NUMV vs. QVAL
Compare and contrast key facts about Nuveen ESG Mid-Cap Value ETF (NUMV) and Alpha Architect U.S. Quantitative Value ETF (QVAL).
NUMV and QVAL 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. QVAL is an actively managed fund by Alpha Architect. It was launched on Oct 22, 2014.
Performance
NUMV vs. QVAL - Performance Comparison
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NUMV vs. QVAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NUMV Nuveen ESG Mid-Cap Value ETF | -0.28% | 14.05% | 12.31% | 8.43% | -14.97% | 31.15% | 0.91% | 29.81% | -11.91% | 14.70% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 7.89% | 10.98% | 12.21% | 28.40% | -11.80% | 34.40% | -5.93% | 24.06% | -17.28% | 25.59% |
Returns By Period
In the year-to-date period, NUMV achieves a -0.28% return, which is significantly lower than QVAL's 7.89% return.
NUMV
- 1D
- 0.57%
- 1M
- -5.91%
- YTD
- -0.28%
- 6M
- 2.36%
- 1Y
- 15.35%
- 3Y*
- 12.81%
- 5Y*
- 5.96%
- 10Y*
- —
QVAL
- 1D
- 0.56%
- 1M
- -1.05%
- YTD
- 7.89%
- 6M
- 12.39%
- 1Y
- 24.13%
- 3Y*
- 17.72%
- 5Y*
- 11.78%
- 10Y*
- 10.22%
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NUMV vs. QVAL - Expense Ratio Comparison
NUMV has a 0.31% expense ratio, which is higher than QVAL's 0.28% expense ratio.
Return for Risk
NUMV vs. QVAL — Risk / Return Rank
NUMV
QVAL
NUMV vs. QVAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Mid-Cap Value ETF (NUMV) and Alpha Architect U.S. Quantitative Value ETF (QVAL). 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 | QVAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.20 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.84 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.71 | -0.45 |
Martin ratioReturn relative to average drawdown | 5.38 | 7.37 | -1.99 |
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 | QVAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.20 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.55 | -0.20 |
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 | 0.47 | -0.07 |
Correlation
The correlation between NUMV and QVAL is 0.82, 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.
Dividends
NUMV vs. QVAL - Dividend Comparison
NUMV's dividend yield for the trailing twelve months is around 1.54%, which matches QVAL's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
NUMV Nuveen ESG Mid-Cap Value ETF | 1.54% | 1.53% | 1.81% | 2.20% | 5.78% | 6.62% | 1.38% | 2.40% | 4.01% | 0.83% | 0.00% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.55% | 1.44% | 1.72% | 1.76% | 2.00% | 1.23% | 1.86% | 1.99% | 1.64% | 1.08% | 1.30% |
Drawdowns
NUMV vs. QVAL - Drawdown Comparison
The maximum NUMV drawdown since its inception was -43.46%, smaller than the maximum QVAL drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for NUMV and QVAL.
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Drawdown Indicators
| NUMV | QVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.46% | -51.49% | +8.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.49% | -14.61% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -27.17% | +1.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.49% | — |
Current DrawdownCurrent decline from peak | -6.21% | -2.33% | -3.88% |
Average DrawdownAverage peak-to-trough decline | -6.99% | -7.90% | +0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.40% | -0.48% |
Volatility
NUMV vs. QVAL - Volatility Comparison
Nuveen ESG Mid-Cap Value ETF (NUMV) has a higher volatility of 4.84% compared to Alpha Architect U.S. Quantitative Value ETF (QVAL) at 4.23%. This indicates that NUMV's price experiences larger fluctuations and is considered to be riskier than QVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NUMV | QVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 4.23% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.41% | 10.22% | -0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.20% | 20.20% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 21.64% | -4.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.89% | 22.80% | -2.91% |