countries


QDEF
Segment Benchmark
100.00%
99.93%
--
0.07%

QDEF Regions


QDEF
Segment Benchmark
100.00%
100.00%

QDEF Economic Development


QDEF
Segment Benchmark
100.00%
100.00%

QDEF Performance Statistics

0.84
0.79
0.82
0.73
0.30%
MSCI USA IMI

QDEF MSCI ESG Ratings

6.22 / 10
12.83
45.80
6.03%
--
198.22

QDEF Benchmark Comparison Holdings

137
2469
133
29.46%

QDEF Benchmark Comparison Summary


QDEF
Segment Benchmark
137
2469
$452.44B
$504.44B
20.03
31.21
5.75
4.50
2.15%
1.21%
Medium
Low

QDEF Benchmark Comparison Market Cap Size


QDEF
Segment Benchmark
86.41%
87.77%
13.06%
9.78%
0.53%
2.35%
0.00%
0.10%