NUDM vs. NUSC
Compare and contrast key facts about Nuveen ESG International Developed Markets Equity ETF (NUDM) and Nuveen ESG Small-Cap ETF (NUSC).
NUDM and NUSC 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. NUSC is a passively managed fund by Nuveen that tracks the performance of the MSCI TIAA ESG USA Small Cap. It was launched on Dec 13, 2016. Both NUDM and NUSC 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. NUSC - Performance Comparison
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NUDM vs. NUSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NUDM Nuveen ESG International Developed Markets Equity ETF | -0.28% | 29.60% | 5.47% | 17.70% | -15.16% | 10.62% | 10.06% | 24.58% | -14.82% | 8.40% |
NUSC Nuveen ESG Small-Cap ETF | 0.92% | 7.72% | 8.29% | 15.72% | -17.73% | 17.51% | 23.69% | 27.09% | -9.40% | 9.07% |
Returns By Period
In the year-to-date period, NUDM achieves a -0.28% return, which is significantly lower than NUSC's 0.92% return.
NUDM
- 1D
- 3.56%
- 1M
- -9.02%
- YTD
- -0.28%
- 6M
- 3.27%
- 1Y
- 21.98%
- 3Y*
- 13.76%
- 5Y*
- 7.54%
- 10Y*
- —
NUSC
- 1D
- 3.46%
- 1M
- -5.64%
- YTD
- 0.92%
- 6M
- 3.24%
- 1Y
- 18.75%
- 3Y*
- 9.56%
- 5Y*
- 2.95%
- 10Y*
- —
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NUDM vs. NUSC - Expense Ratio Comparison
Both NUDM and NUSC have an expense ratio of 0.30%.
Return for Risk
NUDM vs. NUSC — Risk / Return Rank
NUDM
NUSC
NUDM vs. NUSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG International Developed Markets Equity ETF (NUDM) 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.
| NUDM | NUSC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.84 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.33 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.24 | +0.43 |
Martin ratioReturn relative to average drawdown | 6.66 | 5.06 | +1.60 |
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 | NUSC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.84 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.14 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.39 | +0.05 |
Correlation
The correlation between NUDM and NUSC is 0.69, 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
NUDM vs. NUSC - Dividend Comparison
NUDM's dividend yield for the trailing twelve months is around 7.48%, more than NUSC's 1.04% 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% |
NUSC Nuveen ESG Small-Cap ETF | 1.04% | 1.05% | 1.15% | 1.11% | 1.16% | 7.06% | 0.52% | 0.90% | 3.95% | 0.94% |
Drawdowns
NUDM vs. NUSC - Drawdown Comparison
The maximum NUDM drawdown since its inception was -32.01%, smaller than the maximum NUSC drawdown of -41.49%. Use the drawdown chart below to compare losses from any high point for NUDM and NUSC.
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Drawdown Indicators
| NUDM | NUSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -41.49% | +9.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -14.76% | +2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -28.85% | -1.24% |
Current DrawdownCurrent decline from peak | -9.16% | -7.00% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -8.33% | +1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 3.61% | -0.49% |
Volatility
NUDM vs. NUSC - Volatility Comparison
Nuveen ESG International Developed Markets Equity ETF (NUDM) has a higher volatility of 8.28% compared to Nuveen ESG Small-Cap ETF (NUSC) at 6.95%. This indicates that NUDM's price experiences larger fluctuations and is considered to be riskier 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
| NUDM | NUSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.28% | 6.95% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 12.88% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.77% | 22.30% | -4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.47% | 21.19% | -4.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 22.46% | -4.90% |