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NUMV vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUMV vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG Mid-Cap Value ETF (NUMV) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NUMV achieves a 9.74% return, which is significantly lower than GSG's 42.58% return.


NUMV

1D
-0.42%
1M
4.09%
YTD
9.74%
6M
11.20%
1Y
23.74%
3Y*
16.96%
5Y*
6.55%
10Y*

GSG

1D
0.77%
1M
-4.83%
YTD
42.58%
6M
41.06%
1Y
51.52%
3Y*
19.31%
5Y*
15.74%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUMV vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUMV
Nuveen ESG Mid-Cap Value ETF
9.74%14.05%12.31%8.43%-14.97%31.15%0.91%29.81%-11.91%14.70%
GSG
iShares S&P GSCI Commodity-Indexed Trust
42.58%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%

Correlation

The correlation between NUMV and GSG is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2016

0.24

The correlation between NUMV and GSG shifts across timeframes, from -0.18 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NUMV vs. GSG — Risk / Return Rank

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

NUMV
NUMV Risk / Return Rank: 5656
Overall Rank
NUMV Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
NUMV Sortino Ratio Rank: 5959
Sortino Ratio Rank
NUMV Omega Ratio Rank: 5353
Omega Ratio Rank
NUMV Calmar Ratio Rank: 5555
Calmar Ratio Rank
NUMV Martin Ratio Rank: 5959
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 7171
Overall Rank
GSG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSG Omega Ratio Rank: 6565
Omega Ratio Rank
GSG Calmar Ratio Rank: 8989
Calmar Ratio Rank
GSG Martin Ratio Rank: 7575
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.

NUMV vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Mid-Cap Value ETF (NUMV) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


NUMVGSGDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.33

1.40

-0.08

Calmar ratioReturn relative to maximum drawdown

2.74

5.47

-2.74

Martin ratioReturn relative to average drawdown

10.37

14.39

-4.02

NUMV vs. GSG - Sharpe Ratio Comparison

The current NUMV Sharpe Ratio is 1.92, which is comparable to the GSG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of NUMV and GSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NUMVGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

2.26

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.70

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

-0.09

+0.53

Drawdowns

NUMV vs. GSG - Drawdown Comparison

The maximum NUMV drawdown since its inception was -43.46%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for NUMV and GSG.


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Drawdown Indicators


NUMVGSGDifference

Max Drawdown

Largest peak-to-trough decline

-43.46%

-89.62%

+46.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-9.46%

+0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-19.53%

-14.94%

-4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-25.71%

-29.12%

+3.41%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-0.42%

-56.95%

+56.53%

Average Drawdown

Average peak-to-trough decline

-6.89%

-63.71%

+56.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

3.59%

-1.30%

Volatility

NUMV vs. GSG - Volatility Comparison

The current volatility for Nuveen ESG Mid-Cap Value ETF (NUMV) is 2.97%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.65%. This indicates that NUMV experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUMVGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

7.65%

-4.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

20.42%

-11.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

22.95%

-10.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

22.61%

-5.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.77%

22.03%

-2.26%

NUMV vs. GSG - Expense Ratio Comparison

NUMV has a 0.31% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

NUMV vs. GSG - Dividend Comparison

NUMV's dividend yield for the trailing twelve months is around 1.40%, while GSG has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NUMV
Nuveen ESG Mid-Cap Value ETF
1.40%1.53%1.81%2.20%5.78%6.62%1.38%2.40%4.01%0.83%

Frequently Asked Questions


NUMV and GSG have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.65%) compared to NUMV (2.97%). In terms of maximum drawdown, NUMV dropped -43.46% vs GSG's -89.62%.

On 5-year performance, GSG leads with 15.74% vs 6.55% for NUMV. On fees, NUMV is cheaper at 0.31% per year. On volatility, NUMV has been the lower-risk option at 2.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GSG has performed better with a 15.74% return vs 6.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NUMV is cheaper with a 0.31% expense ratio, compared with 0.75% for GSG.

NUMV has the higher dividend yield at 1.40%, compared with 0.00% for GSG.

NUMV is categorized as Mid Cap Value Equities, while GSG is Commodities. NUMV tracks TIAA ESG USA Mid-Cap Value Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: Nuveen and iShares. Their fees differ too: 0.31% for NUMV and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (2.26 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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