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NUDV vs. DIVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUDV vs. DIVB - Performance Comparison

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

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Returns By Period

In the year-to-date period, NUDV achieves a 12.61% return, which is significantly lower than DIVB's 22.13% return.


NUDV

1D
0.92%
1M
1.00%
6M
8.14%
YTD
12.61%
1Y
20.39%
3Y*
14.88%
5Y*
10Y*

DIVB

1D
2.12%
1M
3.84%
6M
18.62%
YTD
22.13%
1Y
30.52%
3Y*
21.77%
5Y*
13.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUDV vs. DIVB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NUDV
Nuveen ESG Dividend ETF
12.61%10.77%14.02%10.13%-7.83%8.35%
DIVB
iShares Core Dividend ETF
22.13%15.09%18.59%13.27%-10.51%6.85%

Correlation

The correlation between NUDV and DIVB is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2021

0.95

The correlation between NUDV and DIVB has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

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Return for Risk

NUDV vs. DIVB — Risk / Return Rank

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

NUDV
NUDV Risk / Return Rank: 7777
Overall Rank
NUDV Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NUDV Sortino Ratio Rank: 8181
Sortino Ratio Rank
NUDV Omega Ratio Rank: 7474
Omega Ratio Rank
NUDV Calmar Ratio Rank: 7676
Calmar Ratio Rank
NUDV Martin Ratio Rank: 7676
Martin Ratio Rank

DIVB
DIVB Risk / Return Rank: 9090
Overall Rank
DIVB Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 9292
Sortino Ratio Rank
DIVB Omega Ratio Rank: 8989
Omega Ratio Rank
DIVB Calmar Ratio Rank: 9191
Calmar Ratio Rank
DIVB 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. DIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Dividend ETF (NUDV) and iShares Core Dividend ETF (DIVB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NUDVDIVBDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.35

1.45

-0.11

Calmar ratioReturn relative to maximum drawdown

3.11

4.49

-1.39

Martin ratioReturn relative to average drawdown

11.10

15.05

-3.96

NUDV vs. DIVB - Sharpe Ratio Comparison

The current NUDV Sharpe Ratio is 1.98, which is comparable to the DIVB Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of NUDV and DIVB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NUDV vs. DIVB - Drawdown Comparison

The maximum NUDV drawdown since its inception was -20.10%, smaller than the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for NUDV and DIVB.


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Drawdown Indicators


NUDVDIVBDifference

Max Drawdown

Largest peak-to-trough decline

-20.10%

-36.93%

+16.83%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-6.82%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-16.48%

-15.45%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

Current Drawdown

Current decline from peak

-0.48%

0.00%

-0.48%

Average Drawdown

Average peak-to-trough decline

-4.81%

-4.94%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

2.03%

-0.19%

Volatility

NUDV vs. DIVB - Volatility Comparison

The current volatility for Nuveen ESG Dividend ETF (NUDV) is 2.91%, while iShares Core Dividend ETF (DIVB) has a volatility of 4.76%. This indicates that NUDV experiences smaller price fluctuations and is considered to be less risky than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUDVDIVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

4.76%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

9.50%

-1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

10.34%

12.16%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

15.35%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.87%

18.35%

-3.48%

NUDV vs. DIVB - Expense Ratio Comparison

NUDV has a 0.26% expense ratio, which is higher than DIVB's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

NUDV vs. DIVB - Dividend Comparison

NUDV's dividend yield for the trailing twelve months is around 2.28%, more than DIVB's 2.17% yield.


PositionTTM202520242023202220212020201920182017
DIVB
iShares Core Dividend ETF
2.17%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%
NUDV
Nuveen ESG Dividend ETF
2.28%2.36%6.18%2.48%2.96%0.60%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NUDV and DIVB have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIVB has higher volatility (4.76%) compared to NUDV (2.91%). In terms of maximum drawdown, NUDV dropped -20.10% vs DIVB's -36.93%.

On 3-year performance, DIVB leads with 21.77% vs 14.88% for NUDV. On fees, DIVB is cheaper at 0.05% per year. On volatility, NUDV has been the lower-risk option at 2.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DIVB has performed better with a 21.77% return vs 14.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIVB is cheaper with a 0.05% expense ratio, compared with 0.26% for NUDV.

NUDV has the higher dividend yield at 2.28%, compared with 2.17% for DIVB.

NUDV is categorized as Large Cap Value Equities, while DIVB is Dividend. NUDV tracks Nuveen ESG USA High Dividend Yield Index, while DIVB tracks Morningstar US Dividend and Buyback Index. They also come from different issuers: Nuveen and iShares. Their fees differ too: 0.26% for NUDV and 0.05% for DIVB.

DIVB currently has the higher Sharpe Ratio (2.52 vs 1.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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