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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 has an expense ratio of 0.30%, placing it in the medium range.


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.


Performance

Performance Chart


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S&P 500

Returns By Period

Nuveen ESG International Developed Markets Equity ETF (NUDM) returned 15.04% year-to-date (YTD) and 15.63% over the past 12 months.


NUDM

YTD

15.04%

1M

4.44%

6M

13.36%

1Y

15.63%

3Y*

10.85%

5Y*

11.19%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*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%1.97%-0.56%3.64%4.76%15.04%
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%2.97%-1.57%0.88%-8.22%1.82%-6.56%-14.81%
20170.72%1.55%-0.98%2.45%2.18%1.30%0.93%8.40%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NUDM is 72, 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 7272
Overall Rank
The Sharpe Ratio Rank of NUDM is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of NUDM is 6868
Sortino Ratio Rank
The Omega Ratio Rank of NUDM is 6666
Omega Ratio Rank
The Calmar Ratio Rank of NUDM is 8080
Calmar Ratio Rank
The Martin Ratio Rank of NUDM is 7171
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Nuveen ESG International Developed Markets Equity ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.91
  • 5-Year: 0.67
  • All Time: 0.39

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Nuveen ESG International Developed Markets Equity ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Nuveen ESG International Developed Markets Equity ETF provided a 2.89% 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

2.89%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$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.


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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 162 trading sessions.

The current Nuveen ESG International Developed Markets Equity ETF drawdown is 0.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.01%Jan 21, 202043Mar 20, 2020162Nov 9, 2020205
-30.09%Nov 9, 2021233Oct 12, 2022347Mar 1, 2024580
-22.45%Jan 25, 2018210Dec 24, 2018245Dec 16, 2019455
-13.47%Mar 10, 202522Apr 8, 202517May 2, 202539
-9.7%Sep 27, 202473Jan 13, 202535Mar 5, 2025108
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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