NUSC vs. SPY
Compare and contrast key facts about Nuveen ESG Small-Cap ETF (NUSC) and SPDR S&P 500 ETF (SPY).
NUSC and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NUSC is a passively managed fund by Nuveen that tracks the performance of the MSCI TIAA ESG USA Small Cap. It was launched on Dec 13, 2016. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both NUSC and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NUSC or SPY.
Key characteristics
| NUSC | SPY | |
|---|---|---|
| YTD Return | 13.27% | 26.01% |
| 1Y Return | 27.06% | 33.73% |
| 3Y Return (Ann) | 1.02% | 9.91% |
| 5Y Return (Ann) | 10.40% | 15.54% |
| Sharpe Ratio | 1.51 | 2.82 |
| Sortino Ratio | 2.18 | 3.76 |
| Omega Ratio | 1.26 | 1.53 |
| Calmar Ratio | 1.34 | 4.05 |
| Martin Ratio | 7.85 | 18.33 |
| Ulcer Index | 3.52% | 1.86% |
| Daily Std Dev | 18.31% | 12.07% |
| Max Drawdown | -41.49% | -55.19% |
| Current Drawdown | -3.25% | -0.90% |
Correlation
The correlation between NUSC and SPY is 0.81, 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.
Performance
NUSC vs. SPY - Performance Comparison
In the year-to-date period, NUSC achieves a 13.27% return, which is significantly lower than SPY's 26.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NUSC vs. SPY - Expense Ratio Comparison
NUSC has a 0.30% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
NUSC vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Small-Cap ETF (NUSC) and SPDR S&P 500 ETF (SPY). 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.
Dividends
NUSC vs. SPY - Dividend Comparison
NUSC's dividend yield for the trailing twelve months is around 0.98%, less than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUSC Nuveen ESG Small-Cap ETF | 0.98% | 1.11% | 1.16% | 7.06% | 0.52% | 0.90% | 3.95% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
NUSC vs. SPY - Drawdown Comparison
The maximum NUSC drawdown since its inception was -41.49%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NUSC and SPY. For additional features, visit the drawdowns tool.
Volatility
NUSC vs. SPY - Volatility Comparison
Nuveen ESG Small-Cap ETF (NUSC) has a higher volatility of 6.05% compared to SPDR S&P 500 ETF (SPY) at 3.84%. This indicates that NUSC's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.