NuShares ESG Mid-Cap Value ETF (NUMV)

Description

The investment seeks to track the performance of the TIAA ESG USA Mid-Cap Value Index. The NUMV ETF contains 0 constituents. It is focused on blend holdings in the North America region.

Price $28.83 as of 2022-10-20

Cost/Risk/Yield

Dividend yield8.48%
Expense ratio0.3%
Average spread0.104%
1Y roundtrip cost0.404%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-3.3%-1.0%1.8%-5.8%1.6%-11.1%8.7%-3.5%-11.7%1.6%-22.7%
20210.8%7.0%6.0%5.4%2.2%-2.2%1.0%2.4%-3.2%6.1%-3.4%6.1%28.2%
2020-3.1%-10.5%-22.9%12.2%4.4%1.5%4.7%3.6%-2.1%0.7%13.6%4.6%6.6%
201911.1%3.6%-0.6%4.0%-5.9%6.8%1.1%-3.6%4.6%1.8%2.9%1.7%27.4%
20183.6%-4.3%-0.6%1.3%-2.1%2.5%0.6%1.1%-0.0%-5.7%2.2%-10.3%-11.7%
20171.5%2.9%-1.1%0.4%-1.3%2.4%1.7%-3.1%3.6%1.8%3.6%1.7%14.0%
10.6%-2.4%-17.3%17.4%-1.1%-0.1%17.9%-3.1%-8.7%6.3%18.8%3.8%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20212.442.44
20200.420.42
20190.720.72
20180.950.95
20170.230.23
0.000.000.000.000.000.000.000.000.000.000.004.77

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

NUMV FBCV HSMV RAFE STLV VOE
Product nameNuShares ESG Mid-Cap Value ETFFidelity Blue Chip Value ETFFirst Trust Horizon Managed Volatility Small/Mid ETFRAFI ESG U.S. ETFiShares Factors US Value Style ETFVanguard Mid-Cap Value ETF
IssuerNuveenFidelityFirst TrustPIMCOiSharesVanguard
Price$28.83$26.75$28.7342$26.18$24.731$123.97
Expense Ratio0.3%worse0.59%worse0.8%0.3%better0.25%better0.07%
Average Spread0.104%0.262%0.139%0.458%0.162%0.032%
AUM$205,462,000$92,203,700$12,935,000$17,458,700$6,121,540$12,811,900,000
Shares7,126,6743,446,866450,161666,873247,525103,347,164
Average Daily Volume57,20719,6978793,577217553,253
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2016-12-132020-06-032020-04-062019-12-182020-01-142006-08-17
Index TrackedTIAA ESG USA Mid-Cap Value IndexNo Underlying IndexNo Underlying IndexRAFI ESG US IndexRussell US Large Cap Factors Value Style IndexCRSP US Mid Value
CategoryMid Cap Blend EquitiesLarge Cap Blend EquitiesSmall Cap Blend EquitiesLarge Cap Blend EquitiesAll Cap EquitiesMid Cap Value Equities
Asset ClassEquityEquityEquityMulti-AssetEquityEquity
Asset Class SizeMid CapsLarge CapsLarge/Mid CapsLarge Caps
Value or GrowthBlendBlendBlendBlendValueBlend
RegionNorth AmericaEuropeNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$2.445$0.977$0.37$0.57$0.733$2.828
Annual Dividend Yield0.085%0.037%0.013%0.022%0.030%0.023%
Number of Holdings078200282199199
YTD Return-21.98%-8.06%-16.59%-19.68%-15.98%-16.32%
Beta0.970.820.900.940.921.06
Upside Beta0.600.590.630.710.680.09
Downside Beta0.180.070.000.070.08-0.11
Volatility 1Y22.36%18.14%18.99%19.84%19.30%20.87%
Sharpe Ratio 3Y0.090.000.000.000.000.27
Treynor Ratio 3Y0.000.000.000.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew