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Nuveen ESG International Developed Markets Equity ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Nuveen

Inception Date

Jun 7, 2017

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

MSCI TIAA ESG International DM

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

NUDM features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for NUDM: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
NUDM vs. SCHF NUDM vs. VFIAX NUDM vs. VXUS NUDM vs. SWISX NUDM vs. SPDW
Popular comparisons:
NUDM vs. SCHF NUDM vs. VFIAX NUDM vs. VXUS NUDM vs. SWISX NUDM vs. SPDW

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Nuveen ESG International Developed Markets Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
2.11%
9.81%
NUDM (Nuveen ESG International Developed Markets Equity ETF)
Benchmark (^GSPC)

Returns By Period

Nuveen ESG International Developed Markets Equity ETF had a return of 7.80% year-to-date (YTD) and 12.44% in the last 12 months.


NUDM

YTD

7.80%

1M

4.16%

6M

2.11%

1Y

12.44%

5Y*

7.08%

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of NUDM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.49%7.80%
2024-0.71%2.77%3.50%-3.15%4.79%-1.27%3.60%3.84%0.49%-5.36%0.22%-2.79%5.47%
20239.85%-3.25%2.55%2.92%-3.56%3.76%2.35%-4.15%-3.84%-4.28%9.48%6.07%17.70%
2022-3.78%-3.49%-0.00%-6.05%1.33%-7.96%4.64%-6.37%-9.63%5.30%13.98%-1.89%-15.16%
2021-0.35%2.10%1.66%2.26%3.92%-1.75%1.15%2.00%-3.78%3.76%-4.86%4.51%10.62%
2020-2.40%-7.88%-13.41%5.45%5.74%3.58%1.34%6.41%-2.18%-4.18%15.93%4.47%10.07%
20195.98%2.04%0.05%5.10%-4.83%6.24%-2.06%-0.84%3.38%3.96%0.67%3.12%24.58%
20184.60%-4.54%-1.65%1.46%-2.33%-1.96%2.72%-1.33%0.88%-8.22%1.82%-6.56%-14.81%
20170.72%1.55%-0.98%2.45%2.55%0.94%0.93%8.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NUDM is 39, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of NUDM is 3939
Overall Rank
The Sharpe Ratio Rank of NUDM is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of NUDM is 3838
Sortino Ratio Rank
The Omega Ratio Rank of NUDM is 3636
Omega Ratio Rank
The Calmar Ratio Rank of NUDM is 5050
Calmar Ratio Rank
The Martin Ratio Rank of NUDM is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Nuveen ESG International Developed Markets Equity ETF (NUDM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for NUDM, currently valued at 0.98, compared to the broader market0.002.004.000.981.74
The chart of Sortino ratio for NUDM, currently valued at 1.42, compared to the broader market0.005.0010.001.422.36
The chart of Omega ratio for NUDM, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.32
The chart of Calmar ratio for NUDM, currently valued at 1.34, compared to the broader market0.005.0010.0015.001.342.62
The chart of Martin ratio for NUDM, currently valued at 3.16, compared to the broader market0.0020.0040.0060.0080.00100.003.1610.69
NUDM
^GSPC

The current Nuveen ESG International Developed Markets Equity ETF Sharpe ratio is 0.98. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Nuveen ESG International Developed Markets Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.98
1.74
NUDM (Nuveen ESG International Developed Markets Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Nuveen ESG International Developed Markets Equity ETF provided a 3.09% dividend yield over the last twelve months, with an annual payout of $1.00 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$1.00$1.00$0.92$0.51$1.34$0.43$0.92$0.55$0.13

Dividend yield

3.09%3.33%3.14%1.98%4.31%1.47%3.42%2.45%0.47%

Monthly Dividends

The table displays the monthly dividend distributions for Nuveen ESG International Developed Markets Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.00$1.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.92$0.92
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.51$0.51
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.34$1.34
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.43$0.43
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.92$0.92
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.55
2017$0.13$0.13

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.65%
-0.43%
NUDM (Nuveen ESG International Developed Markets Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Nuveen ESG International Developed Markets Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Nuveen ESG International Developed Markets Equity ETF was 32.01%, occurring on Mar 20, 2020. Recovery took 157 trading sessions.

The current Nuveen ESG International Developed Markets Equity ETF drawdown is 1.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.01%Jan 21, 202043Mar 20, 2020157Nov 9, 2020200
-30.09%Nov 9, 2021233Oct 12, 2022346Mar 1, 2024579
-22.45%Jan 25, 2018229Dec 24, 2018244Dec 16, 2019473
-9.7%Sep 27, 202473Jan 13, 2025
-7.77%Jul 15, 202416Aug 5, 202412Aug 21, 202428

Volatility

Volatility Chart

The current Nuveen ESG International Developed Markets Equity ETF volatility is 3.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.35%
3.01%
NUDM (Nuveen ESG International Developed Markets Equity ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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