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NUSC vs. ESGV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


NUSCESGV
YTD Return2.17%7.93%
1Y Return16.60%29.02%
3Y Return (Ann)-0.86%6.73%
5Y Return (Ann)8.62%14.27%
Sharpe Ratio0.922.22
Daily Std Dev18.19%12.80%
Max Drawdown-41.49%-33.66%
Current Drawdown-7.70%-1.73%

Correlation

-0.50.00.51.00.9

The correlation between NUSC and ESGV is 0.85, 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.

Performance

NUSC vs. ESGV - Performance Comparison

In the year-to-date period, NUSC achieves a 2.17% return, which is significantly lower than ESGV's 7.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%December2024FebruaryMarchAprilMay
44.60%
94.27%
NUSC
ESGV

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 Small-Cap ETF

Vanguard ESG U.S. Stock ETF

NUSC vs. ESGV - Expense Ratio Comparison

NUSC has a 0.30% expense ratio, which is higher than ESGV's 0.09% expense ratio.


NUSC
Nuveen ESG Small-Cap ETF
Expense ratio chart for NUSC: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for ESGV: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

NUSC vs. ESGV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Small-Cap ETF (NUSC) and Vanguard ESG U.S. Stock ETF (ESGV). 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.


NUSC
Sharpe ratio
The chart of Sharpe ratio for NUSC, currently valued at 0.92, compared to the broader market0.002.004.000.92
Sortino ratio
The chart of Sortino ratio for NUSC, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.0010.001.44
Omega ratio
The chart of Omega ratio for NUSC, currently valued at 1.16, compared to the broader market0.501.001.502.002.501.16
Calmar ratio
The chart of Calmar ratio for NUSC, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.0014.000.61
Martin ratio
The chart of Martin ratio for NUSC, currently valued at 2.56, compared to the broader market0.0020.0040.0060.0080.002.56
ESGV
Sharpe ratio
The chart of Sharpe ratio for ESGV, currently valued at 2.22, compared to the broader market0.002.004.002.22
Sortino ratio
The chart of Sortino ratio for ESGV, currently valued at 3.12, compared to the broader market-2.000.002.004.006.008.0010.003.12
Omega ratio
The chart of Omega ratio for ESGV, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ESGV, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.0014.001.63
Martin ratio
The chart of Martin ratio for ESGV, currently valued at 8.57, compared to the broader market0.0020.0040.0060.0080.008.57

NUSC vs. ESGV - Sharpe Ratio Comparison

The current NUSC Sharpe Ratio is 0.92, which is lower than the ESGV Sharpe Ratio of 2.22. The chart below compares the 12-month rolling Sharpe Ratio of NUSC and ESGV.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.92
2.22
NUSC
ESGV

Dividends

NUSC vs. ESGV - Dividend Comparison

NUSC's dividend yield for the trailing twelve months is around 1.09%, less than ESGV's 1.11% yield.


TTM2023202220212020201920182017
NUSC
Nuveen ESG Small-Cap ETF
1.09%1.11%1.16%7.06%0.52%0.90%3.95%0.94%
ESGV
Vanguard ESG U.S. Stock ETF
1.11%1.16%1.42%0.95%1.11%1.27%0.28%0.00%

Drawdowns

NUSC vs. ESGV - Drawdown Comparison

The maximum NUSC drawdown since its inception was -41.49%, which is greater than ESGV's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for NUSC and ESGV. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-7.70%
-1.73%
NUSC
ESGV

Volatility

NUSC vs. ESGV - Volatility Comparison

Nuveen ESG Small-Cap ETF (NUSC) has a higher volatility of 5.20% compared to Vanguard ESG U.S. Stock ETF (ESGV) at 4.49%. This indicates that NUSC's price experiences larger fluctuations and is considered to be riskier than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
5.20%
4.49%
NUSC
ESGV