PortfoliosLab logoPortfoliosLab logo
ISIN
US67092P5089
CUSIP
67092P508
Issuer
Nuveen
Inception Date
Dec 13, 2016
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
TIAA ESG USA Mid-Cap Value Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value
Assets Under Management
$452M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

NUMV Performance Chart

Nuveen ESG Mid-Cap Value ETF (NUMV) is up 9.0% since the beginning of the year. NUMV is currently trading at $43 per share. Investors who bought $1,000 worth of NUMV shares 5 years ago would now be looking at an investment worth $1,414.


Loading charts...

S&P 500 Index

Returns By Period

Nuveen ESG Mid-Cap Value ETF (NUMV) has returned 9.03% so far this year and 22.86% over the past 12 months.


Nuveen ESG Mid-Cap Value ETF

1D
0.27%
1M
1.21%
YTD
9.03%
6M
7.98%
1Y
22.86%
3Y*
16.54%
5Y*
7.17%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUMV Monthly Returns History

Based on dividend-adjusted daily data since Dec 14, 2016, NUMV's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +13.6%, while the worst month was Mar 2020 at -22.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, NUMV closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -13.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.97%3.25%-6.74%6.86%2.57%0.32%9.03%
20253.71%-1.86%-3.44%-2.16%4.37%3.20%1.97%3.70%1.49%-0.32%2.04%0.89%14.05%
2024-2.03%4.60%5.82%-4.94%3.45%-1.78%6.63%1.99%2.56%-2.77%6.90%-7.49%12.31%
20237.70%-3.78%-6.91%0.42%-4.51%7.67%3.85%-2.18%-5.55%-5.59%10.25%9.01%8.43%
2022-3.30%-1.04%1.84%-5.82%1.61%-11.11%8.70%-3.47%-11.70%9.58%6.40%-5.05%-14.97%
20210.84%7.03%6.04%5.40%2.15%-2.16%0.97%2.38%-3.18%6.09%-3.43%6.09%31.15%

Benchmark Metrics

Nuveen ESG Mid-Cap Value ETF has an annualized alpha of -2.75%, beta of 0.92, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since December 14, 2016.

  • This ETF participated in 108.01% of S&P 500 Index downside but only 89.66% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -2.75% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.92 and R2 of 0.74, 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
-2.75%
Beta
0.92
0.74
Upside Capture
89.66%
Downside Capture
108.01%

Expense Ratio

NUMV has an expense ratio of 0.31%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NUMV ranks 55 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


NUMV Risk / Return Rank: 5555
Overall Rank
NUMV Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
NUMV Sortino Ratio Rank: 5858
Sortino Ratio Rank
NUMV Omega Ratio Rank: 5151
Omega Ratio Rank
NUMV Calmar Ratio Rank: 5555
Calmar Ratio Rank
NUMV Martin Ratio Rank: 5858
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 Value ETF (NUMV) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NUMVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

2.64

2.78

-0.15

Martin ratioReturn relative to average drawdown

9.96

12.44

-2.48

Dividends

Dividend History

Nuveen ESG Mid-Cap Value ETF provided a 1.41% dividend yield over the last twelve months, with an annual payout of $0.60 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.00$2.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.60$0.60$0.63$0.69$1.72$2.44$0.42$0.72$0.96$0.23

Dividend yield

1.41%1.53%1.81%2.20%5.78%6.62%1.38%2.40%4.01%0.83%

Monthly Dividends

The table displays the monthly dividend distributions for Nuveen ESG Mid-Cap Value 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$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$0.60$0.60
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.69$0.69
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.72$1.72
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.44$2.44

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 charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Nuveen ESG Mid-Cap Value 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 Value ETF was 43.46%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current Nuveen ESG Mid-Cap Value ETF drawdown is 1.88%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-43.46%Mar 2020
2mo 2d9mo 19d
11mo 21dJan 2020 - Jan 2021
2023 bear market2023
-25.71%Oct 2023
1y 9mo9mo 3d
2y 6moJan 2022 - Jul 2024
Rate-hike selloffLate 2018
-20.08%Dec 2018
10mo 28d4mo 10d
1y 3moJan 2018 - May 2019
2025 selloff2025
-19.53%Apr 2025
4mo 7d4mo 7d
8mo 14dDec 2024 - Aug 2025
2026 pullback2026
-8.71%Mar 2026
28d1mo 6d
2mo 4dMar 2026 - May 2026

Drawdown Indicators


NUMVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-43.46%

-56.78%

+13.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-9.10%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-19.53%

-18.90%

-0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-25.71%

-25.43%

-0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.88%

-1.80%

-0.08%

Average Drawdown

Average peak-to-trough decline

-6.86%

-10.71%

+3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.03%

+0.27%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with NUMV

Add Nuveen ESG Mid-Cap Value ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with NUMV