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

Correlation

The correlation between NUSC and NUMV is 0.86, 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.


-0.50.00.51.00.9

Performance

NUSC vs. NUMV - Performance Comparison

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

60.00%70.00%80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
98.89%
75.99%
NUSC
NUMV

Key characteristics

Sharpe Ratio

NUSC:

0.58

NUMV:

0.98

Sortino Ratio

NUSC:

0.91

NUMV:

1.38

Omega Ratio

NUSC:

1.11

NUMV:

1.18

Calmar Ratio

NUSC:

0.78

NUMV:

1.06

Martin Ratio

NUSC:

2.85

NUMV:

5.14

Ulcer Index

NUSC:

3.74%

NUMV:

2.58%

Daily Std Dev

NUSC:

18.42%

NUMV:

13.58%

Max Drawdown

NUSC:

-41.49%

NUMV:

-43.46%

Current Drawdown

NUSC:

-8.77%

NUMV:

-8.64%

Returns By Period

In the year-to-date period, NUSC achieves a 7.80% return, which is significantly lower than NUMV's 10.91% return.


NUSC

YTD

7.80%

1M

-4.16%

6M

7.53%

1Y

8.72%

5Y*

8.32%

10Y*

N/A

NUMV

YTD

10.91%

1M

-5.33%

6M

5.52%

1Y

11.90%

5Y*

6.28%

10Y*

N/A

Compare stocks, funds, or ETFs

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


NUSC vs. NUMV - Expense Ratio Comparison

Both NUSC and NUMV have an expense ratio of 0.30%.


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 NUMV: 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%

Risk-Adjusted Performance

NUSC vs. NUMV - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for NUSC, currently valued at 0.58, compared to the broader market0.002.004.000.580.98
The chart of Sortino ratio for NUSC, currently valued at 0.91, compared to the broader market-2.000.002.004.006.008.0010.000.911.38
The chart of Omega ratio for NUSC, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.18
The chart of Calmar ratio for NUSC, currently valued at 0.78, compared to the broader market0.005.0010.0015.000.781.06
The chart of Martin ratio for NUSC, currently valued at 2.85, compared to the broader market0.0020.0040.0060.0080.00100.002.855.14
NUSC
NUMV

The current NUSC Sharpe Ratio is 0.58, which is lower than the NUMV Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of NUSC and NUMV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.58
0.98
NUSC
NUMV

Dividends

NUSC vs. NUMV - Dividend Comparison

Neither NUSC nor NUMV has paid dividends to shareholders.


TTM2023202220212020201920182017
NUSC
Nuveen ESG Small-Cap ETF
0.00%1.11%1.16%7.06%0.52%0.90%3.95%0.94%
NUMV
Nuveen ESG Mid-Cap Value ETF
0.00%2.20%5.78%6.62%1.38%2.40%4.01%0.83%

Drawdowns

NUSC vs. NUMV - Drawdown Comparison

The maximum NUSC drawdown since its inception was -41.49%, roughly equal to the maximum NUMV drawdown of -43.46%. Use the drawdown chart below to compare losses from any high point for NUSC and NUMV. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.77%
-8.64%
NUSC
NUMV

Volatility

NUSC vs. NUMV - Volatility Comparison

Nuveen ESG Small-Cap ETF (NUSC) has a higher volatility of 6.69% compared to Nuveen ESG Mid-Cap Value ETF (NUMV) at 5.76%. This indicates that NUSC's price experiences larger fluctuations and is considered to be riskier than NUMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.69%
5.76%
NUSC
NUMV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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