FEDM vs SASS

Comparison between FLEXSHARES ESG & CLIMATE DEVELOPED MARKETS EX-US CORE INDEX FUND (FEDM, ETF) and M.D. SASS CONCENTRATED EQUITIES ETF (SASS, ETF).

FEDM vs SASS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FEDM(ETF)	SASS(ETF)
Net Assets	$77M	$77M
Expense Ratio	0.12%	0.75%
Max Drawdown	31.30%	9.61%
Sharpe Ratio	0.78	-0.51
5Y Beta	0.72	0.93
P/E Ratio	N/A	34.22
Forward P/E	N/A	20.74
PEG Ratio	N/A	0.39
5Y EPS CAGR	N/A	12.57%
Debt to Equity	N/A	47.71%
P/S Ratio	N/A	1.69
P/B Ratio	N/A	3.38

Net Assets

Winner

FEDM

$77M

SASS

$77M

Expense Ratio

Winner

FEDM

0.12%

SASS

0.75%

Max Drawdown

FEDM

31.30%

Winner

SASS

9.61%

Sharpe Ratio

Winner

FEDM

0.78

SASS

-0.51

5Y Beta

Winner

FEDM

0.72

SASS

0.93

P/E Ratio

FEDM

N/A

SASS

34.22

Forward P/E

FEDM

N/A

SASS

20.74

PEG Ratio

FEDM

N/A

SASS

0.39

5Y EPS CAGR

FEDM

N/A

SASS

12.57%

Debt to Equity

FEDM

N/A

SASS

47.71%

P/S Ratio

FEDM

N/A

SASS

1.69

P/B Ratio

FEDM

N/A

SASS

3.38

FEDM vs SASS - Holdings Comparison

FEDM and SASS have 1 common holdings. Overlap is 0.00%

FEDM's top 25 holdings weight is 33.32%. SASS's top 25 holdings weight is 96.30%.

Rank	FEDM	SASS
#1	ASML HOLDING NV (n/a) - 3.20%	HENRY SCHEIN INC (HSIC) - 7.51%
#2	ROYAL BANK OF CANADA (n/a) - 1.88%	PRIMO BRANDS CORP ORDINARY SHARES CLASS A (PRMB) - 6.59%
#3	SIEMENS AG (n/a) - 1.66%	AMETEK INC (AME) - 6.34%
#4	SHELL PLC (n/a) - 1.57%	WILLIAMS COMPANIES INC (WMB) - 6.15%
#5	SCHNEIDER ELECTRIC SE (n/a) - 1.52%	QUEST DIAGNOSTICS INC (DGX) - 5.59%
#6	NOVARTIS AG REGISTERED SHARES (n/a) - 1.45%	CLEAN HARBORS INC (CLH) - 5.44%
#7	ASTRAZENECA PLC (AZN:XLON) - 1.44%	C.H. ROBINSON WORLDWIDE INC (CHRW) - 5.12%
#8	HITACHI LTD (n/a) - 1.39%	AMAZON.COM INC (AMZN) - 5.08%
#9	COMMONWEALTH BANK OF AUSTRALIA (n/a) - 1.38%	U.S. BANK MONEY MARKET DEPOSIT ACCOUNT (n/a) - 4.95%
#10	BANCO BILBAO VIZCAYA ARGENTARIA SA (n/a) - 1.29%	CAPITAL ONE FINANCIAL CORP (COF) - 4.82%
#11	ENBRIDGE INC (n/a) - 1.24%	SOMNIGROUP INTERNATIONAL INC (SGI) - 4.69%
#12	SAP SE (n/a) - 1.21%	MARTIN MARIETTA MATERIALS INC (MLM) - 4.65%
#13	RECRUIT HOLDINGS CO LTD (n/a) - 1.20%	API GROUP CORP (APG) - 4.52%
#14	MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 1.19%	STANDARDAERO INC (SARO) - 4.49%
#15	ADVANTEST CORP (n/a) - 1.17%	WELLTOWER INC (WELL) - 4.48%
#16	CANADIAN IMPERIAL BANK OF COMMERCE (CM) - 1.12%	ANALOG DEVICES INC (ADI) - 3.95%
#17	ZURICH INSURANCE GROUP AG (n/a) - 1.12%	FLOWSERVE CORP (FLS) - 3.47%
#18	NESTLE SA (n/a) - 1.11%	TD SYNNEX CORP (SNX) - 3.41%
#19	NOKIA OYJ (n/a) - 1.08%	MICRON TECHNOLOGY INC (MU) - 3.14%
#20	INTESA SANPAOLO (n/a) - 1.08%	KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC CLASS A (KNX) - 1.91%
#21	CANADIAN NATIONAL RAILWAY CO (n/a) - 1.03%	N/A
#22	MANULIFE FINANCIAL CORP (MFC) - 1.02%	N/A
#23	SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 1.01%	N/A
#24	RELX PLC (n/a) - 1.00%	N/A
#25	ALLIANZ SE (n/a) - 0.96%	N/A
Total Holdings	235	20

