NUSC vs. JHSC
NUSC (Nuveen ESG Small-Cap ETF) and JHSC (John Hancock Multifactor Small Cap ETF) are both Small Cap Growth Equities funds - NUSC tracks the MSCI TIAA ESG USA Small Cap while JHSC tracks the John Hancock Dimensional Small Cap Index. Both are passively managed. Over the past 5 years, NUSC returned 5.29%/yr vs 7.89%/yr for JHSC. Their 0.97 correlation means they have historically moved very closely together. NUSC charges 0.30%/yr vs 0.42%/yr for JHSC.
Performance
NUSC vs. JHSC - Performance Comparison
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Returns By Period
In the year-to-date period, NUSC achieves a 14.06% return, which is significantly lower than JHSC's 15.31% return.
NUSC
- 1D
- 0.10%
- 1M
- -0.88%
- 6M
- 8.64%
- YTD
- 14.06%
- 1Y
- 27.28%
- 3Y*
- 10.90%
- 5Y*
- 5.29%
- 10Y*
- —
- ALL TIME*
- 9.72%
JHSC
- 1D
- -0.23%
- 1M
- 0.23%
- 6M
- 8.71%
- YTD
- 15.31%
- 1Y
- 24.76%
- 3Y*
- 12.62%
- 5Y*
- 7.89%
- 10Y*
- —
- ALL TIME*
- 8.97%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.07M | $3.28M | $2.18M | |
| $2.83M | $3.09M | $4.61M |
NUSC vs. JHSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NUSC Nuveen ESG Small-Cap ETF | 14.06% | 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 | 15.31% | 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 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer 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
NUSC
JHSC
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.
| NUSC | JHSC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 2.40 | +0.10 |
| Martin ratioReturn relative to average drawdown | 9.10 | 8.46 | +0.64 |
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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
| NUSC | JHSC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.28% | -1.02% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -7.65% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.73% | +0.05% |
Volatility
NUSC vs. JHSC - Volatility Comparison
Nuveen ESG Small-Cap ETF (NUSC) has a higher volatility of 3.64% compared to John Hancock Multifactor Small Cap ETF (JHSC) at 3.42%. 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
| NUSC | JHSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 3.42% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 11.00% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.25% | 16.07% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.09% | 20.05% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.25% | 22.07% | +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 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
JHSC John Hancock Multifactor Small Cap ETF | 1.01% | 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 (3.64%) compared to JHSC (3.42%). In terms of maximum drawdown, NUSC dropped -41.49% vs JHSC's -42.66%.
On 5-year performance, JHSC leads with 7.89% vs 5.29% for NUSC. On fees, NUSC is cheaper at 0.30% per year. On volatility, JHSC has been the lower-risk option at 3.42%. 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 7.89% return vs 5.29%. 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 1.01%, 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 (1.47 vs 1.44), 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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