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NUEM vs. NUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUEM vs. NUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG Emerging Markets Equity ETF (NUEM) and Nuveen ESG Small-Cap ETF (NUSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NUEM achieves a 19.14% return, which is significantly higher than NUSC's 12.88% return.


NUEM

1D
-1.30%
1M
3.53%
YTD
19.14%
6M
21.09%
1Y
42.42%
3Y*
19.13%
5Y*
5.39%
10Y*

NUSC

1D
-0.57%
1M
3.77%
YTD
12.88%
6M
12.74%
1Y
27.41%
3Y*
13.27%
5Y*
4.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUEM vs. NUSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUEM
Nuveen ESG Emerging Markets Equity ETF
19.14%27.12%9.73%8.57%-19.74%-1.08%24.09%16.67%-17.26%18.50%
NUSC
Nuveen ESG Small-Cap ETF
12.88%7.72%8.29%15.72%-17.73%17.51%23.69%27.09%-9.40%9.07%

Correlation

The correlation between NUEM and NUSC is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2017

0.58

The correlation between NUEM and NUSC has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.

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Return for Risk

NUEM vs. NUSC — Risk / Return Rank

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

NUEM
NUEM Risk / Return Rank: 7070
Overall Rank
NUEM Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NUEM Sortino Ratio Rank: 6767
Sortino Ratio Rank
NUEM Omega Ratio Rank: 7171
Omega Ratio Rank
NUEM Calmar Ratio Rank: 7474
Calmar Ratio Rank
NUEM Martin Ratio Rank: 7070
Martin Ratio Rank

NUSC
NUSC Risk / Return Rank: 5050
Overall Rank
NUSC Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NUSC Sortino Ratio Rank: 4848
Sortino Ratio Rank
NUSC Omega Ratio Rank: 4242
Omega Ratio Rank
NUSC Calmar Ratio Rank: 5555
Calmar Ratio Rank
NUSC Martin Ratio Rank: 5656
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.

NUEM vs. NUSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Emerging Markets Equity ETF (NUEM) 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.


NUEMNUSCDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.42

1.28

+0.15

Calmar ratioReturn relative to maximum drawdown

3.69

2.72

+0.96

Martin ratioReturn relative to average drawdown

12.95

9.81

+3.14

NUEM vs. NUSC - Sharpe Ratio Comparison

The current NUEM Sharpe Ratio is 2.28, which is higher than the NUSC Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of NUEM and NUSC, 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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Sharpe Ratios by Period


NUEMNUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.61

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.22

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.44

-0.03

Drawdowns

NUEM vs. NUSC - Drawdown Comparison

The maximum NUEM drawdown since its inception was -39.48%, roughly equal to the maximum NUSC drawdown of -41.49%. Use the drawdown chart below to compare losses from any high point for NUEM and NUSC.


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Drawdown Indicators


NUEMNUSCDifference

Max Drawdown

Largest peak-to-trough decline

-39.48%

-41.49%

+2.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-10.10%

-1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-17.58%

-26.95%

+9.37%

Max Drawdown (5Y)

Largest decline over 5 years

-38.10%

-28.85%

-9.25%

Current Drawdown

Current decline from peak

-1.30%

-0.57%

-0.73%

Average Drawdown

Average peak-to-trough decline

-15.02%

-8.21%

-6.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

2.80%

+0.48%

Volatility

NUEM vs. NUSC - Volatility Comparison

Nuveen ESG Emerging Markets Equity ETF (NUEM) has a higher volatility of 6.76% compared to Nuveen ESG Small-Cap ETF (NUSC) at 4.50%. This indicates that NUEM'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


NUEMNUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

4.50%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

15.83%

12.17%

+3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

18.68%

17.11%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.72%

21.15%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

22.36%

-2.18%

NUEM vs. NUSC - Expense Ratio Comparison

NUEM has a 0.35% expense ratio, which is higher than NUSC's 0.30% expense ratio.


Dividends

NUEM vs. NUSC - Dividend Comparison

NUEM's dividend yield for the trailing twelve months is around 3.00%, more than NUSC's 0.93% yield.


PositionTTM202520242023202220212020201920182017
NUEM
Nuveen ESG Emerging Markets Equity ETF
3.00%3.58%1.95%2.37%1.90%2.45%1.26%1.98%2.05%0.62%
NUSC
Nuveen ESG Small-Cap ETF
0.93%1.05%1.15%1.11%1.16%7.06%0.52%0.90%3.95%0.94%

Frequently Asked Questions


NUEM and NUSC have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NUEM has higher volatility (6.76%) compared to NUSC (4.50%). In terms of maximum drawdown, NUEM dropped -39.48% vs NUSC's -41.49%.

On 5-year performance, NUEM leads with 5.39% vs 4.68% for NUSC. On fees, NUSC is cheaper at 0.30% per year. On volatility, NUSC has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, NUEM has performed better with a 5.39% return vs 4.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NUSC is cheaper with a 0.30% expense ratio, compared with 0.35% for NUEM.

NUEM has the higher dividend yield at 3.00%, compared with 0.93% for NUSC.

NUEM is categorized as Emerging Markets Equities, while NUSC is Small Cap Growth Equities. NUEM tracks MSCI TIAA ESG Emerging Markets, while NUSC tracks MSCI TIAA ESG USA Small Cap. Their fees differ too: 0.35% for NUEM and 0.30% for NUSC.

NUEM currently has the higher Sharpe Ratio (2.28 vs 1.61), 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.

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