Correlation
The correlation between NUMV and XJH is 0.81, 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.
NUMV vs. XJH
Compare and contrast key facts about Nuveen ESG Mid-Cap Value ETF (NUMV) and iShares ESG Screened S&P Mid-Cap ETF (XJH).
NUMV and XJH 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. XJH is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400 Sustainability Screened Index. It was launched on Sep 22, 2020. Both NUMV and XJH 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 XJH.
Performance
NUMV vs. XJH - Performance Comparison
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Key characteristics
NUMV:
0.31
XJH:
0.05
NUMV:
0.75
XJH:
0.39
NUMV:
1.10
XJH:
1.05
NUMV:
0.39
XJH:
0.14
NUMV:
1.26
XJH:
0.43
NUMV:
6.10%
XJH:
8.24%
NUMV:
17.50%
XJH:
22.24%
NUMV:
-43.46%
XJH:
-25.07%
NUMV:
-7.49%
XJH:
-11.48%
Returns By Period
In the year-to-date period, NUMV achieves a -0.00% return, which is significantly higher than XJH's -3.62% return.
NUMV
-0.00%
2.14%
-7.12%
5.33%
3.81%
10.61%
N/A
XJH
-3.62%
2.39%
-10.73%
1.17%
7.28%
N/A
N/A
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NUMV vs. XJH - Expense Ratio Comparison
NUMV has a 0.30% expense ratio, which is higher than XJH's 0.12% expense ratio.
Risk-Adjusted Performance
NUMV vs. XJH — Risk-Adjusted Performance Rank
NUMV
XJH
NUMV vs. XJH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Mid-Cap Value ETF (NUMV) and iShares ESG Screened S&P Mid-Cap ETF (XJH). 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.
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Dividends
NUMV vs. XJH - Dividend Comparison
NUMV's dividend yield for the trailing twelve months is around 1.81%, more than XJH's 1.31% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
NUMV Nuveen ESG Mid-Cap Value ETF | 1.81% | 1.81% | 2.20% | 5.78% | 6.62% | 1.38% | 2.40% | 4.01% | 0.83% |
XJH iShares ESG Screened S&P Mid-Cap ETF | 1.31% | 1.24% | 1.38% | 1.45% | 1.04% | 0.36% | 0.00% | 0.00% | 0.00% |
Drawdowns
NUMV vs. XJH - Drawdown Comparison
The maximum NUMV drawdown since its inception was -43.46%, which is greater than XJH's maximum drawdown of -25.07%. Use the drawdown chart below to compare losses from any high point for NUMV and XJH.
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Volatility
NUMV vs. XJH - Volatility Comparison
The current volatility for Nuveen ESG Mid-Cap Value ETF (NUMV) is 5.20%, while iShares ESG Screened S&P Mid-Cap ETF (XJH) has a volatility of 5.94%. This indicates that NUMV experiences smaller price fluctuations and is considered to be less risky than XJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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