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NUSC vs. JHSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUSC vs. JHSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG Small-Cap ETF (NUSC) and John Hancock Multifactor Small Cap ETF (JHSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with NUSC having a 13.82% return and JHSC slightly higher at 14.33%.


NUSC

1D
-0.74%
1M
-0.57%
6M
8.38%
YTD
13.82%
1Y
23.00%
3Y*
11.48%
5Y*
5.41%
10Y*

JHSC

1D
-0.60%
1M
0.02%
6M
8.44%
YTD
14.33%
1Y
20.65%
3Y*
13.12%
5Y*
8.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUSC vs. JHSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUSC
Nuveen ESG Small-Cap ETF
13.82%7.72%8.29%15.72%-17.73%17.51%23.69%27.09%-9.40%4.01%
JHSC
John Hancock Multifactor Small Cap ETF
14.33%6.88%9.74%20.77%-14.65%19.55%11.60%24.43%-12.50%4.48%

Correlation

The correlation between NUSC and JHSC is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.97

The correlation between NUSC and JHSC has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

NUSC vs. JHSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NUSC
NUSC Risk / Return Rank: 5252
Overall Rank
NUSC Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
NUSC Sortino Ratio Rank: 5151
Sortino Ratio Rank
NUSC Omega Ratio Rank: 4545
Omega Ratio Rank
NUSC Calmar Ratio Rank: 5757
Calmar Ratio Rank
NUSC Martin Ratio Rank: 5959
Martin Ratio Rank

JHSC
JHSC Risk / Return Rank: 4949
Overall Rank
JHSC Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JHSC Sortino Ratio Rank: 4848
Sortino Ratio Rank
JHSC Omega Ratio Rank: 4343
Omega Ratio Rank
JHSC Calmar Ratio Rank: 5454
Calmar Ratio Rank
JHSC Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NUSC vs. JHSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Small-Cap ETF (NUSC) and John Hancock Multifactor Small Cap ETF (JHSC). 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.


NUSCJHSCDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.23

1.23

0.00

Calmar ratioReturn relative to maximum drawdown

2.29

2.15

+0.13

Martin ratioReturn relative to average drawdown

8.22

7.47

+0.75

NUSC vs. JHSC - Sharpe Ratio Comparison

The current NUSC Sharpe Ratio is 1.33, which is comparable to the JHSC Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of NUSC and JHSC, 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

NUSC vs. JHSC - Drawdown Comparison

The maximum NUSC drawdown since its inception was -41.49%, roughly equal to the maximum JHSC drawdown of -42.66%. Use the drawdown chart below to compare losses from any high point for NUSC and JHSC.


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Drawdown Indicators


NUSCJHSCDifference

Max Drawdown

Largest peak-to-trough decline

-41.49%

-42.66%

+1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-9.63%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-26.95%

-25.16%

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-28.85%

-25.21%

-3.64%

Current Drawdown

Current decline from peak

-2.49%

-1.52%

-0.97%

Average Drawdown

Average peak-to-trough decline

-8.13%

-7.69%

-0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.77%

+0.04%

Volatility

NUSC vs. JHSC - Volatility Comparison

Nuveen ESG Small-Cap ETF (NUSC) has a higher volatility of 4.35% compared to John Hancock Multifactor Small Cap ETF (JHSC) at 3.95%. This indicates that NUSC's price experiences larger fluctuations and is considered to be riskier than JHSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUSCJHSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

3.95%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

11.24%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

17.35%

16.21%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.16%

20.11%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.30%

22.12%

+0.18%

NUSC vs. JHSC - Expense Ratio Comparison

NUSC has a 0.30% expense ratio, which is lower than JHSC's 0.42% expense ratio.


Dividends

NUSC vs. JHSC - Dividend Comparison

NUSC's dividend yield for the trailing twelve months is around 0.92%, less than JHSC's 1.02% yield.


PositionTTM202520242023202220212020201920182017
JHSC
John Hancock Multifactor Small Cap ETF
1.02%1.13%0.96%0.98%1.13%1.08%1.12%1.14%1.09%0.00%
NUSC
Nuveen ESG Small-Cap ETF
0.92%1.05%1.15%1.11%1.16%7.06%0.52%0.90%3.95%0.94%

Frequently Asked Questions


With a correlation of 0.95, NUSC and JHSC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

NUSC has higher volatility (4.35%) compared to JHSC (3.95%). In terms of maximum drawdown, NUSC dropped -41.49% vs JHSC's -42.66%.

On 5-year performance, JHSC leads with 8.08% vs 5.41% for NUSC. On fees, NUSC is cheaper at 0.30% per year. On volatility, JHSC has been the lower-risk option at 3.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JHSC has performed better with a 8.08% return vs 5.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NUSC is cheaper with a 0.30% expense ratio, compared with 0.42% for JHSC.

JHSC has the higher dividend yield at 1.02%, compared with 0.92% for NUSC.

NUSC tracks MSCI TIAA ESG USA Small Cap, while JHSC tracks John Hancock Dimensional Small Cap Index. They also come from different issuers: Nuveen and Manulife. Their fees differ too: 0.30% for NUSC and 0.42% for JHSC.

NUSC currently has the higher Sharpe Ratio (1.33 vs 1.28), 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

Find the right allocation for NUSC and JHSC

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