ESGV vs. NUSC
ESGV (Vanguard ESG U.S. Stock ETF) and NUSC (Nuveen ESG Small-Cap ETF) are both exchange-traded funds - ESGV is a Large Cap Blend Equities fund tracking the FTSE US All Cap Choice Index, while NUSC is a Small Cap Growth Equities fund tracking the MSCI TIAA ESG USA Small Cap. Both are passively managed. Over the past 5 years, ESGV returned 12.64%/yr vs 4.68%/yr for NUSC. Their correlation of 0.84 suggests significant overlap in exposure. ESGV charges 0.09%/yr vs 0.30%/yr for NUSC.
Performance
ESGV vs. NUSC - Performance Comparison
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Returns By Period
In the year-to-date period, ESGV achieves a 10.74% return, which is significantly lower than NUSC's 12.88% return.
ESGV
- 1D
- -0.88%
- 1M
- 6.08%
- YTD
- 10.74%
- 6M
- 10.73%
- 1Y
- 28.04%
- 3Y*
- 22.27%
- 5Y*
- 12.64%
- 10Y*
- —
NUSC
- 1D
- -0.57%
- 1M
- 3.77%
- YTD
- 12.88%
- 6M
- 12.74%
- 1Y
- 27.41%
- 3Y*
- 13.27%
- 5Y*
- 4.68%
- 10Y*
- —
ESGV vs. NUSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | 10.74% | 16.48% | 24.69% | 30.79% | -24.04% | 26.55% | 25.69% | 33.36% | -14.59% |
NUSC Nuveen ESG Small-Cap ETF | 12.88% | 7.72% | 8.29% | 15.72% | -17.73% | 17.51% | 23.69% | 27.09% | -19.52% |
Correlation
The correlation between ESGV and NUSC is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2018 | 0.84 |
The correlation between ESGV and NUSC has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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Return for Risk
ESGV vs. NUSC — Risk / Return Rank
ESGV
NUSC
ESGV vs. NUSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) and Nuveen ESG Small-Cap ETF (NUSC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ESGV | NUSC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.28 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 2.72 | -0.30 |
| Martin ratioReturn relative to average drawdown | 10.42 | 9.81 | +0.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESGV | NUSC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 1.61 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.22 | +0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.44 | +0.28 |
Drawdowns
ESGV vs. NUSC - Drawdown Comparison
The maximum ESGV drawdown since its inception was -33.66%, smaller than the maximum NUSC drawdown of -41.49%. Use the drawdown chart below to compare losses from any high point for ESGV and NUSC.
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Drawdown Indicators
| ESGV | NUSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -41.49% | +7.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.60% | -10.10% | -1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -20.41% | -26.95% | +6.54% |
Max Drawdown (5Y)Largest decline over 5 years | -28.81% | -28.85% | +0.04% |
Current DrawdownCurrent decline from peak | -0.88% | -0.57% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -8.21% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.80% | -0.10% |
Volatility
ESGV vs. NUSC - Volatility Comparison
The current volatility for Vanguard ESG U.S. Stock ETF (ESGV) is 3.37%, while Nuveen ESG Small-Cap ETF (NUSC) has a volatility of 4.50%. This indicates that ESGV experiences smaller price fluctuations and is considered to be less risky than NUSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGV | NUSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 4.50% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.18% | 12.17% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.35% | 17.11% | -3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 21.15% | -2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.58% | 22.36% | -1.78% |
ESGV vs. NUSC - Expense Ratio Comparison
ESGV has a 0.09% expense ratio, which is lower than NUSC's 0.30% expense ratio.
Dividends
ESGV vs. NUSC - Dividend Comparison
ESGV's dividend yield for the trailing twelve months is around 0.85%, less than NUSC's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | 0.85% | 0.91% | 1.04% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% |
NUSC Nuveen ESG Small-Cap ETF | 0.93% | 1.05% | 1.15% | 1.11% | 1.16% | 7.06% | 0.52% | 0.90% | 3.95% | 0.94% |
Frequently Asked Questions
ESGV and NUSC have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NUSC has higher volatility (4.50%) compared to ESGV (3.37%). In terms of maximum drawdown, ESGV dropped -33.66% vs NUSC's -41.49%.
On 5-year performance, ESGV leads with 12.64% vs 4.68% for NUSC. On fees, ESGV is cheaper at 0.09% per year. On volatility, ESGV has been the lower-risk option at 3.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ESGV has performed better with a 12.64% return vs 4.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ESGV is cheaper with a 0.09% expense ratio, compared with 0.30% for NUSC.
NUSC has the higher dividend yield at 0.93%, compared with 0.85% for ESGV.
ESGV is categorized as Large Cap Blend Equities, while NUSC is Small Cap Growth Equities. ESGV tracks FTSE US All Cap Choice Index, while NUSC tracks MSCI TIAA ESG USA Small Cap. They also come from different issuers: Vanguard and Nuveen. Their fees differ too: 0.09% for ESGV and 0.30% for NUSC.
ESGV currently has the higher Sharpe Ratio (2.11 vs 1.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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