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NUMV vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUMV vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG Mid-Cap Value ETF (NUMV) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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 9.03% return, which is significantly higher than IBID's 1.99% return.


NUMV

1D
0.27%
1M
1.21%
YTD
9.03%
6M
7.98%
1Y
22.86%
3Y*
16.54%
5Y*
7.17%
10Y*

IBID

1D
0.00%
1M
-0.19%
YTD
1.99%
6M
2.08%
1Y
4.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUMV vs. IBID - Yearly Performance Comparison


2026 (YTD)202520242023
NUMV
Nuveen ESG Mid-Cap Value ETF
9.03%14.05%12.31%8.39%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
1.99%5.66%4.71%2.61%

Correlation

The correlation between NUMV and IBID is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

0.06

The correlation between NUMV and IBID shifts across timeframes, from -0.06 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NUMV vs. IBID — Risk / Return Rank

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

NUMV
NUMV Risk / Return Rank: 5555
Overall Rank
NUMV Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
NUMV Sortino Ratio Rank: 5858
Sortino Ratio Rank
NUMV Omega Ratio Rank: 5151
Omega Ratio Rank
NUMV Calmar Ratio Rank: 5555
Calmar Ratio Rank
NUMV Martin Ratio Rank: 5858
Martin Ratio Rank

IBID
IBID Risk / Return Rank: 9595
Overall Rank
IBID Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IBID Sortino Ratio Rank: 9696
Sortino Ratio Rank
IBID Omega Ratio Rank: 9696
Omega Ratio Rank
IBID Calmar Ratio Rank: 9696
Calmar Ratio Rank
IBID Martin Ratio Rank: 9595
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. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Mid-Cap Value ETF (NUMV) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NUMVIBIDDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-2.90

Omega ratioGain probability vs. loss probability

1.31

1.75

-0.43

Calmar ratioReturn relative to maximum drawdown

2.64

8.22

-5.58

Martin ratioReturn relative to average drawdown

9.96

30.99

-21.03

NUMV vs. IBID - Sharpe Ratio Comparison

The current NUMV Sharpe Ratio is 1.82, which is lower than the IBID Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of NUMV and IBID, 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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Drawdowns

NUMV vs. IBID - Drawdown Comparison

The maximum NUMV drawdown since its inception was -43.46%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for NUMV and IBID.


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Drawdown Indicators


NUMVIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-43.46%

-1.28%

-42.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-0.49%

-8.22%

Max Drawdown (3Y)

Largest decline over 3 years

-19.53%

Max Drawdown (5Y)

Largest decline over 5 years

-25.71%

Current Drawdown

Current decline from peak

-1.88%

-0.49%

-1.39%

Average Drawdown

Average peak-to-trough decline

-6.86%

-0.22%

-6.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

0.13%

+2.17%

Volatility

NUMV vs. IBID - Volatility Comparison

Nuveen ESG Mid-Cap Value ETF (NUMV) has a higher volatility of 3.50% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that NUMV's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUMVIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

0.35%

+3.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

0.86%

+8.55%

Volatility (1Y)

Calculated over the trailing 1-year period

12.64%

1.23%

+11.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

2.24%

+15.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.74%

2.24%

+17.50%

NUMV vs. IBID - Expense Ratio Comparison

NUMV has a 0.31% expense ratio, which is higher than IBID's 0.10% expense ratio.


Dividends

NUMV vs. IBID - Dividend Comparison

NUMV's dividend yield for the trailing twelve months is around 1.41%, less than IBID's 3.68% yield.


PositionTTM202520242023202220212020201920182017
IBID
iShares iBonds Oct 2027 Term TIPS ETF
3.68%4.43%4.24%0.81%0.00%0.00%0.00%0.00%0.00%0.00%
NUMV
Nuveen ESG Mid-Cap Value ETF
1.41%1.53%1.81%2.20%5.78%6.62%1.38%2.40%4.01%0.83%

Frequently Asked Questions


NUMV and IBID have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NUMV has higher volatility (3.50%) compared to IBID (0.35%). In terms of maximum drawdown, NUMV dropped -43.46% vs IBID's -1.28%.

On 1-year performance, NUMV leads with 22.86% vs 4.04% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, NUMV has performed better with a 22.86% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBID is cheaper with a 0.10% expense ratio, compared with 0.31% for NUMV.

IBID has the higher dividend yield at 3.68%, compared with 1.41% for NUMV.

NUMV is categorized as Mid Cap Value Equities, while IBID is Inflation-Protected Bonds. NUMV tracks TIAA ESG USA Mid-Cap Value Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Nuveen and iShares. Their fees differ too: 0.31% for NUMV and 0.10% for IBID.

IBID currently has the higher Sharpe Ratio (3.29 vs 1.82), 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.

Portfolio Optimizer

Find the right allocation for NUMV and IBID

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