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 MSCI TIAA ESG USA Mid Cap Value. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NUMV or EPI.
Key characteristics
| NUMV | EPI | |
|---|---|---|
| YTD Return | 18.17% | 14.54% |
| 1Y Return | 38.21% | 28.55% |
| 3Y Return (Ann) | 2.95% | 9.27% |
| 5Y Return (Ann) | 8.13% | 15.97% |
| Sharpe Ratio | 2.71 | 1.67 |
| Sortino Ratio | 3.79 | 2.06 |
| Omega Ratio | 1.47 | 1.33 |
| Calmar Ratio | 1.65 | 3.50 |
| Martin Ratio | 16.20 | 10.58 |
| Ulcer Index | 2.28% | 2.60% |
| Daily Std Dev | 13.66% | 16.48% |
| Max Drawdown | -43.46% | -66.21% |
| Current Drawdown | 0.00% | -7.60% |
Correlation
The correlation between NUMV and EPI is 0.43, 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.
Performance
NUMV vs. EPI - Performance Comparison
In the year-to-date period, NUMV achieves a 18.17% return, which is significantly higher than EPI's 14.54% 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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NUMV vs. EPI - Expense Ratio Comparison
NUMV has a 0.30% expense ratio, which is lower than EPI's 0.84% expense ratio.
Risk-Adjusted Performance
NUMV vs. EPI - Risk-Adjusted Performance 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.
Dividends
NUMV vs. EPI - Dividend Comparison
NUMV's dividend yield for the trailing twelve months is around 1.86%, while EPI has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUMV Nuveen ESG Mid-Cap Value ETF | 1.86% | 2.20% | 5.78% | 6.62% | 1.38% | 2.40% | 4.01% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% |
EPI WisdomTree India Earnings Fund | 0.00% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.04% | 1.20% | 1.02% | 0.75% |
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. For additional features, visit the drawdowns tool.
Volatility
NUMV vs. EPI - Volatility Comparison
Nuveen ESG Mid-Cap Value ETF (NUMV) and WisdomTree India Earnings Fund (EPI) have volatilities of 3.93% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.