Correlation
The correlation between NUDM and SWISX 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. SWISX
Compare and contrast key facts about Nuveen ESG International Developed Markets Equity ETF (NUDM) and Schwab International Index Fund (SWISX).
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. SWISX is a passively managed fund by Charles Schwab that tracks the performance of the MSCI EAFE Index. It was launched on May 19, 1997. Both NUDM and SWISX 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 SWISX.
Performance
NUDM vs. SWISX - Performance Comparison
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Key characteristics
NUDM:
0.85
SWISX:
0.84
NUDM:
1.19
SWISX:
1.16
NUDM:
1.16
SWISX:
1.16
NUDM:
1.03
SWISX:
0.97
NUDM:
3.12
SWISX:
2.80
NUDM:
4.45%
SWISX:
4.73%
NUDM:
17.36%
SWISX:
16.96%
NUDM:
-32.01%
SWISX:
-60.65%
NUDM:
-0.83%
SWISX:
-0.45%
Returns By Period
In the year-to-date period, NUDM achieves a 15.00% return, which is significantly lower than SWISX's 17.51% return.
NUDM
15.00%
5.17%
11.80%
13.18%
11.06%
11.18%
N/A
SWISX
17.51%
5.14%
14.13%
12.96%
11.51%
11.41%
6.02%
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NUDM vs. SWISX - Expense Ratio Comparison
NUDM has a 0.30% expense ratio, which is higher than SWISX's 0.06% expense ratio.
Risk-Adjusted Performance
NUDM vs. SWISX — Risk-Adjusted Performance Rank
NUDM
SWISX
NUDM vs. SWISX - 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 Index Fund (SWISX). 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.
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Dividends
NUDM vs. SWISX - Dividend Comparison
NUDM's dividend yield for the trailing twelve months is around 2.89%, more than SWISX'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% |
SWISX Schwab International Index Fund | 2.80% | 3.30% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% |
Drawdowns
NUDM vs. SWISX - Drawdown Comparison
The maximum NUDM drawdown since its inception was -32.01%, smaller than the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for NUDM and SWISX.
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Volatility
NUDM vs. SWISX - Volatility Comparison
Nuveen ESG International Developed Markets Equity ETF (NUDM) has a higher volatility of 3.65% compared to Schwab International Index Fund (SWISX) at 3.42%. This indicates that NUDM's price experiences larger fluctuations and is considered to be riskier than SWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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