NUSC vs. VTWO
NUSC (Nuveen ESG Small-Cap ETF) and VTWO (Vanguard Russell 2000 ETF) are both exchange-traded funds - NUSC is a Small Cap Growth Equities fund tracking the MSCI TIAA ESG USA Small Cap, while VTWO is a Small Cap Blend Equities fund tracking the Russell 2000 Index. Both are passively managed. Over the past 5 years, NUSC returned 4.68%/yr vs 6.28%/yr for VTWO. With a 0.96 correlation, they move nearly in lockstep. NUSC charges 0.30%/yr vs 0.10%/yr for VTWO.
Performance
NUSC vs. VTWO - Performance Comparison
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Returns By Period
In the year-to-date period, NUSC achieves a 12.88% return, which is significantly lower than VTWO's 17.08% return.
NUSC
- 1D
- -0.57%
- 1M
- 3.77%
- YTD
- 12.88%
- 6M
- 12.74%
- 1Y
- 27.41%
- 3Y*
- 13.27%
- 5Y*
- 4.68%
- 10Y*
- —
VTWO
- 1D
- -1.38%
- 1M
- 3.51%
- YTD
- 17.08%
- 6M
- 15.89%
- 1Y
- 39.34%
- 3Y*
- 18.11%
- 5Y*
- 6.28%
- 10Y*
- 11.07%
NUSC vs. VTWO - 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% |
VTWO Vanguard Russell 2000 ETF | 17.08% | 12.90% | 11.55% | 17.08% | -20.49% | 14.79% | 20.22% | 25.81% | -11.15% | 14.69% |
Correlation
The correlation between NUSC and VTWO is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2016 | 0.96 |
The correlation between NUSC and VTWO has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
NUSC vs. VTWO — Risk / Return Rank
NUSC
VTWO
NUSC vs. VTWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Small-Cap ETF (NUSC) and Vanguard Russell 2000 ETF (VTWO). 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 | VTWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 2.07 | -0.46 |
Sortino ratioReturn per unit of downside risk | 2.38 | 2.88 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.34 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.72 | 3.60 | -0.87 |
Martin ratioReturn relative to average drawdown | 9.81 | 12.79 | -2.98 |
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 | VTWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 2.07 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.28 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.52 | -0.08 |
Drawdowns
NUSC vs. VTWO - Drawdown Comparison
The maximum NUSC drawdown since its inception was -41.49%, roughly equal to the maximum VTWO drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for NUSC and VTWO.
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Drawdown Indicators
| NUSC | VTWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.49% | -41.19% | -0.30% |
Max Drawdown (1Y)Largest decline over 1 year | -10.10% | -10.99% | +0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -26.95% | -27.57% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -28.85% | -31.88% | +3.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.19% | — |
Current DrawdownCurrent decline from peak | -0.57% | -1.50% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -8.39% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 3.08% | -0.28% |
Volatility
NUSC vs. VTWO - Volatility Comparison
The current volatility for Nuveen ESG Small-Cap ETF (NUSC) is 4.50%, while Vanguard Russell 2000 ETF (VTWO) has a volatility of 5.73%. This indicates that NUSC experiences smaller price fluctuations and is considered to be less risky than VTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NUSC | VTWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 5.73% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.17% | 13.50% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 19.12% | -2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.15% | 22.48% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.36% | 23.08% | -0.72% |
NUSC vs. VTWO - Expense Ratio Comparison
NUSC has a 0.30% expense ratio, which is higher than VTWO's 0.10% expense ratio.
Dividends
NUSC vs. VTWO - Dividend Comparison
NUSC's dividend yield for the trailing twelve months is around 0.93%, less than VTWO's 1.08% 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% |
VTWO Vanguard Russell 2000 ETF | 1.08% | 1.25% | 1.21% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% |
Frequently Asked Questions
With a correlation of 0.95, NUSC and VTWO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VTWO has higher volatility (5.73%) compared to NUSC (4.50%). In terms of maximum drawdown, NUSC dropped -41.49% vs VTWO's -41.19%.
On 5-year performance, VTWO leads with 6.28% vs 4.68% for NUSC. On fees, VTWO is cheaper at 0.10% per year. On volatility, NUSC has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VTWO has performed better with a 6.28% return vs 4.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTWO is cheaper with a 0.10% expense ratio, compared with 0.30% for NUSC.
VTWO has the higher dividend yield at 1.08%, compared with 0.93% for NUSC.
NUSC is categorized as Small Cap Growth Equities, while VTWO is Small Cap Blend Equities. NUSC tracks MSCI TIAA ESG USA Small Cap, while VTWO tracks Russell 2000 Index. They also come from different issuers: Nuveen and Vanguard. Their fees differ too: 0.30% for NUSC and 0.10% for VTWO.
VTWO currently has the higher Sharpe Ratio (2.07 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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