FlexShares STOXX US ESG Select Index Fund
Ticker
ESG
ISIN
US33939L688
Price
USD 138.87
Change Today
-0.89 / -0.639 %
Price 1 year ago
106.65 / 30.204 %
Morningstar
4
52 Week Low
108.72
52 Week High
140.13
200 Day Moving Average 127.83
127.83
50-day Moving Average
135.35
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.60 |
| Sortino Ratio | 0.46 |
| Maximum Drawdown | -1.69% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -22.21 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.76 |
| Volatility | 3.343% |
| Alpha | -0.83 |
| Beta | None |
| R Squared | +99.59 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 15.521% |
| Average Annual Volatility | 18.743% |
| Sharpe Ratio | 0.83 |
| Sortino Ratio | 0.80 |
| Maximum Drawdown | -33.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.48 |
Company information
Summary
The investment seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the STOXX® USA ESG Select KPIs IndexSM. The index is designed to reflect the performance of a selection of companies that, in aggregate, score better with respect to a set of ESG KPIs relative to the U.S. companies in the STOXX® Global 1800 Index, a float-adjusted market-capitalization weighted index of companies incorporated in the U.S. and in developed international markets. The fund will invest at least 80% of its total assets (exclusive of collateral held from securities lending) in the securities of the index.
Market
US
Category
Large Blend
Expense Ratio
0.32%
Fund family
Flexshares Trust
Morningstar
4
Yield
0.0114
Exchange
BTS
| Sector | Weight |
|---|---|
| Technology | 24.46% |
| Healthcare | 19.60% |
| Consumer cyclical | 14.59% |
| Financial services | 14.13% |
| Communication services | 7.61% |
| Energy | 6.09% |
| Industrials | 4.77% |
| Consumer defensive | 4.03% |
| Realestate | 2.15% |
| Utilities | 1.15% |
| Basic materials | 1.12% |
| Country | Ratio |
|---|---|
| United States | 99.18 |
| Switzerland | 0.36 |
| United Kingdom | 0.14 |
| China | 0.11 |
| Israel | 0.03 |
| Netherlands | 0.00 |
| Singapore | 0.00 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AAPL | Apple Inc | 5.3% |
| MSFT | Microsoft Corp | 5.17% |
| AMZN | Amazon.com Inc | 4.98% |
| FB | Facebook Inc A | 4.46% |
| GOOG | Alphabet Inc Class C | 4.11% |
| TSLA | Tesla Inc | 2.87% |
| JPM | JPMorgan Chase & Co | 2.55% |
| JNJ | Johnson & Johnson | 2.32% |
| HD | The Home Depot Inc | 1.85% |
| PG | Procter & Gamble Co | 1.76% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 50E.PA | HSBC EURO STOXX 50 UCITS ETF | IE00B4K6B022 | PAR | 0.25% | 4 | +3.54 | |
| 600X.AS | SPDR STOXX Europe 600 SRI UCITS ETF | IE00BK5H8015 | AMS | 0.12% | 4 | -0.40 | -- |
| C50.PA | Amundi Index Solutions - Amundi EURO STOXX 50 UCITS ETF-C EUR | LU1681047236 | PAR | 0.05% | 4 | +3.52 | |
| CD5.PA | Amundi Index Solutions - Amundi EURO STOXX 50 UCITS ETF-D EUR | LU1681047319 | PAR | 0.05% | 4 | +3.52 | |
| CS51.L | iShares VII PLC - iShares Core EURO STOXX 50 UCITS ETF | DE000593395 | LSE | 0.10% | 4 | +3.51 | |
| CSX5.AS | iShares VII PLC - iShares Core EURO STOXX 50 UCITS ETF | IE00B53L3W79 | AMS | 0.10% | 4 | +3.51 | |
| CSX5.L | iShares VII PLC - iShares Core EURO STOXX 50 UCITS ETF | DE000593395 | LSE | 0.10% | 4 | +3.51 | |
| DJMC.AS | iShares EURO STOXX Mid UCITS ETF | IE00B02KXL92 | AMS | 0.40% | 4 | +0.300 | |
| DJMC.L | iShares EURO STOXX Mid UCITS ETF | IE00B02KXL9 | LSE | 0.40% | 4 | ||
| DJSC.AS | iShares EURO STOXX Small UCITS ETF | IE00B02KXM00 | AMS | 0.40% | 5 | -0.530 | |
| DJSC.L | iShares EURO STOXX Small UCITS ETF | DE000A0DPMZ | LSE | 0.40% | 5 | -0.530 | |
| ESG | FlexShares STOXX US ESG Select Index Fund | US33939L688 | BTS | 0.32% | 4 | -0.83 | |
| ETBB.PA | BNP Paribas Easy Euro Stoxx 50 UCITS ETF EUR C/D | FR0012739431 | PAR | 0.18% | 4 | ||
| ETDD.PA | BNP Paribas Easy Euro Stoxx 50 UCITS ETF | FR0012739431 | PAR | 0.18% | 5 | ||
| ETZ.PA | BNP Paribas Easy Stoxx Europe 600 UCITS ETF | FR0011550193 | PAR | 0.20% | 4 | -0.37 | |
| ETZD.PA | BNP Paribas Easy Stoxx Europe 600 UCITS ETF EUR C/D | FR0011550193 | PAR | 0.20% | 4 | -0.43 | |
| EUE.L | iShares EURO STOXX 50 UCITS ETF | IE000847100 | LSE | 0.10% | 4 | +3.52 | |
| EUEA.AS | iShares EURO STOXX 50 UCITS ETF | IE0008471009 | AMS | 0.10% | 4 | +3.52 | |
| H50E.L | HSBC EURO STOXX 50 UCITS ETF | IE00B4K6B02 | LSE | 0.25% | 4 | ||
| MEUD.L | Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | LU090850075 | LSE | 0.15% | 4 | -0.36 | |
| MEUD.PA | Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | LU0908500753 | PAR | 0.15% | 4 | -0.36 | |
| MSE.PA | Lyxor Euro Stoxx 50 (DR) UCITS ETF Acc | FR0007054358 | PAR | 0.20% | 4 | +3.40 | |
| OIL.PA | Lyxor Index Fund - Lyxor Stoxx Europe 600 Oil & Gas UCITS ETF | LU1834988278 | PAR | 0.30% | 4 | -6.36 | |
| SX5S.L | Invesco EURO STOXX 50 UCITS ETF | IE00B60SWX2 | LSE | 0.05% | 4 | ||
| XESC.L | Xtrackers Euro Stoxx 50 UCITS ETF | LU038086502 | LSE | 0.09% | 4 | ||
| XESX.L | Xtrackers Euro Stoxx 50 UCITS ETF | LU038086502 | LSE | 0.09% | 4 | ||
| XSX6.L | Xtrackers Stoxx Europe 600 UCITS ETF 1C | LU032847579 | LSE | 0.25% | 4 | -0.48 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.