NUMV vs. EPI
Compare and contrast key facts about Nuveen ESG Mid-Cap Value ETF (NUMV) and WisdomTree India Earnings Fund (EPI).
NUMV and EPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NUMV is a passively managed fund by Nuveen that tracks the performance of the TIAA ESG USA Mid-Cap Value Index. It was launched on Dec 13, 2016. EPI is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Earnings Index. It was launched on Feb 22, 2008. Both NUMV and EPI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
NUMV vs. EPI - Performance Comparison
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NUMV vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NUMV Nuveen ESG Mid-Cap Value ETF | -0.84% | 14.05% | 12.31% | 8.43% | -14.97% | 31.15% | 0.91% | 29.81% | -11.91% | 14.70% |
EPI WisdomTree India Earnings Fund | -11.86% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 18.55% | 1.53% | -9.88% | 39.14% |
Returns By Period
In the year-to-date period, NUMV achieves a -0.84% return, which is significantly higher than EPI's -11.86% return.
NUMV
- 1D
- 2.16%
- 1M
- -6.74%
- YTD
- -0.84%
- 6M
- 1.75%
- 1Y
- 15.07%
- 3Y*
- 12.60%
- 5Y*
- 5.84%
- 10Y*
- —
EPI
- 1D
- 3.06%
- 1M
- -10.01%
- YTD
- -11.86%
- 6M
- -7.69%
- 1Y
- -6.66%
- 3Y*
- 9.12%
- 5Y*
- 6.72%
- 10Y*
- 9.11%
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NUMV vs. EPI - Expense Ratio Comparison
NUMV has a 0.31% expense ratio, which is lower than EPI's 0.84% expense ratio.
Return for Risk
NUMV vs. EPI — Risk / Return Rank
NUMV
EPI
NUMV vs. EPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Mid-Cap Value ETF (NUMV) and WisdomTree India Earnings Fund (EPI). 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.
| NUMV | EPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | -0.41 | +1.29 |
Sortino ratioReturn per unit of downside risk | 1.35 | -0.48 | +1.83 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.94 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | -0.37 | +1.65 |
Martin ratioReturn relative to average drawdown | 5.51 | -1.15 | +6.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NUMV | EPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | -0.41 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.41 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.13 | +0.26 |
Correlation
The correlation between NUMV and EPI is 0.42, 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
NUMV vs. EPI - Dividend Comparison
NUMV's dividend yield for the trailing twelve months is around 1.55%, while EPI has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUMV Nuveen ESG Mid-Cap Value ETF | 1.55% | 1.53% | 1.81% | 2.20% | 5.78% | 6.62% | 1.38% | 2.40% | 4.01% | 0.83% | 0.00% | 0.00% |
EPI WisdomTree India Earnings Fund | 0.00% | 0.00% | 0.27% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.05% | 1.20% |
Drawdowns
NUMV vs. EPI - Drawdown Comparison
The maximum NUMV drawdown since its inception was -43.46%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for NUMV and EPI.
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Drawdown Indicators
| NUMV | EPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.46% | -66.21% | +22.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.49% | -16.88% | +4.39% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -21.89% | -3.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.29% | — |
Current DrawdownCurrent decline from peak | -6.74% | -19.51% | +12.77% |
Average DrawdownAverage peak-to-trough decline | -6.99% | -18.68% | +11.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 5.37% | -2.47% |
Volatility
NUMV vs. EPI - Volatility Comparison
The current volatility for Nuveen ESG Mid-Cap Value ETF (NUMV) is 4.83%, while WisdomTree India Earnings Fund (EPI) has a volatility of 7.00%. This indicates that NUMV experiences smaller price fluctuations and is considered to be less risky than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NUMV | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 7.00% | -2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 11.47% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.21% | 16.35% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 16.28% | +1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.89% | 20.38% | -0.49% |