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NUDV vs. DEW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUDV vs. DEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG Dividend ETF (NUDV) and WisdomTree Global High Dividend Fund (DEW). The values are adjusted to include any dividend payments, if applicable.

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NUDV vs. DEW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NUDV
Nuveen ESG Dividend ETF
3.74%10.77%14.02%10.13%-7.83%8.92%
DEW
WisdomTree Global High Dividend Fund
8.14%22.39%11.58%9.39%-2.73%6.98%

Returns By Period

In the year-to-date period, NUDV achieves a 3.74% return, which is significantly lower than DEW's 8.14% return.


NUDV

1D
1.52%
1M
-5.04%
YTD
3.74%
6M
7.08%
1Y
12.98%
3Y*
12.99%
5Y*
10Y*

DEW

1D
1.36%
1M
-3.63%
YTD
8.14%
6M
11.73%
1Y
22.63%
3Y*
17.01%
5Y*
11.51%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUDV vs. DEW - Expense Ratio Comparison

NUDV has a 0.26% expense ratio, which is lower than DEW's 0.58% expense ratio.


Return for Risk

NUDV vs. DEW — Risk / Return Rank

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

NUDV
NUDV Risk / Return Rank: 5050
Overall Rank
NUDV Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
NUDV Sortino Ratio Rank: 4949
Sortino Ratio Rank
NUDV Omega Ratio Rank: 4949
Omega Ratio Rank
NUDV Calmar Ratio Rank: 4949
Calmar Ratio Rank
NUDV Martin Ratio Rank: 5757
Martin Ratio Rank

DEW
DEW Risk / Return Rank: 8585
Overall Rank
DEW Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DEW Sortino Ratio Rank: 8686
Sortino Ratio Rank
DEW Omega Ratio Rank: 8787
Omega Ratio Rank
DEW Calmar Ratio Rank: 7777
Calmar Ratio Rank
DEW Martin Ratio Rank: 8888
Martin Ratio Rank
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.

NUDV vs. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Dividend ETF (NUDV) and WisdomTree Global High Dividend Fund (DEW). 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.


NUDVDEWDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.69

-0.83

Sortino ratio

Return per unit of downside risk

1.29

2.30

-1.01

Omega ratio

Gain probability vs. loss probability

1.18

1.35

-0.17

Calmar ratio

Return relative to maximum drawdown

1.21

1.98

-0.76

Martin ratio

Return relative to average drawdown

5.44

10.56

-5.12

NUDV vs. DEW - Sharpe Ratio Comparison

The current NUDV Sharpe Ratio is 0.86, which is lower than the DEW Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of NUDV and DEW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NUDVDEWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.69

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.28

+0.29

Correlation

The correlation between NUDV and DEW is 0.90, 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

NUDV vs. DEW - Dividend Comparison

NUDV's dividend yield for the trailing twelve months is around 2.40%, less than DEW's 3.33% yield.


TTM20252024202320222021202020192018201720162015
NUDV
Nuveen ESG Dividend ETF
2.40%2.36%6.18%2.48%2.96%0.60%0.00%0.00%0.00%0.00%0.00%0.00%
DEW
WisdomTree Global High Dividend Fund
3.33%3.71%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%

Drawdowns

NUDV vs. DEW - Drawdown Comparison

The maximum NUDV drawdown since its inception was -20.10%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for NUDV and DEW.


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Drawdown Indicators


NUDVDEWDifference

Max Drawdown

Largest peak-to-trough decline

-20.10%

-65.55%

+45.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-11.80%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-5.04%

-3.63%

-1.41%

Average Drawdown

Average peak-to-trough decline

-5.05%

-12.54%

+7.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.21%

+0.43%

Volatility

NUDV vs. DEW - Volatility Comparison

The current volatility for Nuveen ESG Dividend ETF (NUDV) is 3.65%, while WisdomTree Global High Dividend Fund (DEW) has a volatility of 4.07%. This indicates that NUDV experiences smaller price fluctuations and is considered to be less risky than DEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUDVDEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

4.07%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.64%

7.21%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

13.42%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

13.02%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

15.55%

-0.42%