FEDM vs SASS - Historical Returns

Returns include dividend reinvestment.

Period	FEDM	SASS
1 month	+2.06%	+2.00%
3 months	+7.52%	+4.49%
6 months	+7.74%	N/A
1 year	+15.58%	N/A
5 years(CAGR)	+7.62%	N/A
Max(CAGR)	+7.62%	-6.58%

Winner

FEDM

+2.06%

SASS

+2.00%

Winner

FEDM

+7.52%

SASS

+4.49%

FEDM

+7.74%

SASS

N/A

FEDM

+15.58%

SASS

N/A

5Y(CAGR)

FEDM

+7.62%

SASS

N/A

Max(CAGR)

Winner

FEDM

+7.62%

SASS

-6.58%

FEDM vs SASS - Annual Returns (2021 - 2026)

Returns include dividend reinvestment.

Year	FEDM	SASS
2026	+5.71%	-1.85%
2025	+27.64%	N/A
2024	+4.06%	N/A
2023	+16.79%	N/A
2022	-15.61%	N/A
2021	+1.88%	N/A

FEDM vs SASS Drawdown Comparison

The maximum drawdown for FEDM was -29.36%, occurring on Sep 27, 2022. Recovery took 583 trading sessions.

The maximum drawdown for SASS was -9.61%, occurring on Mar 27, 2026. This drawdown has not yet recovered.

The current FEDM drawdown is -1.19%. The current SASS drawdown is -1.85%.

Rank	FEDM	SASS
#1	-29.36% Nov 8, 2021 - Mar 6, 2024	-9.61% Mar 4, 2026 - Mar 27, 2026
#2	-14.24% Sep 26, 2024 - May 2, 2025	N/A
#3	-11.91% Feb 25, 2026 - Mar 20, 2026	N/A
#4	-7.09% Jul 12, 2024 - Aug 21, 2024	N/A
#5	-4.97% Oct 21, 2025 - Dec 23, 2025	N/A
#6	-4.87% Mar 27, 2024 - May 9, 2024	N/A
#7	-4.41% Jul 23, 2025 - Aug 18, 2025	N/A
#8	-3.77% Sep 23, 2021 - Oct 20, 2021	N/A
#9	-3.66% Jun 6, 2024 - Jul 10, 2024	N/A
#10	-3.18% Aug 30, 2024 - Sep 19, 2024	N/A
#11	-3.17% Oct 6, 2025 - Oct 15, 2025	N/A
#12	-2.80% Jun 12, 2025 - Jun 30, 2025	N/A
#13	-2.79% Aug 22, 2025 - Sep 11, 2025	N/A
#14	-2.33% May 15, 2024 - Jun 5, 2024	N/A
#15	-2.20% Jan 12, 2026 - Jan 26, 2026	N/A