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Nuveen ESG Mid-Cap Growth ETF (NUMG)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US67092P4090
CUSIP
67092P409
Issuer
Nuveen
Inception Date
Dec 13, 2016
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI TIAA ESG USA Mid Cap Growth
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Nuveen ESG Mid-Cap Growth ETF (NUMG) has returned -13.96% so far this year and -4.28% over the past 12 months.


Nuveen ESG Mid-Cap Growth ETF

1D
3.29%
1M
-6.68%
YTD
-13.96%
6M
-15.60%
1Y
-4.28%
3Y*
2.51%
5Y*
-1.83%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 14, 2016, NUMG's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, your investment would double in approximately 7.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +15.8%, while the worst month was Apr 2022 at -12.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, NUMG closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +10.3%, while the worst single day was Mar 12, 2020 at -8.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-5.37%-2.57%-6.68%-13.96%
20254.71%-6.39%-7.58%0.47%9.39%2.71%0.46%0.71%-0.70%-0.14%-3.13%1.40%0.78%
2024-1.35%4.57%1.85%-6.52%1.49%-0.92%2.73%1.00%3.32%0.04%13.30%-6.69%11.99%
20239.63%-1.84%0.92%-4.55%-0.19%7.17%3.56%-3.07%-6.43%-6.03%13.38%8.57%20.47%
2022-12.24%-0.16%1.67%-12.60%-2.40%-8.16%11.77%-4.27%-10.24%4.40%7.06%-4.31%-28.31%
2021-1.50%3.55%-0.75%5.21%-2.26%6.16%0.99%4.31%-5.56%6.12%-3.41%-0.38%12.27%

Benchmark Metrics

Nuveen ESG Mid-Cap Growth ETF has an annualized alpha of -3.38%, beta of 1.03, and R² of 0.76 versus S&P 500 Index. Calculated based on daily prices since December 15, 2016.

  • This ETF participated in 112.82% of S&P 500 Index downside but only 96.06% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -3.38% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 1.03 and R² of 0.76, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-3.38%
Beta
1.03
0.76
Upside Capture
96.06%
Downside Capture
112.82%

Expense Ratio

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


Return for Risk

Risk / Return Rank

NUMG ranks 8 for risk / return — in the bottom 8% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


NUMG Risk / Return Rank: 88
Overall Rank
NUMG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
NUMG Sortino Ratio Rank: 88
Sortino Ratio Rank
NUMG Omega Ratio Rank: 88
Omega Ratio Rank
NUMG Calmar Ratio Rank: 99
Calmar Ratio Rank
NUMG Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Nuveen ESG Mid-Cap Growth ETF (NUMG) and compare them to a chosen benchmark (S&P 500 Index).


NUMGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.18

0.90

-1.08

Sortino ratio

Return per unit of downside risk

-0.10

1.39

-1.49

Omega ratio

Gain probability vs. loss probability

0.99

1.21

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.21

1.40

-1.61

Martin ratio

Return relative to average drawdown

-0.65

6.61

-7.26

Explore NUMG risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Nuveen ESG Mid-Cap Growth ETF provided a 0.01% dividend yield over the last twelve months, with an annual payout of $0.01 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.01$0.01$0.03$0.08$0.06$6.27$1.89$0.10$1.35$0.16

Dividend yield

0.01%0.01%0.06%0.18%0.18%12.76%3.82%0.27%5.14%0.56%

Monthly Dividends

The table displays the monthly dividend distributions for Nuveen ESG Mid-Cap Growth ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.27$6.27

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 Mid-Cap Growth 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 Mid-Cap Growth ETF was 38.85%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Nuveen ESG Mid-Cap Growth ETF drawdown is 21.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.85%Nov 17, 2021229Oct 14, 2022
-33.4%Feb 20, 202023Mar 23, 202047May 29, 202070
-24.83%Sep 17, 201869Dec 24, 201889May 3, 2019158
-11.48%Feb 16, 202115Mar 8, 202127Apr 15, 202142
-10.32%Apr 27, 202112May 12, 202131Jun 25, 202143

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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