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

Correlation

The correlation between NUSC and VOO is 1.00, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG Small-Cap ETF (NUSC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

NUSC:

16.19%

VOO:

19.11%

Max Drawdown

NUSC:

-0.65%

VOO:

-33.99%

Current Drawdown

NUSC:

-0.21%

VOO:

-7.67%

Returns By Period


NUSC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

-3.41%

1M

5.73%

6M

-5.06%

1Y

9.79%

5Y*

16.35%

10Y*

12.31%

*Annualized

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NUSC vs. VOO - Expense Ratio Comparison

NUSC has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

NUSC vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NUSC
The Risk-Adjusted Performance Rank of NUSC is 1515
Overall Rank
The Sharpe Ratio Rank of NUSC is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of NUSC is 1616
Sortino Ratio Rank
The Omega Ratio Rank of NUSC is 1616
Omega Ratio Rank
The Calmar Ratio Rank of NUSC is 1414
Calmar Ratio Rank
The Martin Ratio Rank of NUSC is 1515
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6969
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NUSC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Small-Cap ETF (NUSC) and Vanguard S&P 500 ETF (VOO). 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.



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Dividends

NUSC vs. VOO - Dividend Comparison

NUSC's dividend yield for the trailing twelve months is around 1.24%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
NUSC
Nuveen ESG Small-Cap ETF
1.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

NUSC vs. VOO - Drawdown Comparison

The maximum NUSC drawdown since its inception was -0.65%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NUSC and VOO. For additional features, visit the drawdowns tool.


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Volatility

NUSC vs. VOO - Volatility Comparison


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