NUSI vs. CALF
Compare and contrast key facts about Nationwide Risk-Managed Income ETF (NUSI) and Pacer US Small Cap Cash Cows 100 ETF (CALF).
NUSI and CALF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NUSI is an actively managed fund by Nationwide. It was launched on Dec 19, 2019. CALF is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NUSI or CALF.
Key characteristics
| NUSI | CALF | |
|---|---|---|
| YTD Return | 25.11% | -0.57% |
| 1Y Return | 31.27% | 11.43% |
| 3Y Return (Ann) | 5.23% | 2.30% |
| Sharpe Ratio | 2.85 | 0.79 |
| Sortino Ratio | 4.13 | 1.30 |
| Omega Ratio | 1.58 | 1.15 |
| Calmar Ratio | 2.54 | 1.23 |
| Martin Ratio | 15.92 | 2.81 |
| Ulcer Index | 2.17% | 6.08% |
| Daily Std Dev | 12.10% | 21.69% |
| Max Drawdown | -31.24% | -47.58% |
| Current Drawdown | -0.02% | -3.02% |
Correlation
The correlation between NUSI and CALF is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
NUSI vs. CALF - Performance Comparison
In the year-to-date period, NUSI achieves a 25.11% return, which is significantly higher than CALF's -0.57% 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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NUSI vs. CALF - Expense Ratio Comparison
NUSI has a 0.68% expense ratio, which is higher than CALF's 0.59% expense ratio.
Risk-Adjusted Performance
NUSI vs. CALF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nationwide Risk-Managed Income ETF (NUSI) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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
NUSI vs. CALF - Dividend Comparison
NUSI's dividend yield for the trailing twelve months is around 7.13%, more than CALF's 1.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
NUSI Nationwide Risk-Managed Income ETF | 7.13% | 7.17% | 9.05% | 7.77% | 7.48% | 0.65% | 0.00% | 0.00% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.04% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% |
Drawdowns
NUSI vs. CALF - Drawdown Comparison
The maximum NUSI drawdown since its inception was -31.24%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for NUSI and CALF. For additional features, visit the drawdowns tool.
Volatility
NUSI vs. CALF - Volatility Comparison
The current volatility for Nationwide Risk-Managed Income ETF (NUSI) is 3.65%, while Pacer US Small Cap Cash Cows 100 ETF (CALF) has a volatility of 7.62%. This indicates that NUSI experiences smaller price fluctuations and is considered to be less risky than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.