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FEDM vs SPY

Comparison between FLEXSHARES ESG & CLIMATE DEVELOPED MARKETS EX-US CORE INDEX FUND (FEDM, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed FEDM, delivering a return of +12.4% compared to +7.5%

FEDM vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
FEDM
$76M
Winner
SPY
$781B
Expense Ratio
FEDM
0.12%
Winner
SPY
0.09%
Max Drawdown
Winner
FEDM
31.30%
SPY
56.47%
Sharpe Ratio
FEDM
0.77
Winner
SPY
1.12
5Y Beta
Winner
FEDM
0.72
SPY
1.00
P/E Ratio
FEDM
N/A
SPY
28.53
Forward P/E
FEDM
N/A
SPY
21.47
5Y Dividends CAGR
FEDM
N/A
SPY
6.00%
5Y EPS CAGR
FEDM
N/A
SPY
25.58%
Debt to Equity
FEDM
N/A
SPY
32.09%
P/S Ratio
FEDM
N/A
SPY
3.75
P/B Ratio
FEDM
N/A
SPY
5.64

FEDM vs SPY - Holdings Comparison

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

FEDM's top 25 holdings weight is 34.27%. SPY's top 25 holdings weight is 51.74%.

RankFEDMSPY
#1
ASML HOLDING NV (n/a) - 3.63%
NVIDIA CORP (NVDA) - 7.89%
#2
ROYAL BANK OF CANADA (n/a) - 2.04%
APPLE INC (AAPL) - 7.37%
#3
SIEMENS AG (n/a) - 1.68%
MICROSOFT CORP (MSFT) - 4.50%
#4
NOVARTIS AG REGISTERED SHARES (n/a) - 1.60%
AMAZON.COM INC (AMZN) - 3.82%
#5
ASTRAZENECA PLC (AZN:XLON) - 1.53%
ALPHABET INC CLASS A (GOOGL) - 3.33%
#6
SCHNEIDER ELECTRIC SE (n/a) - 1.51%
BROADCOM INC (AVGO) - 2.86%
#7
BANCO BILBAO VIZCAYA ARGENTARIA SA (n/a) - 1.42%
ALPHABET INC CLASS C (GOOG) - 2.68%
#8
SHELL PLC (n/a) - 1.39%
META PLATFORMS INC CLASS A (META) - 2.29%
#9
ADVANTEST CORP (n/a) - 1.36%
TESLA INC (TSLA) - 1.70%
#10
COMMONWEALTH BANK OF AUSTRALIA (n/a) - 1.33%
MICRON TECHNOLOGY INC (MU) - 1.56%
#11
RECRUIT HOLDINGS CO LTD (n/a) - 1.24%
JPMORGAN CHASE & CO (JPM) - 1.42%
#12
ZURICH INSURANCE GROUP AG (n/a) - 1.22%
ELI LILLY AND CO (LLY) - 1.40%
#13
CANADIAN IMPERIAL BANK OF COMMERCE (CM) - 1.21%
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37%
#14
MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 1.20%
ADVANCED MICRO DEVICES INC (AMD) - 1.32%
#15
ENBRIDGE INC (n/a) - 1.20%
EXXONMOBIL HOLDINGS CORP (XOM) - 0.92%
#16
NESTLE SA (n/a) - 1.17%
JOHNSON & JOHNSON (JNJ) - 0.91%
#17
HITACHI LTD (n/a) - 1.15%
VISA INC CLASS A (V) - 0.90%
#18
INTESA SANPAOLO (n/a) - 1.14%
WALMART INC (WMT) - 0.76%
#19
MANULIFE FINANCIAL CORP (MFC) - 1.07%
INTEL CORP (INTC) - 0.75%
#20
ALLIANZ SE (n/a) - 1.07%
APPLIED MATERIALS INC (AMAT) - 0.70%
#21
SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 1.04%
CISCO SYSTEMS INC (CSCO) - 0.68%
#22
BANCO SANTANDER SA (n/a) - 1.04%
MASTERCARD INC CLASS A (MA) - 0.66%
#23
CANADIAN NATIONAL RAILWAY CO (n/a) - 1.04%
ABBVIE INC (ABBV) - 0.66%
#24
SAP SE (n/a) - 1.03%
CATERPILLAR INC (CAT) - 0.65%
#25
RELX PLC (n/a) - 0.96%
LAM RESEARCH CORP (LRCX) - 0.64%
Total Holdings235505

FEDM vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
FEDM
+1.36%
SPY
+0.63%
3M
FEDM
+3.39%
Winner
SPY
+4.46%
6M
FEDM
+3.73%
Winner
SPY
+7.67%
1Y
FEDM
+13.74%
Winner
SPY
+17.68%
5Y(CAGR)
FEDM
+7.49%
Winner
SPY
+12.42%
10Y(CAGR)
FEDM
N/A
SPY
+14.84%
Max(CAGR)
FEDM
+7.49%
Winner
SPY
+8.44%

FEDM vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearFEDMSPY
2026+5.99%+8.63%
2025+27.64%+18.00%
2024+4.06%+25.59%
2023+16.79%+26.72%
2022-15.61%-18.64%
2021+1.88%+30.52%
2020N/A+17.28%
2019N/A+31.09%
2018N/A-5.24%
2017N/A+20.78%
2016N/A+13.59%
2015N/A+1.31%
2014N/A+14.56%
2013N/A+29.00%
2012N/A+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

FEDM vs SPY Drawdown Comparison

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

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current FEDM drawdown is -1.68%. The current SPY drawdown is -2.57%.

RankFEDMSPY
#1-29.36%
Nov 8, 2021 - Mar 6, 2024		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-14.24%
Sep 26, 2024 - May 2, 2025		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-11.91%
Feb 25, 2026 - Jul 6, 2026		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-7.09%
Jul 12, 2024 - Aug 21, 2024		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-4.97%
Oct 21, 2025 - Dec 23, 2025		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-4.87%
Mar 27, 2024 - May 9, 2024		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-4.41%
Jul 23, 2025 - Aug 18, 2025		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-3.77%
Sep 23, 2021 - Oct 20, 2021		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-3.66%
Jun 6, 2024 - Jul 10, 2024		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-3.18%
Aug 30, 2024 - Sep 19, 2024		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-3.17%
Oct 6, 2025 - Oct 15, 2025		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-2.80%
Jun 12, 2025 - Jun 30, 2025		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-2.79%
Aug 22, 2025 - Sep 11, 2025		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-2.33%
May 15, 2024 - Jun 5, 2024		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-2.20%
Jan 12, 2026 - Jan 26, 2026		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between FEDM and SPY is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97
-101

Dividend Comparison (1999 - 2026)

FEDM vs SPY dividend yield comparison.

YearFEDMSPY
20261.69%0.50%
20252.97%1.07%
20242.94%1.21%
20232.61%1.40%
20222.53%1.65%
20210.62%1.20%
20200.00%1.52%
20190.00%1.75%
20180.00%2.04%
20170.00%1.80%
20160.00%2.03%
20150.00%2.06%
20140.00%1.87%
20130.00%1.81%
20120.00%2.18%
20110.00%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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