NSCR vs. NUMV

Last updated Jun 3, 2026

NSCR (Nuveen Sustainable Core ETF) and NUMV (Nuveen ESG Mid-Cap Value ETF) are both exchange-traded funds - NSCR is a Large Cap Blend Equities fund actively managed by Nuveen, while NUMV is a Mid Cap Value Equities fund tracking the TIAA ESG USA Mid-Cap Value Index. NSCR is actively managed, while NUMV is passively managed. Over the past year, NSCR returned 7.96% vs 25.69% for NUMV. A 0.65 correlation means they provide meaningful diversification when combined. NSCR charges 0.45%/yr vs 0.31%/yr for NUMV.

Performance

NSCR vs. NUMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Sustainable Core ETF (NSCR) and Nuveen ESG Mid-Cap Value ETF (NUMV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NSCR achieves a -6.24% return, which is significantly lower than NUMV's 10.20% return.

NSCR

• 1D: 0.00%
• 1M: 0.00%
• YTD: -6.24%
• 6M: -5.81%
• 1Y: 7.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NUMV

• 1D: 0.87%
• 1M: 3.82%
• YTD: 10.20%
• 6M: 12.36%
• 1Y: 25.69%
• 3Y*: 17.12%
• 5Y*: 6.69%
• 10Y*: —

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

NSCR vs. NUMV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
NSCR Nuveen Sustainable Core ETF	-6.24%	13.32%	12.92%
NUMV Nuveen ESG Mid-Cap Value ETF	10.20%	14.05%	8.39%

Correlation

The correlation between NSCR and NUMV is 0.54, 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	0.54
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024	0.65

The correlation between NSCR and NUMV shifts across timeframes, from 0.54 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

NSCR vs. NUMV - Sectors Allocation Comparison

Sectors	NSCR	NUMV
Technology	28.8%	14.8%
Financial Services	19.6%	18.6%
Consumer Cyclical	12.1%	8.1%
Healthcare	10.5%	8.2%
Communication Services	9.0%	5.5%
Industrials	5.6%	13.9%
Energy	4.3%	2.6%
Utilities	3.8%	6.8%
Consumer Defensive	2.0%	8.3%
Basic Materials	1.4%	4.6%
Real Estate	1.3%	8.6%

Return for Risk

NSCR vs. NUMV — Risk / Return Rank

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

NSCR

NSCR Risk / Return Rank: 19
NSCR Sharpe Ratio Rank: 20
NSCR Sortino Ratio Rank: 19
NSCR Omega Ratio Rank: 20
NSCR Calmar Ratio Rank: 18
NSCR Martin Ratio Rank: 18

NUMV

NUMV Risk / Return Rank: 60
NUMV Sharpe Ratio Rank: 60
NUMV Sortino Ratio Rank: 63
NUMV Omega Ratio Rank: 57
NUMV Calmar Ratio Rank: 58
NUMV Martin Ratio Rank: 60

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. NUMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Sustainable Core ETF (NSCR) and Nuveen ESG Mid-Cap Value ETF (NUMV). 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.

	NSCR	NUMV	Difference
Sharpe ratio Return per unit of total volatility	0.68	2.07	-1.39
Sortino ratio Return per unit of downside risk	1.00	2.99	-1.99
Omega ratio Gain probability vs. loss probability	1.13	1.36	-0.22
Calmar ratio Return relative to maximum drawdown	0.71	2.90	-2.19
Martin ratio Return relative to average drawdown	1.96	11.01	-9.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NSCR vs. NUMV - Sharpe Ratio Comparison

The current NSCR Sharpe Ratio is 0.68, which is lower than the NUMV Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of NSCR and NUMV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NSCR	NUMV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	2.07	-1.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.45	+0.08

Drawdowns

NSCR vs. NUMV - Drawdown Comparison

The maximum NSCR drawdown since its inception was -20.75%, smaller than the maximum NUMV drawdown of -43.46%. Use the drawdown chart below to compare losses from any high point for NSCR and NUMV.

Drawdown Indicators

	NSCR	NUMV	Difference
Max Drawdown Largest peak-to-trough decline	-20.75%	-43.46%	+22.71%
Max Drawdown (1Y) Largest decline over 1 year	-11.81%	-8.71%	-3.10%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.53%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.71%	—
Current Drawdown Current decline from peak	-7.98%	0.00%	-7.98%
Average Drawdown Average peak-to-trough decline	-3.32%	-6.89%	+3.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.26%	2.29%	+1.97%

Volatility

NSCR vs. NUMV - Volatility Comparison

The current volatility for Nuveen Sustainable Core ETF (NSCR) is 0.00%, while Nuveen ESG Mid-Cap Value ETF (NUMV) has a volatility of 3.04%. This indicates that NSCR experiences smaller price fluctuations and is considered to be less risky than NUMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NSCR	NUMV	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	3.04%	-3.04%
Volatility (6M) Calculated over the trailing 6-month period	8.28%	9.16%	-0.88%
Volatility (1Y) Calculated over the trailing 1-year period	11.82%	12.49%	-0.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.99%	17.39%	-1.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.99%	19.77%	-3.78%

NSCR vs. NUMV - Expense Ratio Comparison

NSCR has a 0.45% expense ratio, which is higher than NUMV's 0.31% expense ratio.

Dividends

NSCR vs. NUMV - Dividend Comparison

NSCR's dividend yield for the trailing twelve months is around 16.34%, more than NUMV's 1.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
NSCR Nuveen Sustainable Core ETF	16.34%	1.92%	1.57%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NUMV Nuveen ESG Mid-Cap Value ETF	1.39%	1.53%	1.81%	2.20%	5.78%	6.62%	1.38%	2.40%	4.01%	0.83%

Frequently Asked Questions

Can I hold both NSCR and NUMV in my portfolio?

NSCR and NUMV have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NSCR or NUMV?

NUMV has higher volatility (3.04%) compared to NSCR (0.00%). In terms of maximum drawdown, NSCR dropped -20.75% vs NUMV's -43.46%.

Which ETF is better, NSCR or NUMV?

On 1-year performance, NUMV leads with 25.69% vs 7.96% for NSCR. On fees, NUMV is cheaper at 0.31% per year. On volatility, NSCR has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NSCR or NUMV?

Over the 1-year period, NUMV has performed better with a 25.69% return vs 7.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NSCR or NUMV?

NUMV is cheaper with a 0.31% expense ratio, compared with 0.45% for NSCR.

Which ETF pays a higher dividend yield, NSCR or NUMV?

NSCR has the higher dividend yield at 16.34%, compared with 1.39% for NUMV.

What is the main difference between NSCR and NUMV?

NSCR is categorized as Large Cap Blend Equities, while NUMV is Mid Cap Value Equities. Their fees differ too: 0.45% for NSCR and 0.31% for NUMV.

Which has better risk-adjusted returns?

NUMV currently has the higher Sharpe Ratio (2.07 vs 0.68), 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.