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NUSC vs. NUMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, NUSC achieves a 14.06% return, which is significantly higher than NUMV's 12.97% 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%

NUMV

1D
-0.25%
1M
0.18%
6M
9.71%
YTD
12.97%
1Y
23.18%
3Y*
14.97%
5Y*
7.52%
10Y*
ALL TIME*
9.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$766.27K$711.98K$981.54K
$2.83M$3.09M$4.61M

NUSC vs. NUMV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUSC
Nuveen ESG Small-Cap ETF
14.06%7.72%8.29%15.72%-17.73%17.51%23.69%27.09%-9.40%16.50%
NUMV
Nuveen ESG Mid-Cap Value ETF
12.97%14.05%12.31%8.43%-14.97%31.15%0.91%29.81%-11.91%14.70%

Correlation

The correlation between NUSC and NUMV is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.79

Correlation (3Y)
Balances recent behavior with more history.

0.87

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.90

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2016

0.86

The correlation between NUSC and NUMV shifts across timeframes, from 0.79 (1 year) to 0.90 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

NUSC vs. NUMV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NUSC
NUSC Risk / Return Rank: 6767
Overall Rank
NUSC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
NUSC Sortino Ratio Rank: 6767
Sortino Ratio Rank
NUSC Omega Ratio Rank: 5959
Omega Ratio Rank
NUSC Calmar Ratio Rank: 7171
Calmar Ratio Rank
NUSC Martin Ratio Rank: 7474
Martin Ratio Rank

NUMV
NUMV Risk / Return Rank: 7676
Overall Rank
NUMV Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
NUMV Sortino Ratio Rank: 7979
Sortino Ratio Rank
NUMV Omega Ratio Rank: 7373
Omega Ratio Rank
NUMV Calmar Ratio Rank: 7272
Calmar Ratio Rank
NUMV Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NUSC vs. NUMV - Risk-Adjusted Trends 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.

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.


NUSCNUMVDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.26

1.30

-0.05

Calmar ratioReturn relative to maximum drawdown

2.50

2.54

-0.03

Martin ratioReturn relative to average drawdown

9.10

9.70

-0.60

NUSC vs. NUMV - Sharpe Ratio Comparison

The current NUSC Sharpe Ratio is 1.47, which is comparable to the NUMV Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of NUSC and NUMV, 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. 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.


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Drawdown Indicators


NUSCNUMVDifference

Max Drawdown

Largest peak-to-trough decline

-41.49%

-43.46%

+1.97%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-8.71%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-26.95%

-19.53%

-7.42%

Max Drawdown (5Y)

Largest decline over 5 years

-28.85%

-25.71%

-3.14%

Current Drawdown

Current decline from peak

-2.28%

-2.43%

+0.15%

Average Drawdown

Average peak-to-trough decline

-8.10%

-6.78%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.28%

+0.50%

Volatility

NUSC vs. NUMV - Volatility Comparison

Nuveen ESG Small-Cap ETF (NUSC) and Nuveen ESG Mid-Cap Value ETF (NUMV) have volatilities of 3.64% and 3.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUSCNUMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

3.71%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.45%

9.32%

+3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

12.59%

+4.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.09%

17.29%

+3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.25%

19.66%

+2.59%

NUSC vs. NUMV - Expense Ratio Comparison

NUSC has a 0.30% expense ratio, which is lower than NUMV's 0.31% expense ratio.


Dividends

NUSC vs. NUMV - Dividend Comparison

NUSC's dividend yield for the trailing twelve months is around 0.92%, less than NUMV's 1.36% yield.


PositionTTM202520242023202220212020201920182017
NUMV
Nuveen ESG Mid-Cap Value ETF
1.36%1.53%1.81%2.20%5.78%6.62%1.38%2.40%4.01%0.83%
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


NUSC and NUMV have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NUMV has higher volatility (3.71%) compared to NUSC (3.64%). In terms of maximum drawdown, NUSC dropped -41.49% vs NUMV's -43.46%.

On 5-year performance, NUMV leads with 7.52% vs 5.29% for NUSC. On fees, NUSC is cheaper at 0.30% per year. Their volatility is very similar. 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 7.52% 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 0.31% for NUMV.

NUMV has the higher dividend yield at 1.36%, compared with 0.92% for NUSC.

NUSC is categorized as Small Cap Growth Equities, while NUMV is Mid Cap Value Equities. NUSC tracks MSCI TIAA ESG USA Small Cap, while NUMV tracks TIAA ESG USA Mid-Cap Value Index. Their fees differ too: 0.30% for NUSC and 0.31% for NUMV.

NUMV currently has the higher Sharpe Ratio (1.76 vs 1.47), 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 NUMV

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