NUDM vs. KEMX
Compare and contrast key facts about Nuveen ESG International Developed Markets Equity ETF (NUDM) and KraneShares MSCI Emerging Markets ex China Index ETF (KEMX).
NUDM and KEMX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NUDM is a passively managed fund by Nuveen that tracks the performance of the MSCI TIAA ESG International DM. It was launched on Jun 7, 2017. KEMX is a passively managed fund by CICC that tracks the performance of the MSCI Emerging Markets ex China Index. It was launched on Apr 12, 2019. Both NUDM and KEMX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
NUDM vs. KEMX - Performance Comparison
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NUDM vs. KEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NUDM Nuveen ESG International Developed Markets Equity ETF | -0.28% | 29.60% | 5.47% | 17.70% | -15.16% | 10.62% | 10.06% | 11.84% |
KEMX KraneShares MSCI Emerging Markets ex China Index ETF | 9.35% | 38.28% | 0.36% | 20.57% | -19.35% | 10.55% | 12.84% | 7.93% |
Returns By Period
In the year-to-date period, NUDM achieves a -0.28% return, which is significantly lower than KEMX's 9.35% return.
NUDM
- 1D
- 3.56%
- 1M
- -9.02%
- YTD
- -0.28%
- 6M
- 3.27%
- 1Y
- 21.98%
- 3Y*
- 13.76%
- 5Y*
- 7.54%
- 10Y*
- —
KEMX
- 1D
- 4.34%
- 1M
- -11.07%
- YTD
- 9.35%
- 6M
- 21.09%
- 1Y
- 50.32%
- 3Y*
- 20.32%
- 5Y*
- 9.05%
- 10Y*
- —
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NUDM vs. KEMX - Expense Ratio Comparison
NUDM has a 0.30% expense ratio, which is higher than KEMX's 0.25% expense ratio.
Return for Risk
NUDM vs. KEMX — Risk / Return Rank
NUDM
KEMX
NUDM vs. KEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG International Developed Markets Equity ETF (NUDM) and KraneShares MSCI Emerging Markets ex China Index ETF (KEMX). 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.
| NUDM | KEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 2.36 | -1.12 |
Sortino ratioReturn per unit of downside risk | 1.74 | 3.00 | -1.26 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.44 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 3.25 | -1.59 |
Martin ratioReturn relative to average drawdown | 6.66 | 13.60 | -6.94 |
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
| NUDM | KEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.36 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.52 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.50 | -0.07 |
Correlation
The correlation between NUDM and KEMX is 0.75, 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
NUDM vs. KEMX - Dividend Comparison
NUDM's dividend yield for the trailing twelve months is around 7.48%, more than KEMX's 3.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NUDM Nuveen ESG International Developed Markets Equity ETF | 7.48% | 7.46% | 3.33% | 3.14% | 1.98% | 4.31% | 1.47% | 3.42% | 2.45% | 0.47% |
KEMX KraneShares MSCI Emerging Markets ex China Index ETF | 3.00% | 3.28% | 3.39% | 2.00% | 4.10% | 4.79% | 1.69% | 2.77% | 0.00% | 0.00% |
Drawdowns
NUDM vs. KEMX - Drawdown Comparison
The maximum NUDM drawdown since its inception was -32.01%, smaller than the maximum KEMX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for NUDM and KEMX.
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Drawdown Indicators
| NUDM | KEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -38.80% | +6.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -15.36% | +2.86% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -30.85% | +0.76% |
Current DrawdownCurrent decline from peak | -9.16% | -11.68% | +2.52% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -9.02% | +2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 3.67% | -0.55% |
Volatility
NUDM vs. KEMX - Volatility Comparison
The current volatility for Nuveen ESG International Developed Markets Equity ETF (NUDM) is 8.28%, while KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) has a volatility of 12.58%. This indicates that NUDM experiences smaller price fluctuations and is considered to be less risky than KEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NUDM | KEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.28% | 12.58% | -4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 16.96% | -5.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.77% | 21.39% | -3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.47% | 17.55% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 20.61% | -3.05% |