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NUSC vs. VTWO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUSC vs. VTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG Small-Cap ETF (NUSC) and Vanguard Russell 2000 ETF (VTWO). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUSC vs. VTWO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

NUSC
NUSC Risk / Return Rank: 5050
Overall Rank
NUSC Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NUSC Sortino Ratio Rank: 4848
Sortino Ratio Rank
NUSC Omega Ratio Rank: 4242
Omega Ratio Rank
NUSC Calmar Ratio Rank: 5555
Calmar Ratio Rank
NUSC Martin Ratio Rank: 5656
Martin Ratio Rank

VTWO
VTWO Risk / Return Rank: 6262
Overall Rank
VTWO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VTWO Sortino Ratio Rank: 6060
Sortino Ratio Rank
VTWO Omega Ratio Rank: 5454
Omega Ratio Rank
VTWO Calmar Ratio Rank: 7171
Calmar Ratio Rank
VTWO Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


NUSCVTWODifference

Sharpe ratio

Return per unit of total volatility

1.61

2.07

-0.46

Sortino ratio

Return per unit of downside risk

2.38

2.88

-0.50

Omega ratio

Gain probability vs. loss probability

1.28

1.34

-0.06

Calmar ratio

Return relative to maximum drawdown

2.72

3.60

-0.87

Martin ratio

Return relative to average drawdown

9.81

12.79

-2.98

NUSC vs. VTWO - Sharpe Ratio Comparison

The current NUSC Sharpe Ratio is 1.61, which is comparable to the VTWO Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of NUSC and VTWO, 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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Sharpe Ratios by Period


NUSCVTWODifference

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


NUSCVTWODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.57%

-1.50%

+0.93%

Average Drawdown

Average peak-to-trough decline

-8.21%

-8.39%

+0.18%

Ulcer Index

Depth 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


NUSCVTWODifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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