NUMG vs. XMHQ
Compare and contrast key facts about Nuveen ESG Mid-Cap Growth ETF (NUMG) and Invesco S&P MidCap Quality ETF (XMHQ).
NUMG and XMHQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NUMG is a passively managed fund by Nuveen that tracks the performance of the MSCI TIAA ESG USA Mid Cap Growth. It was launched on Dec 13, 2016. XMHQ is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Dec 1, 2006. Both NUMG and XMHQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NUMG or XMHQ.
Key characteristics
| NUMG | XMHQ | |
|---|---|---|
| YTD Return | 15.12% | 25.12% |
| 1Y Return | 35.80% | 41.71% |
| 3Y Return (Ann) | -2.15% | 11.16% |
| 5Y Return (Ann) | 11.38% | 17.64% |
| Sharpe Ratio | 2.01 | 2.22 |
| Sortino Ratio | 2.73 | 3.13 |
| Omega Ratio | 1.35 | 1.37 |
| Calmar Ratio | 1.08 | 3.91 |
| Martin Ratio | 8.21 | 9.61 |
| Ulcer Index | 4.16% | 4.19% |
| Daily Std Dev | 17.02% | 18.20% |
| Max Drawdown | -38.85% | -58.19% |
| Current Drawdown | -7.15% | 0.00% |
Correlation
The correlation between NUMG and XMHQ is 0.76, 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.
Performance
NUMG vs. XMHQ - Performance Comparison
In the year-to-date period, NUMG achieves a 15.12% return, which is significantly lower than XMHQ's 25.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NUMG vs. XMHQ - Expense Ratio Comparison
NUMG has a 0.30% expense ratio, which is higher than XMHQ's 0.25% expense ratio.
Risk-Adjusted Performance
NUMG vs. XMHQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Mid-Cap Growth ETF (NUMG) and Invesco S&P MidCap Quality ETF (XMHQ). 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.
Dividends
NUMG vs. XMHQ - Dividend Comparison
NUMG's dividend yield for the trailing twelve months is around 0.15%, less than XMHQ's 4.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUMG Nuveen ESG Mid-Cap Growth ETF | 0.15% | 0.18% | 0.18% | 12.71% | 3.82% | 0.27% | 5.14% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% |
XMHQ Invesco S&P MidCap Quality ETF | 4.82% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.64% | 1.34% | 1.25% | 1.11% |
Drawdowns
NUMG vs. XMHQ - Drawdown Comparison
The maximum NUMG drawdown since its inception was -38.85%, smaller than the maximum XMHQ drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for NUMG and XMHQ. For additional features, visit the drawdowns tool.
Volatility
NUMG vs. XMHQ - Volatility Comparison
The current volatility for Nuveen ESG Mid-Cap Growth ETF (NUMG) is 4.81%, while Invesco S&P MidCap Quality ETF (XMHQ) has a volatility of 5.60%. This indicates that NUMG experiences smaller price fluctuations and is considered to be less risky than XMHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.