Correlation
The correlation between NUDM and SCHF is 0.73, 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.
NUDM vs. SCHF
Compare and contrast key facts about Nuveen ESG International Developed Markets Equity ETF (NUDM) and Schwab International Equity ETF (SCHF).
NUDM and SCHF 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. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009. Both NUDM and SCHF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NUDM or SCHF.
Performance
NUDM vs. SCHF - Performance Comparison
Loading data...
Key characteristics
NUDM:
0.85
SCHF:
0.89
NUDM:
1.19
SCHF:
1.25
NUDM:
1.16
SCHF:
1.17
NUDM:
1.03
SCHF:
1.05
NUDM:
3.12
SCHF:
3.17
NUDM:
4.45%
SCHF:
4.43%
NUDM:
17.36%
SCHF:
17.10%
NUDM:
-32.01%
SCHF:
-34.64%
NUDM:
-0.83%
SCHF:
-0.55%
Returns By Period
In the year-to-date period, NUDM achieves a 15.00% return, which is significantly lower than SCHF's 16.59% return.
NUDM
15.00%
5.17%
11.80%
13.18%
11.06%
11.18%
N/A
SCHF
16.59%
5.32%
12.43%
14.01%
12.47%
13.12%
7.24%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NUDM vs. SCHF - Expense Ratio Comparison
NUDM has a 0.30% expense ratio, which is higher than SCHF's 0.06% expense ratio.
Risk-Adjusted Performance
NUDM vs. SCHF — Risk-Adjusted Performance Rank
NUDM
SCHF
NUDM vs. SCHF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG International Developed Markets Equity ETF (NUDM) and Schwab International Equity ETF (SCHF). 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.
Loading data...
Dividends
NUDM vs. SCHF - Dividend Comparison
NUDM's dividend yield for the trailing twelve months is around 2.89%, more than SCHF's 2.80% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUDM Nuveen ESG International Developed Markets Equity ETF | 2.89% | 3.33% | 3.14% | 1.98% | 4.31% | 1.47% | 3.42% | 2.45% | 0.47% | 0.00% | 0.00% | 0.00% |
SCHF Schwab International Equity ETF | 2.80% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% | 2.90% |
Drawdowns
NUDM vs. SCHF - Drawdown Comparison
The maximum NUDM drawdown since its inception was -32.01%, smaller than the maximum SCHF drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for NUDM and SCHF.
Loading data...
Volatility
NUDM vs. SCHF - Volatility Comparison
Nuveen ESG International Developed Markets Equity ETF (NUDM) has a higher volatility of 3.65% compared to Schwab International Equity ETF (SCHF) at 3.08%. This indicates that NUDM's price experiences larger fluctuations and is considered to be riskier than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...