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NUMG vs. TEKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUMG vs. TEKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG Mid-Cap Growth ETF (NUMG) and SPDR Galaxy Transformative Tech Accelerators ETF (TEKX). The values are adjusted to include any dividend payments, if applicable.

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NUMG vs. TEKX - Yearly Performance Comparison


2026 (YTD)20252024
NUMG
Nuveen ESG Mid-Cap Growth ETF
-13.96%0.78%13.22%
TEKX
SPDR Galaxy Transformative Tech Accelerators ETF
2.40%40.92%14.80%

Returns By Period

In the year-to-date period, NUMG achieves a -13.96% return, which is significantly lower than TEKX's 2.40% return.


NUMG

1D
3.29%
1M
-6.68%
YTD
-13.96%
6M
-15.60%
1Y
-4.28%
3Y*
2.51%
5Y*
-1.83%
10Y*

TEKX

1D
4.77%
1M
-11.36%
YTD
2.40%
6M
-0.20%
1Y
85.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUMG vs. TEKX - Expense Ratio Comparison

NUMG has a 0.30% expense ratio, which is lower than TEKX's 0.65% expense ratio.


Return for Risk

NUMG vs. TEKX — Risk / Return Rank

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

NUMG
NUMG Risk / Return Rank: 88
Overall Rank
NUMG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
NUMG Sortino Ratio Rank: 88
Sortino Ratio Rank
NUMG Omega Ratio Rank: 88
Omega Ratio Rank
NUMG Calmar Ratio Rank: 88
Calmar Ratio Rank
NUMG Martin Ratio Rank: 77
Martin Ratio Rank

TEKX
TEKX Risk / Return Rank: 9191
Overall Rank
TEKX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
TEKX Sortino Ratio Rank: 9090
Sortino Ratio Rank
TEKX Omega Ratio Rank: 8383
Omega Ratio Rank
TEKX Calmar Ratio Rank: 9696
Calmar Ratio Rank
TEKX Martin Ratio Rank: 9393
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.

NUMG vs. TEKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Mid-Cap Growth ETF (NUMG) and SPDR Galaxy Transformative Tech Accelerators ETF (TEKX). 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.


NUMGTEKXDifference

Sharpe ratio

Return per unit of total volatility

-0.18

2.01

-2.19

Sortino ratio

Return per unit of downside risk

-0.10

2.62

-2.72

Omega ratio

Gain probability vs. loss probability

0.99

1.34

-0.35

Calmar ratio

Return relative to maximum drawdown

-0.21

4.65

-4.86

Martin ratio

Return relative to average drawdown

-0.65

14.15

-14.80

NUMG vs. TEKX - Sharpe Ratio Comparison

The current NUMG Sharpe Ratio is -0.18, which is lower than the TEKX Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of NUMG and TEKX, 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


NUMGTEKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

2.01

-2.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.86

-0.49

Correlation

The correlation between NUMG and TEKX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NUMG vs. TEKX - Dividend Comparison

NUMG's dividend yield for the trailing twelve months is around 0.01%, less than TEKX's 0.35% yield.


TTM202520242023202220212020201920182017
NUMG
Nuveen ESG Mid-Cap Growth ETF
0.01%0.01%0.06%0.18%0.18%12.76%3.82%0.27%5.14%0.56%
TEKX
SPDR Galaxy Transformative Tech Accelerators ETF
0.35%0.36%3.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NUMG vs. TEKX - Drawdown Comparison

The maximum NUMG drawdown since its inception was -38.85%, smaller than the maximum TEKX drawdown of -45.57%. Use the drawdown chart below to compare losses from any high point for NUMG and TEKX.


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Drawdown Indicators


NUMGTEKXDifference

Max Drawdown

Largest peak-to-trough decline

-38.85%

-45.57%

+6.72%

Max Drawdown (1Y)

Largest decline over 1 year

-19.71%

-17.92%

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-38.85%

Current Drawdown

Current decline from peak

-21.68%

-14.01%

-7.67%

Average Drawdown

Average peak-to-trough decline

-11.30%

-11.24%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.47%

5.89%

+0.58%

Volatility

NUMG vs. TEKX - Volatility Comparison

The current volatility for Nuveen ESG Mid-Cap Growth ETF (NUMG) is 6.83%, while SPDR Galaxy Transformative Tech Accelerators ETF (TEKX) has a volatility of 14.22%. This indicates that NUMG experiences smaller price fluctuations and is considered to be less risky than TEKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUMGTEKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

14.22%

-7.39%

Volatility (6M)

Calculated over the trailing 6-month period

14.15%

28.63%

-14.48%

Volatility (1Y)

Calculated over the trailing 1-year period

23.42%

42.82%

-19.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.83%

44.86%

-22.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.92%

44.86%

-22.94%