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ESGV vs. NUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGV vs. NUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Stock ETF (ESGV) and Nuveen ESG Small-Cap ETF (NUSC). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGV vs. NUSC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESGV
ESGV Risk / Return Rank: 5858
Overall Rank
ESGV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ESGV Sortino Ratio Rank: 6060
Sortino Ratio Rank
ESGV Omega Ratio Rank: 6161
Omega Ratio Rank
ESGV Calmar Ratio Rank: 4848
Calmar Ratio Rank
ESGV Martin Ratio Rank: 5858
Martin Ratio Rank

NUSC
NUSC Risk / Return Rank: 5050
Overall Rank
NUSC Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NUSC Sortino Ratio Rank: 4848
Sortino Ratio Rank
NUSC Omega Ratio Rank: 4242
Omega Ratio Rank
NUSC Calmar Ratio Rank: 5555
Calmar Ratio Rank
NUSC Martin Ratio Rank: 5656
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.

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.


ESGVNUSCDifference
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

ESGV vs. NUSC - Sharpe Ratio Comparison

The current ESGV Sharpe Ratio is 2.11, which is higher than the NUSC Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of ESGV and NUSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ESGVNUSCDifference

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


ESGVNUSCDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.88%

-0.57%

-0.31%

Average Drawdown

Average peak-to-trough decline

-6.43%

-8.21%

+1.78%

Ulcer Index

Depth 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


ESGVNUSCDifference

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.


PositionTTM202520242023202220212020201920182017
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.

Portfolio Optimizer

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