NUMV vs. FDIS
Compare and contrast key facts about Nuveen ESG Mid-Cap Value ETF (NUMV) and Fidelity MSCI Consumer Discretionary Index ETF (FDIS).
NUMV and FDIS 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. FDIS is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Consumer Discretionary Index. It was launched on Oct 21, 2013. Both NUMV and FDIS 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 FDIS.
Key characteristics
| NUMV | FDIS | |
|---|---|---|
| YTD Return | 18.17% | 20.37% |
| 1Y Return | 38.21% | 37.93% |
| 3Y Return (Ann) | 2.95% | 2.45% |
| 5Y Return (Ann) | 8.13% | 16.24% |
| Sharpe Ratio | 2.71 | 1.99 |
| Sortino Ratio | 3.79 | 2.70 |
| Omega Ratio | 1.47 | 1.34 |
| Calmar Ratio | 1.65 | 1.49 |
| Martin Ratio | 16.20 | 10.17 |
| Ulcer Index | 2.28% | 3.48% |
| Daily Std Dev | 13.66% | 17.76% |
| Max Drawdown | -43.46% | -39.16% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between NUMV and FDIS is 0.70, 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
NUMV vs. FDIS - Performance Comparison
In the year-to-date period, NUMV achieves a 18.17% return, which is significantly lower than FDIS's 20.37% 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. FDIS - Expense Ratio Comparison
NUMV has a 0.30% expense ratio, which is higher than FDIS's 0.08% expense ratio.
Risk-Adjusted Performance
NUMV vs. FDIS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Mid-Cap Value ETF (NUMV) and Fidelity MSCI Consumer Discretionary Index ETF (FDIS). 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. FDIS - Dividend Comparison
NUMV's dividend yield for the trailing twelve months is around 1.86%, more than FDIS's 0.69% yield.
| 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% |
FDIS Fidelity MSCI Consumer Discretionary Index ETF | 0.69% | 0.78% | 1.00% | 0.58% | 0.59% | 1.14% | 1.29% | 1.00% | 1.62% | 1.25% | 1.01% | 0.28% |
Drawdowns
NUMV vs. FDIS - Drawdown Comparison
The maximum NUMV drawdown since its inception was -43.46%, which is greater than FDIS's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for NUMV and FDIS. For additional features, visit the drawdowns tool.
Volatility
NUMV vs. FDIS - Volatility Comparison
The current volatility for Nuveen ESG Mid-Cap Value ETF (NUMV) is 3.93%, while Fidelity MSCI Consumer Discretionary Index ETF (FDIS) has a volatility of 5.60%. This indicates that NUMV experiences smaller price fluctuations and is considered to be less risky than FDIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.