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NUMV vs. XJH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

NUMV vs. XJH

Last updated Aug 2, 2026
Documentation

NUMV (Nuveen ESG Mid-Cap Value ETF) and XJH (iShares ESG Screened S&P Mid-Cap ETF) are both exchange-traded funds - NUMV is a Mid Cap Value Equities fund tracking the TIAA ESG USA Mid-Cap Value Index, while XJH is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Sustainability Screened Index. Both are passively managed. Over the past 5 years, NUMV returned 7.52%/yr vs 7.95%/yr for XJH. Their correlation of 0.92 means they have usually moved in the same direction. NUMV charges 0.31%/yr vs 0.12%/yr for XJH.

Performance

NUMV vs. XJH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG Mid-Cap Value ETF (NUMV) and iShares ESG Screened S&P Mid-Cap ETF (XJH). 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 12.97% return, which is significantly lower than XJH's 14.85% return.

NUMV

1D
-0.25%
1M
0.18%
6M
9.71%
YTD
12.97%
1Y
23.18%
3Y*
14.97%
5Y*
7.52%
10Y*
—
ALL TIME*
9.03%

XJH

1D
-0.20%
1M
-0.91%
6M
10.64%
YTD
14.85%
1Y
24.19%
3Y*
12.79%
5Y*
7.95%
10Y*
—
ALL TIME*
14.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

NUMV

Nuveen ESG Mid-Cap Value ETF
$766.27K$711.98K$981.54K

XJH

iShares ESG Screened S&P Mid-Cap ETF
$620.32K$955.16K$1.17M

NUMV vs. XJH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
NUMV
Nuveen ESG Mid-Cap Value ETF		12.97%14.05%12.31%8.43%-14.97%31.15%23.52%
XJH
iShares ESG Screened S&P Mid-Cap ETF		14.85%8.12%12.27%16.74%-14.36%23.43%29.59%

Correlation

The correlation between NUMV and XJH is 0.81, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.81

Correlation (3Y)
Balances recent behavior with more history.

0.88

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.92

The correlation between NUMV and XJH shifts across timeframes, from 0.81 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.

NUMV vs. XJH - Sectors Allocation Comparison

Sectors
NUMV
XJH

Financial Services

18.4%
15.7%

Technology

14.4%
15.6%

Industrials

14.1%
22.7%

Healthcare

9.0%
10.6%

Real Estate

8.9%
8.7%

Consumer Defensive

7.8%
3.2%

Consumer Cyclical

7.3%
10.5%

Utilities

5.5%
1.7%

Basic Materials

5.5%
6.9%

Communication Services

3.3%
1.0%

Energy

2.0%
3.0%

Financial Services

NUMV
18.4%
XJH
15.7%

Technology

NUMV
14.4%
XJH
15.6%

Industrials

NUMV
14.1%
XJH
22.7%

Healthcare

NUMV
9.0%
XJH
10.6%

Real Estate

NUMV
8.9%
XJH
8.7%

Consumer Defensive

NUMV
7.8%
XJH
3.2%

Consumer Cyclical

NUMV
7.3%
XJH
10.5%

Utilities

NUMV
5.5%
XJH
1.7%

Basic Materials

NUMV
5.5%
XJH
6.9%

Communication Services

NUMV
3.3%
XJH
1.0%

Energy

NUMV
2.0%
XJH
3.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Nuveen ESG Mid-Cap Value ETF

iShares ESG Screened S&P Mid-Cap ETF

Often compared with NUMV:
NUMV vs. NUSCNUMV vs. NULGNUMV vs. IMCVNUMV vs. FDISNUMV vs. ESGVNUMV vs. AVUVNUMV vs. VFIAX
Often compared with XJH:
XJH vs. XMMOXJH vs. XJRXJH vs. IJHXJH vs. NUMGXJH vs. SUSLXJH vs. MDYXJH vs. FZIPX

Return for Risk

NUMV vs. XJH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
NUMV
NUMV Risk / Return Rank: 7676
Overall Rank
NUMV Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
NUMV Sortino Ratio Rank: 7979
Sortino Ratio Rank
NUMV Omega Ratio Rank: 7373
Omega Ratio Rank
NUMV Calmar Ratio Rank: 7272
Calmar Ratio Rank
NUMV Martin Ratio Rank: 7777
Martin Ratio Rank
XJH
XJH Risk / Return Rank: 6363
Overall Rank
XJH Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XJH Sortino Ratio Rank: 6262
Sortino Ratio Rank
XJH Omega Ratio Rank: 5656
Omega Ratio Rank
XJH Calmar Ratio Rank: 6868
Calmar Ratio Rank
XJH Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NUMV vs. XJH - Risk-Adjusted Trends 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.

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.

NUMVXJHDifference
Sharpe ratioReturn per unit of total volatility
1.76
1.39

+0.37

Sortino ratioReturn per unit of downside risk
2.56
2.07

+0.49

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

2.54

2.35

+0.19

Martin ratioReturn relative to average drawdown

9.70

8.71

+0.98

NUMV vs. XJH - Sharpe Ratio Comparison

The current NUMV Sharpe Ratio is 1.76, which is comparable to the XJH Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of NUMV and XJH, 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. 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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Drawdown Indicators

NUMVXJHDifference

Max Drawdown

Largest peak-to-trough decline

-43.46%

-25.07%

-18.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-9.61%

+0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-19.53%

-24.56%

+5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-25.71%

-25.07%

-0.64%

Current Drawdown

Current decline from peak

-2.43%

-2.11%

-0.32%

Average Drawdown

Average peak-to-trough decline

-6.78%

-6.67%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.59%

-0.31%

Volatility

NUMV vs. XJH - Volatility Comparison

Nuveen ESG Mid-Cap Value ETF (NUMV) and iShares ESG Screened S&P Mid-Cap ETF (XJH) have volatilities of 3.71% and 3.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

NUMVXJHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

3.54%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

12.10%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

16.33%

-3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

19.85%

-2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.66%

19.75%

-0.09%

NUMV vs. XJH - Expense Ratio Comparison

NUMV has a 0.31% expense ratio, which is higher than XJH's 0.12% expense ratio.

Dividends

NUMV vs. XJH - Dividend Comparison

NUMV's dividend yield for the trailing twelve months is around 1.36%, more than XJH's 1.09% yield.

PositionTTM202520242023202220212020201920182017
NUMV
Nuveen ESG Mid-Cap Value ETF		1.36%1.53%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		1.09%1.24%1.24%1.38%1.45%1.04%0.36%0.00%0.00%0.00%

Frequently Asked Questions

NUMV and XJH have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NUMV has higher volatility (3.71%) compared to XJH (3.54%). In terms of maximum drawdown, NUMV dropped -43.46% vs XJH's -25.07%.

On 5-year performance, XJH leads with 7.95% vs 7.52% for NUMV. On fees, XJH is cheaper at 0.12% per year. On volatility, XJH has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XJH has performed better with a 7.95% return vs 7.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XJH is cheaper with a 0.12% expense ratio, compared with 0.31% for NUMV.

NUMV has the higher dividend yield at 1.36%, compared with 1.09% for XJH.

NUMV is categorized as Mid Cap Value Equities, while XJH is Mid Cap Blend Equities. NUMV tracks TIAA ESG USA Mid-Cap Value Index, while XJH tracks S&P MidCap 400 Sustainability Screened Index. They also come from different issuers: Nuveen and iShares. Their fees differ too: 0.31% for NUMV and 0.12% for XJH.

NUMV currently has the higher Sharpe Ratio (1.76 vs 1.39), 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

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