NUSA vs. NUMV
NUSA (Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF) and NUMV (Nuveen ESG Mid-Cap Value ETF) are both exchange-traded funds - NUSA is a Short-Term Bond fund tracking the ICE BofA Enhanced Yield US Broad Bond (1-5 Y), while NUMV is a Mid Cap Value Equities fund tracking the TIAA ESG USA Mid-Cap Value Index. Both are passively managed. Over the past 5 years, NUSA returned 1.48%/yr vs 6.61%/yr for NUMV. At a 0.07 correlation, their price movements are largely independent. NUSA charges 0.15%/yr vs 0.31%/yr for NUMV.
Performance
NUSA vs. NUMV - Performance Comparison
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Returns By Period
In the year-to-date period, NUSA achieves a 0.24% return, which is significantly lower than NUMV's 10.03% return.
NUSA
- 1D
- -0.24%
- 1M
- -0.23%
- YTD
- 0.24%
- 6M
- 0.52%
- 1Y
- 3.50%
- 3Y*
- 4.31%
- 5Y*
- 1.48%
- 10Y*
- —
NUMV
- 1D
- -0.94%
- 1M
- 2.18%
- YTD
- 10.03%
- 6M
- 10.89%
- 1Y
- 24.50%
- 3Y*
- 16.75%
- 5Y*
- 6.61%
- 10Y*
- —
NUSA vs. NUMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NUSA Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF | 0.24% | 5.89% | 3.52% | 5.19% | -5.91% | -1.04% | 4.85% | 5.62% | 1.40% | 1.00% |
NUMV Nuveen ESG Mid-Cap Value ETF | 10.03% | 14.05% | 12.31% | 8.43% | -14.97% | 31.15% | 0.91% | 29.81% | -11.91% | 11.07% |
Correlation
The correlation between NUSA and NUMV is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2017 | 0.07 |
Over the past year, NUSA and NUMV have become more correlated (0.28) than their long-term average of 0.07, meaning their price movements have been converging.
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Return for Risk
NUSA vs. NUMV — Risk / Return Rank
NUSA
NUMV
NUSA vs. NUMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA) and Nuveen ESG Mid-Cap Value ETF (NUMV). 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.
| NUSA | NUMV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 2.83 | -0.09 |
| Martin ratioReturn relative to average drawdown | 9.65 | 10.70 | -1.06 |
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
| NUSA | NUMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.96 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.38 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.45 | +0.36 |
Drawdowns
NUSA vs. NUMV - Drawdown Comparison
The maximum NUSA drawdown since its inception was -9.44%, smaller than the maximum NUMV drawdown of -43.46%. Use the drawdown chart below to compare losses from any high point for NUSA and NUMV.
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Drawdown Indicators
| NUSA | NUMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.44% | -43.46% | +34.02% |
Max Drawdown (1Y)Largest decline over 1 year | -1.28% | -8.71% | +7.43% |
Max Drawdown (3Y)Largest decline over 3 years | -1.62% | -19.53% | +17.91% |
Max Drawdown (5Y)Largest decline over 5 years | -9.44% | -25.71% | +16.27% |
Current DrawdownCurrent decline from peak | -0.70% | -0.94% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -1.65% | -6.88% | +5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 2.29% | -1.93% |
Volatility
NUSA vs. NUMV - Volatility Comparison
The current volatility for Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA) is 0.67%, while Nuveen ESG Mid-Cap Value ETF (NUMV) has a volatility of 3.09%. This indicates that NUSA experiences smaller price fluctuations and is considered to be less risky than NUMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NUSA | NUMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.67% | 3.09% | -2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 1.35% | 9.24% | -7.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.83% | 12.53% | -10.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.80% | 17.40% | -14.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.73% | 19.76% | -17.03% |
NUSA vs. NUMV - Expense Ratio Comparison
NUSA has a 0.15% expense ratio, which is lower than NUMV's 0.31% expense ratio.
Dividends
NUSA vs. NUMV - Dividend Comparison
NUSA's dividend yield for the trailing twelve months is around 3.87%, more than NUMV's 1.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
NUMV Nuveen ESG Mid-Cap Value ETF | 1.39% | 1.53% | 1.81% | 2.20% | 5.78% | 6.62% | 1.38% | 2.40% | 4.01% | 0.83% |
NUSA Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF | 3.87% | 3.83% | 3.93% | 3.54% | 2.44% | 2.16% | 2.51% | 2.85% | 3.22% | 2.20% |
Frequently Asked Questions
NUSA and NUMV have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NUMV has higher volatility (3.09%) compared to NUSA (0.67%). In terms of maximum drawdown, NUSA dropped -9.44% vs NUMV's -43.46%.
On 5-year performance, NUMV leads with 6.61% vs 1.48% for NUSA. On fees, NUSA is cheaper at 0.15% per year. On volatility, NUSA has been the lower-risk option at 0.67%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, NUMV has performed better with a 6.61% return vs 1.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NUSA is cheaper with a 0.15% expense ratio, compared with 0.31% for NUMV.
NUSA has the higher dividend yield at 3.87%, compared with 1.39% for NUMV.
NUSA is categorized as Short-Term Bond, while NUMV is Mid Cap Value Equities. NUSA tracks ICE BofA Enhanced Yield US Broad Bond (1-5 Y), while NUMV tracks TIAA ESG USA Mid-Cap Value Index. Their fees differ too: 0.15% for NUSA and 0.31% for NUMV.
NUMV currently has the higher Sharpe Ratio (1.96 vs 1.93), 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.
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