NUSC vs. SCHX
NUSC (Nuveen ESG Small-Cap ETF) and SCHX (Schwab U.S. Large-Cap ETF) are both exchange-traded funds - NUSC is a Small Cap Growth Equities fund tracking the MSCI TIAA ESG USA Small Cap, while SCHX is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Large-Cap Total Stock Market Index. Both are passively managed. Over the past 5 years, NUSC returned 4.68%/yr vs 13.29%/yr for SCHX. Their correlation of 0.83 suggests significant overlap in exposure. NUSC charges 0.30%/yr vs 0.03%/yr for SCHX.
Performance
NUSC vs. SCHX - Performance Comparison
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Returns By Period
In the year-to-date period, NUSC achieves a 12.88% return, which is significantly higher than SCHX's 10.72% return.
NUSC
- 1D
- -0.57%
- 1M
- 3.77%
- YTD
- 12.88%
- 6M
- 12.74%
- 1Y
- 27.41%
- 3Y*
- 13.27%
- 5Y*
- 4.68%
- 10Y*
- —
SCHX
- 1D
- -0.70%
- 1M
- 5.06%
- YTD
- 10.72%
- 6M
- 10.60%
- 1Y
- 27.36%
- 3Y*
- 22.38%
- 5Y*
- 13.29%
- 10Y*
- 15.41%
NUSC vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NUSC Nuveen ESG Small-Cap ETF | 12.88% | 7.72% | 8.29% | 15.72% | -17.73% | 17.51% | 23.69% | 27.09% | -9.40% | 16.50% |
SCHX Schwab U.S. Large-Cap ETF | 10.72% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 20.81% | 31.22% | -4.66% | 21.95% |
Correlation
The correlation between NUSC and SCHX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2016 | 0.83 |
The correlation between NUSC and SCHX has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.
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Return for Risk
NUSC vs. SCHX — Risk / Return Rank
NUSC
SCHX
NUSC vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Small-Cap ETF (NUSC) and Schwab U.S. Large-Cap ETF (SCHX). 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 | SCHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.41 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 3.05 | -0.32 |
| Martin ratioReturn relative to average drawdown | 9.81 | 13.85 | -4.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NUSC | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 2.29 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.78 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.85 | -0.41 |
Drawdowns
NUSC vs. SCHX - Drawdown Comparison
The maximum NUSC drawdown since its inception was -41.49%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for NUSC and SCHX.
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Drawdown Indicators
| NUSC | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.49% | -34.33% | -7.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.10% | -9.02% | -1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -26.95% | -19.04% | -7.91% |
Max Drawdown (5Y)Largest decline over 5 years | -28.85% | -25.41% | -3.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.33% | — |
Current DrawdownCurrent decline from peak | -0.57% | -0.70% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -3.97% | -4.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 1.98% | +0.82% |
Volatility
NUSC vs. SCHX - Volatility Comparison
Nuveen ESG Small-Cap ETF (NUSC) has a higher volatility of 4.50% compared to Schwab U.S. Large-Cap ETF (SCHX) at 2.91%. This indicates that NUSC's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NUSC | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 2.91% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.17% | 9.02% | +3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 11.99% | +5.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.15% | 17.12% | +4.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.36% | 18.15% | +4.21% |
NUSC vs. SCHX - Expense Ratio Comparison
NUSC has a 0.30% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Dividends
NUSC vs. SCHX - Dividend Comparison
NUSC's dividend yield for the trailing twelve months is around 0.93%, less than SCHX's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUSC Nuveen ESG Small-Cap ETF | 0.93% | 1.05% | 1.15% | 1.11% | 1.16% | 7.06% | 0.52% | 0.90% | 3.95% | 0.94% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.01% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Frequently Asked Questions
NUSC and SCHX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NUSC has higher volatility (4.50%) compared to SCHX (2.91%). In terms of maximum drawdown, NUSC dropped -41.49% vs SCHX's -34.33%.
On 5-year performance, SCHX leads with 13.29% vs 4.68% for NUSC. On fees, SCHX is cheaper at 0.03% per year. On volatility, SCHX has been the lower-risk option at 2.91%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SCHX has performed better with a 13.29% return vs 4.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHX is cheaper with a 0.03% expense ratio, compared with 0.30% for NUSC.
SCHX has the higher dividend yield at 1.01%, compared with 0.93% for NUSC.
NUSC is categorized as Small Cap Growth Equities, while SCHX is Large Cap Blend Equities. NUSC tracks MSCI TIAA ESG USA Small Cap, while SCHX tracks Dow Jones U.S. Large-Cap Total Stock Market Index. They also come from different issuers: Nuveen and Charles Schwab. Their fees differ too: 0.30% for NUSC and 0.03% for SCHX.
SCHX currently has the higher Sharpe Ratio (2.29 vs 1.61), 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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