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Nuveen ESG Small-Cap ETF (NUSC)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US67092P6079
CUSIP
67092P607
Issuer
Nuveen
Inception Date
Dec 13, 2016
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI TIAA ESG USA Small Cap
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

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 Small-Cap 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 Small-Cap ETF (NUSC) has returned 0.92% so far this year and 18.75% over the past 12 months.


Nuveen ESG Small-Cap ETF

1D
3.46%
1M
-5.64%
YTD
0.92%
6M
3.24%
1Y
18.75%
3Y*
9.56%
5Y*
2.95%
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, NUSC's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, your investment would double in approximately 6.7 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +16.8%, while the worst month was Mar 2020 at -22.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, NUSC closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +9.2%, while the worst single day was Mar 16, 2020 at -15.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.99%1.87%-5.64%0.92%
20253.84%-5.15%-7.05%-2.50%5.55%3.26%0.91%4.91%2.25%0.59%1.87%-0.17%7.72%
2024-3.04%5.64%3.85%-7.29%4.12%-2.02%8.67%-0.61%0.82%-1.45%8.93%-7.93%8.29%
202310.91%-1.29%-5.37%-0.99%-1.94%7.59%4.89%-4.51%-6.02%-6.95%9.57%11.42%15.72%
2022-7.21%1.49%0.71%-8.31%-0.77%-9.49%10.82%-3.00%-9.09%10.97%4.10%-6.69%-17.73%
20215.45%4.40%1.94%3.67%0.43%0.78%-2.33%1.52%-2.88%4.12%-3.58%3.21%17.51%

Benchmark Metrics

Nuveen ESG Small-Cap ETF has an annualized alpha of -3.09%, beta of 1.06, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since December 15, 2016.

  • This ETF participated in 112.83% of S&P 500 Index downside but only 98.62% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -3.09% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 1.06 and R² of 0.77, 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
-3.09%
Beta
1.06
0.77
Upside Capture
98.62%
Downside Capture
112.83%

Expense Ratio

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


Return for Risk

Risk / Return Rank

NUSC ranks 46 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.


NUSC Risk / Return Rank: 4646
Overall Rank
NUSC Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
NUSC Sortino Ratio Rank: 4747
Sortino Ratio Rank
NUSC Omega Ratio Rank: 4242
Omega Ratio Rank
NUSC Calmar Ratio Rank: 4646
Calmar Ratio Rank
NUSC Martin Ratio Rank: 5050
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 Small-Cap ETF (NUSC) and compare them to a chosen benchmark (S&P 500 Index).


NUSCBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.90

-0.05

Sortino ratio

Return per unit of downside risk

1.33

1.39

-0.06

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.24

1.40

-0.16

Martin ratio

Return relative to average drawdown

5.06

6.61

-1.54

Explore NUSC 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 Small-Cap ETF provided a 1.04% dividend yield over the last twelve months, with an annual payout of $0.47 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$2.50$3.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.47$0.47$0.48$0.43$0.40$2.97$0.20$0.28$0.98$0.27

Dividend yield

1.04%1.05%1.15%1.11%1.16%7.06%0.52%0.90%3.95%0.94%

Monthly Dividends

The table displays the monthly dividend distributions for Nuveen ESG Small-Cap 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$0.47$0.47
2024$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
2023$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
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.97$2.97

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 Small-Cap 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 Small-Cap ETF was 41.49%, occurring on Mar 23, 2020. Recovery took 139 trading sessions.

The current Nuveen ESG Small-Cap ETF drawdown is 7.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.49%Jan 17, 202045Mar 23, 2020139Oct 8, 2020184
-28.85%Nov 8, 2021153Jun 16, 2022586Oct 16, 2024739
-26.95%Nov 26, 202490Apr 8, 2025170Dec 10, 2025260
-25.22%Aug 30, 201880Dec 24, 2018247Dec 17, 2019327
-10.1%Feb 23, 202626Mar 30, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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