ESG vs LDRT

Comparison between FLEXSHARES STOXX US ESG SELECT INDEX FUND (ESG, ETF) and ISHARES IBONDS 1-5 YEAR TREASURY LADDER ETF (LDRT, ETF).

ESG vs LDRT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ESG(ETF)	LDRT(ETF)
Net Assets	$132M	$132M
Expense Ratio	0.32%	0.07%
Max Drawdown	32.89%	2.70%
Sharpe Ratio	1.23	-0.37
5Y Beta	0.89	-0.01
P/E Ratio	27.17	N/A
Forward P/E	18.94	N/A
5Y Dividends CAGR	5.74%	N/A
5Y EPS CAGR	23.55%	N/A
Debt to Equity	40.25%	N/A
P/S Ratio	3.17	N/A
P/B Ratio	5.00	N/A

Net Assets

Winner

ESG

$132M

LDRT

$132M

Expense Ratio

ESG

0.32%

Winner

LDRT

0.07%

Max Drawdown

ESG

32.89%

Winner

LDRT

2.70%

Sharpe Ratio

Winner

ESG

1.23

LDRT

-0.37

5Y Beta

ESG

0.89

Winner

LDRT

-0.01

P/E Ratio

ESG

27.17

LDRT

N/A

Forward P/E

ESG

18.94

LDRT

N/A

5Y Dividends CAGR

ESG

5.74%

LDRT

N/A

5Y EPS CAGR

ESG

23.55%

LDRT

N/A

Debt to Equity

ESG

40.25%

LDRT

N/A

P/S Ratio

ESG

3.17

LDRT

N/A

P/B Ratio

ESG

5.00

LDRT

N/A

ESG vs LDRT - Historical Returns

Returns include dividend reinvestment.

Period	ESG	LDRT
1 month	+1.01%	-0.41%
3 months	+6.41%	-0.38%
6 months	+9.97%	+0.51%
1 year	+18.52%	+3.19%
5 years(CAGR)	+11.42%	N/A
10 years(CAGR)	+14.82%	N/A
Max(CAGR)	+14.80%	+3.83%

Winner

ESG

+1.01%

LDRT

-0.41%

Winner

ESG

+6.41%

LDRT

-0.38%

Winner

ESG

+9.97%

LDRT

+0.51%

Winner

ESG

+18.52%

LDRT

+3.19%

5Y(CAGR)

ESG

+11.42%

LDRT

N/A

10Y(CAGR)

ESG

+14.82%

LDRT

N/A

Max(CAGR)

Winner

ESG

+14.80%

LDRT

+3.83%

ESG vs LDRT - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	ESG	LDRT
2026	+10.93%	+0.47%
2025	+16.48%	+5.49%
2024	+20.72%	+0.44%
2023	+28.05%	N/A
2022	-20.63%	N/A
2021	+30.12%	N/A
2020	+19.77%	N/A
2019	+30.99%	N/A
2018	-5.15%	N/A
2017	+22.77%	N/A
2016	+5.71%	N/A

ESG vs LDRT Drawdown Comparison

The maximum drawdown for ESG was -32.52%, occurring on Mar 23, 2020. Recovery took 118 trading sessions.

The maximum drawdown for LDRT was -1.11%, occurring on Mar 26, 2026. Recovery took 88 trading sessions.

The current ESG drawdown is -1.57%. The current LDRT drawdown is -0.72%.

Rank	ESG	LDRT
#1	-32.52% Feb 19, 2020 - Aug 6, 2020	-1.11% Feb 27, 2026 - Jul 7, 2026
#2	-26.04% Jan 3, 2022 - Dec 13, 2023	-0.88% Jul 7, 2026 - Jul 23, 2026
#3	-18.70% Oct 3, 2018 - Apr 12, 2019	-0.81% Nov 24, 2025 - Feb 12, 2026
#4	-18.32% Feb 19, 2025 - Jun 26, 2025	-0.80% Sep 19, 2025 - Oct 28, 2025
#5	-13.41% Jul 10, 2017 - Jan 12, 2018	-0.78% Apr 30, 2025 - Jun 23, 2025
#6	-10.27% Jan 29, 2018 - Aug 6, 2018	-0.78% Mar 10, 2025 - Apr 1, 2025
#7	-10.24% Sep 2, 2020 - Nov 16, 2020	-0.75% Apr 4, 2025 - Apr 28, 2025
#8	-8.67% Feb 9, 2026 - Apr 17, 2026	-0.64% Jun 27, 2025 - Jul 22, 2025
#9	-8.51% Jul 16, 2024 - Sep 19, 2024	-0.64% Feb 10, 2025 - Feb 24, 2025
#10	-7.02% May 3, 2019 - Jun 20, 2019	-0.60% Dec 6, 2024 - Jan 21, 2025
#11	-6.57% Jul 26, 2019 - Oct 28, 2019	-0.55% Sep 3, 2025 - Sep 9, 2025
#12	-5.44% Mar 28, 2024 - May 15, 2024	-0.55% Sep 9, 2025 - Sep 19, 2025
#13	-5.36% Sep 3, 2021 - Oct 20, 2021	-0.45% Oct 28, 2025 - Nov 13, 2025
#14	-4.72% Oct 28, 2025 - Dec 11, 2025	-0.33% Jan 21, 2025 - Jan 28, 2025
#15	-4.52% Dec 6, 2024 - Jan 27, 2025	-0.30% Jul 22, 2025 - Aug 1, 2025

Correlation

Correlation between ESG and LDRT is 0.85 which considered as a strong positive correlation - the stocks tend to move together.

0.85

-101

Dividend Comparison (2016 - 2026)

ESG vs LDRT dividend yield comparison.

Year	ESG	LDRT
2026	0.39%	2.17%
2025	0.96%	3.86%
2024	1.18%	0.69%
2023	1.10%	0.00%
2022	1.38%	0.00%
2021	1.03%	0.00%
2020	1.33%	0.00%
2019	1.51%	0.00%
2018	1.72%	0.00%
2017	1.52%	0.00%
2016	0.92%	0.00%