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NUEM vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

NUEM vs. USD=X - Performance Comparison

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

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Returns By Period


NUEM

1D
-4.61%
1M
-5.75%
YTD
12.28%
6M
13.23%
1Y
31.83%
3Y*
16.57%
5Y*
4.15%
10Y*

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUEM vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUEM
Nuveen ESG Emerging Markets Equity ETF
12.28%27.12%9.73%8.57%-19.74%-1.08%24.09%16.67%-17.26%18.50%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

NUEM vs. USD=X — Risk / Return Rank

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

NUEM
NUEM Risk / Return Rank: 5555
Overall Rank
NUEM Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
NUEM Sortino Ratio Rank: 5050
Sortino Ratio Rank
NUEM Omega Ratio Rank: 5454
Omega Ratio Rank
NUEM Calmar Ratio Rank: 6060
Calmar Ratio Rank
NUEM Martin Ratio Rank: 5858
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

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


NUEMUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.77

Martin ratioReturn relative to average drawdown

9.62

NUEM vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NUEMUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

Drawdowns

NUEM vs. USD=X - Drawdown Comparison

The maximum NUEM drawdown since its inception was -39.48%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for NUEM and USD=X.


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Drawdown Indicators


NUEMUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-39.48%

0.00%

-39.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

0.00%

-11.56%

Max Drawdown (3Y)

Largest decline over 3 years

-17.58%

0.00%

-17.58%

Max Drawdown (5Y)

Largest decline over 5 years

-38.10%

0.00%

-38.10%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

-6.98%

0.00%

-6.98%

Average Drawdown

Average peak-to-trough decline

-15.02%

0.00%

-15.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

0.00%

+3.32%

Volatility

NUEM vs. USD=X - Volatility Comparison

Nuveen ESG Emerging Markets Equity ETF (NUEM) has a higher volatility of 7.93% compared to USD Cash (USD=X) at 0.00%. This indicates that NUEM's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUEMUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.93%

0.00%

+7.93%

Volatility (6M)

Calculated over the trailing 6-month period

16.61%

0.00%

+16.61%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

0.00%

+19.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.82%

0.00%

+19.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.23%

0.00%

+20.23%

Frequently Asked Questions


NUEM has higher volatility (7.93%) compared to USD=X (0.00%). In terms of maximum drawdown, NUEM dropped -39.48% vs USD=X's 0.00%.

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