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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 features an expense ratio of 0.35%, falling within the medium range.


Expense ratio chart for NUEM: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

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:
NUEM vs. ESGE NUEM vs. SPY
Popular comparisons:
NUEM vs. ESGE NUEM vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Nuveen ESG Emerging 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.


0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
31.97%
143.75%
NUEM (Nuveen ESG Emerging Markets Equity ETF)
Benchmark (^GSPC)

Returns By Period

Nuveen ESG Emerging Markets Equity ETF had a return of 8.50% year-to-date (YTD) and 10.55% in the last 12 months.


NUEM

YTD

8.50%

1M

-2.00%

6M

1.49%

1Y

10.55%

5Y*

3.31%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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
2024-3.86%4.59%1.48%-0.76%1.80%3.20%1.01%0.45%6.63%-1.87%-2.33%8.50%
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%
2022-0.15%-3.97%-1.71%-7.09%1.45%-4.95%-1.43%-1.45%-11.66%-3.05%16.76%-2.24%-19.81%
20214.51%0.23%0.21%1.34%1.48%2.77%-5.50%0.17%-3.61%0.85%-3.75%0.75%-1.00%
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%0.77%7.48%16.67%
20186.55%-3.76%-1.80%-4.74%-2.09%-5.68%3.49%-2.73%-0.13%-8.80%5.77%-3.69%-17.26%
20170.00%4.93%3.11%-0.33%3.43%0.78%4.81%17.81%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NUEM is 37, 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 3737
Overall Rank
The Sharpe Ratio Rank of NUEM is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of NUEM is 3535
Sortino Ratio Rank
The Omega Ratio Rank of NUEM is 3939
Omega Ratio Rank
The Calmar Ratio Rank of NUEM is 3232
Calmar Ratio Rank
The Martin Ratio Rank of NUEM is 4444
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.


Sharpe ratio
The chart of Sharpe ratio for NUEM, currently valued at 0.62, compared to the broader market0.002.004.000.622.10
The chart of Sortino ratio for NUEM, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.0010.000.982.80
The chart of Omega ratio for NUEM, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.39
The chart of Calmar ratio for NUEM, currently valued at 0.45, compared to the broader market0.005.0010.0015.000.453.09
The chart of Martin ratio for NUEM, currently valued at 3.50, compared to the broader market0.0020.0040.0060.0080.00100.003.5013.49
NUEM
^GSPC

The current Nuveen ESG Emerging Markets Equity ETF Sharpe ratio is 0.62. 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 Emerging 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.62
2.10
NUEM (Nuveen ESG Emerging Markets Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Nuveen ESG Emerging Markets Equity ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.802017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.00$0.64$0.48$0.79$0.42$0.54$0.49$0.18

Dividend yield

0.00%2.37%1.90%2.44%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
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.91%
-2.62%
NUEM (Nuveen ESG Emerging Markets Equity ETF)
Benchmark (^GSPC)

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 17.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.48%Feb 18, 2021424Oct 24, 2022
-38.42%Jan 29, 2018538Mar 23, 2020153Nov 4, 2020691
-6.33%Jan 26, 20214Jan 29, 20217Feb 9, 202111
-4.17%Nov 22, 201710Dec 6, 201712Dec 22, 201722
-2.82%Sep 22, 20172Sep 25, 20178Oct 5, 201710

Volatility

Volatility Chart

The current Nuveen ESG Emerging Markets Equity ETF volatility is 5.52%, 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%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.52%
3.79%
NUEM (Nuveen ESG Emerging 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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