PortfoliosLab logo
Nuveen ESG Emerging Markets Equity ETF (NUEM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Nuveen

Inception Date

Jun 7, 2017

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

MSCI TIAA ESG Emerging Markets

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

NUEM has an expense ratio of 0.35%, placing it in the medium range.


Share Price Chart


Loading data...

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


Loading data...

S&P 500

Returns By Period

Nuveen ESG Emerging Markets Equity ETF (NUEM) returned 6.86% year-to-date (YTD) and 8.63% over the past 12 months.


NUEM

YTD

6.86%

1M

9.65%

6M

5.48%

1Y

8.63%

3Y*

5.84%

5Y*

8.23%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.39%

1M

12.89%

6M

1.19%

1Y

12.45%

3Y*

15.19%

5Y*

14.95%

10Y*

10.86%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.45%-0.31%0.65%0.34%5.66%6.86%
2024-3.86%4.59%1.48%-0.76%1.80%3.20%1.01%0.45%6.63%-1.87%-2.33%-0.53%9.74%
20239.83%-6.94%3.35%-1.45%-0.83%4.00%5.64%-7.07%-2.20%-4.84%6.57%3.88%8.57%
2022-0.07%-3.97%-1.71%-7.09%1.45%-4.95%-1.43%-1.45%-11.66%-3.05%16.76%-2.24%-19.74%
20214.51%0.23%0.21%1.34%1.48%2.77%-5.50%0.17%-3.61%0.85%-3.75%0.67%-1.08%
2020-6.02%-3.01%-15.82%8.00%2.45%7.79%9.84%3.71%-0.29%3.48%7.94%6.88%24.09%
20199.84%-0.44%0.23%2.10%-7.21%5.88%-1.79%-4.32%0.99%3.25%0.76%7.48%16.67%
20186.55%-3.76%-2.15%-4.40%-2.09%-5.68%3.49%-2.73%-0.13%-8.80%5.77%-3.69%-17.26%
2017-0.00%4.93%3.11%-0.33%3.43%0.78%4.83%17.84%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NUEM is 44, 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 NUEM is 4444
Overall Rank
The Sharpe Ratio Rank of NUEM is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of NUEM is 4545
Sortino Ratio Rank
The Omega Ratio Rank of NUEM is 4444
Omega Ratio Rank
The Calmar Ratio Rank of NUEM is 4343
Calmar Ratio Rank
The Martin Ratio Rank of NUEM is 5050
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 Emerging Markets Equity ETF (NUEM) 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 Emerging Markets Equity ETF Sharpe ratios as of May 20, 2025 (values are recalculated daily):

  • 1-Year: 0.38
  • 5-Year: 0.41
  • All Time: 0.23

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 Emerging Markets Equity ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

Nuveen ESG Emerging Markets Equity ETF provided a 1.83% dividend yield over the last twelve months, with an annual payout of $0.57 per share.


1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.8020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$0.57$0.57$0.64$0.48$0.79$0.42$0.54$0.49$0.18

Dividend yield

1.83%1.95%2.37%1.90%2.45%1.26%1.98%2.05%0.62%

Monthly Dividends

The table displays the monthly dividend distributions for Nuveen ESG Emerging 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$0.57$0.57
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.64
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.79$0.79
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2017$0.18$0.18

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.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Nuveen ESG Emerging 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 Emerging Markets Equity ETF was 39.48%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Nuveen ESG Emerging Markets Equity ETF drawdown is 11.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.48%Feb 18, 2021425Oct 24, 2022
-38.42%Jan 29, 2018521Mar 23, 2020158Nov 4, 2020679
-6.33%Jan 26, 20214Jan 29, 20217Feb 9, 202111
-4.17%Nov 22, 201710Dec 6, 201712Dec 22, 201722
-2.82%Sep 22, 20172Sep 25, 20175Oct 5, 20177

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...