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NDVG vs. NSCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NDVG vs. NSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Dividend Growth ETF (NDVG) and Nuveen Sustainable Core ETF (NSCR). The values are adjusted to include any dividend payments, if applicable.

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NDVG vs. NSCR - Yearly Performance Comparison


2026 (YTD)20252024
NDVG
Nuveen Dividend Growth ETF
-2.17%10.06%13.10%
NSCR
Nuveen Sustainable Core ETF
-7.53%13.32%12.92%

Returns By Period

In the year-to-date period, NDVG achieves a -2.17% return, which is significantly higher than NSCR's -7.53% return.


NDVG

1D
2.07%
1M
-5.31%
YTD
-2.17%
6M
-2.02%
1Y
9.40%
3Y*
12.79%
5Y*
10Y*

NSCR

1D
2.92%
1M
-5.86%
YTD
-7.53%
6M
-5.35%
1Y
11.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NDVG vs. NSCR - Expense Ratio Comparison

NDVG has a 0.64% expense ratio, which is higher than NSCR's 0.45% expense ratio.


Return for Risk

NDVG vs. NSCR — Risk / Return Rank

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

NDVG
NDVG Risk / Return Rank: 3737
Overall Rank
NDVG Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
NDVG Sortino Ratio Rank: 3434
Sortino Ratio Rank
NDVG Omega Ratio Rank: 3535
Omega Ratio Rank
NDVG Calmar Ratio Rank: 3838
Calmar Ratio Rank
NDVG Martin Ratio Rank: 4444
Martin Ratio Rank

NSCR
NSCR Risk / Return Rank: 3535
Overall Rank
NSCR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
NSCR Sortino Ratio Rank: 3434
Sortino Ratio Rank
NSCR Omega Ratio Rank: 3434
Omega Ratio Rank
NSCR Calmar Ratio Rank: 3838
Calmar Ratio Rank
NSCR Martin Ratio Rank: 3939
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.

NDVG vs. NSCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Dividend Growth ETF (NDVG) and Nuveen Sustainable Core ETF (NSCR). 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.


NDVGNSCRDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.61

0.00

Sortino ratio

Return per unit of downside risk

0.97

1.00

-0.03

Omega ratio

Gain probability vs. loss probability

1.14

1.14

0.00

Calmar ratio

Return relative to maximum drawdown

0.98

1.00

-0.02

Martin ratio

Return relative to average drawdown

4.17

3.68

+0.49

NDVG vs. NSCR - Sharpe Ratio Comparison

The current NDVG Sharpe Ratio is 0.61, which is comparable to the NSCR Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of NDVG and NSCR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NDVGNSCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.61

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.51

+0.08

Correlation

The correlation between NDVG and NSCR is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NDVG vs. NSCR - Dividend Comparison

NDVG's dividend yield for the trailing twelve months is around 1.09%, less than NSCR's 2.07% yield.


TTM20252024202320222021
NDVG
Nuveen Dividend Growth ETF
1.09%1.05%1.20%1.24%1.34%0.57%
NSCR
Nuveen Sustainable Core ETF
2.07%1.92%1.57%0.00%0.00%0.00%

Drawdowns

NDVG vs. NSCR - Drawdown Comparison

The maximum NDVG drawdown since its inception was -19.71%, smaller than the maximum NSCR drawdown of -20.75%. Use the drawdown chart below to compare losses from any high point for NDVG and NSCR.


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Drawdown Indicators


NDVGNSCRDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-20.75%

+1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-12.47%

+1.68%

Current Drawdown

Current decline from peak

-5.87%

-9.24%

+3.37%

Average Drawdown

Average peak-to-trough decline

-4.34%

-2.93%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

3.38%

-0.85%

Volatility

NDVG vs. NSCR - Volatility Comparison

The current volatility for Nuveen Dividend Growth ETF (NDVG) is 4.25%, while Nuveen Sustainable Core ETF (NSCR) has a volatility of 5.53%. This indicates that NDVG experiences smaller price fluctuations and is considered to be less risky than NSCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NDVGNSCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

5.53%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

7.93%

10.20%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

15.46%

19.11%

-3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

16.63%

-2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.55%

16.63%

-2.08%