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NSCR vs. FTAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSCR vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Sustainable Core ETF (NSCR) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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NSCR vs. FTAG - Yearly Performance Comparison


2026 (YTD)20252024
NSCR
Nuveen Sustainable Core ETF
-7.53%13.32%12.92%
FTAG
First Trust Indxx Global Agriculture ETF
12.56%14.82%-2.70%

Returns By Period

In the year-to-date period, NSCR achieves a -7.53% return, which is significantly lower than FTAG's 12.56% return.


NSCR

1D
2.92%
1M
-5.86%
YTD
-7.53%
6M
-5.35%
1Y
11.61%
3Y*
5Y*
10Y*

FTAG

1D
1.73%
1M
-2.03%
YTD
12.56%
6M
14.76%
1Y
24.13%
3Y*
3.13%
5Y*
1.67%
10Y*
5.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NSCR vs. FTAG - Expense Ratio Comparison

NSCR has a 0.45% expense ratio, which is lower than FTAG's 0.70% expense ratio.


Return for Risk

NSCR vs. FTAG — Risk / Return Rank

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

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

FTAG
FTAG Risk / Return Rank: 7575
Overall Rank
FTAG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTAG Omega Ratio Rank: 7373
Omega Ratio Rank
FTAG Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTAG Martin Ratio Rank: 6666
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.

NSCR vs. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Sustainable Core ETF (NSCR) and First Trust Indxx Global Agriculture ETF (FTAG). 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.


NSCRFTAGDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.39

-0.78

Sortino ratio

Return per unit of downside risk

1.00

2.02

-1.02

Omega ratio

Gain probability vs. loss probability

1.14

1.27

-0.13

Calmar ratio

Return relative to maximum drawdown

1.00

2.15

-1.15

Martin ratio

Return relative to average drawdown

3.68

6.59

-2.90

NSCR vs. FTAG - Sharpe Ratio Comparison

The current NSCR Sharpe Ratio is 0.61, which is lower than the FTAG Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of NSCR and FTAG, 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


NSCRFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.39

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

-0.33

+0.84

Correlation

The correlation between NSCR and FTAG is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NSCR vs. FTAG - Dividend Comparison

NSCR's dividend yield for the trailing twelve months is around 2.07%, more than FTAG's 1.35% yield.


TTM20252024202320222021202020192018201720162015
NSCR
Nuveen Sustainable Core ETF
2.07%1.92%1.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTAG
First Trust Indxx Global Agriculture ETF
1.35%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%

Drawdowns

NSCR vs. FTAG - Drawdown Comparison

The maximum NSCR drawdown since its inception was -20.75%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for NSCR and FTAG.


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Drawdown Indicators


NSCRFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-20.75%

-90.89%

+70.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-11.26%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

Current Drawdown

Current decline from peak

-9.24%

-78.23%

+68.99%

Average Drawdown

Average peak-to-trough decline

-2.93%

-71.17%

+68.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.67%

-0.29%

Volatility

NSCR vs. FTAG - Volatility Comparison

Nuveen Sustainable Core ETF (NSCR) and First Trust Indxx Global Agriculture ETF (FTAG) have volatilities of 5.53% and 5.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSCRFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

5.76%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

10.75%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

19.11%

17.49%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

17.38%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

19.93%

-3.30%