NUMV vs. SYLD
Compare and contrast key facts about Nuveen ESG Mid-Cap Value ETF (NUMV) and Cambria Shareholder Yield ETF (SYLD).
NUMV and SYLD 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. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013.
Performance
NUMV vs. SYLD - Performance Comparison
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NUMV vs. SYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NUMV Nuveen ESG Mid-Cap Value ETF | -0.84% | 14.05% | 12.31% | 8.43% | -14.97% | 31.15% | 0.91% | 29.81% | -11.91% | 14.70% |
SYLD Cambria Shareholder Yield ETF | 9.10% | 3.94% | 3.37% | 16.46% | -6.14% | 48.59% | 13.61% | 26.98% | -13.51% | 20.03% |
Returns By Period
In the year-to-date period, NUMV achieves a -0.84% return, which is significantly lower than SYLD's 9.10% return.
NUMV
- 1D
- 2.16%
- 1M
- -6.74%
- YTD
- -0.84%
- 6M
- 1.75%
- 1Y
- 15.07%
- 3Y*
- 12.60%
- 5Y*
- 5.84%
- 10Y*
- —
SYLD
- 1D
- 1.44%
- 1M
- -0.36%
- YTD
- 9.10%
- 6M
- 10.78%
- 1Y
- 20.74%
- 3Y*
- 10.94%
- 5Y*
- 6.86%
- 10Y*
- 12.45%
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NUMV vs. SYLD - Expense Ratio Comparison
NUMV has a 0.31% expense ratio, which is lower than SYLD's 0.59% expense ratio.
Return for Risk
NUMV vs. SYLD — Risk / Return Rank
NUMV
SYLD
NUMV vs. SYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Mid-Cap Value ETF (NUMV) and Cambria Shareholder Yield ETF (SYLD). 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 | SYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.97 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.51 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.42 | -0.14 |
Martin ratioReturn relative to average drawdown | 5.51 | 5.52 | 0.00 |
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 | SYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.97 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.33 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.56 | -0.16 |
Correlation
The correlation between NUMV and SYLD is 0.86, 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. SYLD - Dividend Comparison
NUMV's dividend yield for the trailing twelve months is around 1.55%, less than SYLD's 1.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUMV Nuveen ESG Mid-Cap Value ETF | 1.55% | 1.53% | 1.81% | 2.20% | 5.78% | 6.62% | 1.38% | 2.40% | 4.01% | 0.83% | 0.00% | 0.00% |
SYLD Cambria Shareholder Yield ETF | 1.94% | 2.25% | 2.04% | 1.92% | 2.20% | 2.37% | 1.99% | 2.08% | 2.52% | 1.57% | 1.92% | 6.93% |
Drawdowns
NUMV vs. SYLD - Drawdown Comparison
The maximum NUMV drawdown since its inception was -43.46%, roughly equal to the maximum SYLD drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for NUMV and SYLD.
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Drawdown Indicators
| NUMV | SYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.46% | -45.36% | +1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -12.49% | -14.90% | +2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -26.62% | +0.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.36% | — |
Current DrawdownCurrent decline from peak | -6.74% | -3.17% | -3.57% |
Average DrawdownAverage peak-to-trough decline | -6.99% | -5.72% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.83% | -0.93% |
Volatility
NUMV vs. SYLD - Volatility Comparison
Nuveen ESG Mid-Cap Value ETF (NUMV) has a higher volatility of 4.83% compared to Cambria Shareholder Yield ETF (SYLD) at 4.04%. This indicates that NUMV's price experiences larger fluctuations and is considered to be riskier than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NUMV | SYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 4.04% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 11.47% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.21% | 21.53% | -4.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 20.91% | -3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.89% | 22.97% | -3.08% |