Summary
NUEM
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 42.42% Volatility 19.33% Sharpe 1.33
Official loaded data — not a live quote.

NUVEEN ESG EMERGING MARKETS EQUITY ETF

Symbol: NUEM

Exchange: BATS

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 06/06/2017

Latest date: 03/06/2026

Current price: $42.39

Expense ratio: 0.36%

Assets under management
$371.4M
-0.46% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

3.53%

Ann. -45.80% (Sharpe / Sortino numerator)

Volatility

33.11%

Sharpe ratio

-1.493

VaR 95%

-3.27%

CVaR 95%: -3.83%
Max drawdown: -5.28%
Sortino ratio: -2.356
Calmar ratio: -8.68

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

14.66%

Ann. 1.23% (Sharpe / Sortino numerator)

Volatility

24.12%

Sharpe ratio

-0.099

VaR 95%

-2.61%

CVaR 95%: -3.33%
Max drawdown: -11.56%
Sortino ratio: -0.136
Calmar ratio: 0.11

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

21.09%

Ann. 9.65% (Sharpe / Sortino numerator)

Volatility

20.13%

Sharpe ratio

0.299

VaR 95%

-2.18%

CVaR 95%: -3.05%
Max drawdown: -11.56%
Sortino ratio: 0.390
Calmar ratio: 0.83

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

42.42%

Ann. 29.32% (Sharpe / Sortino numerator)

Volatility

19.33%

Sharpe ratio

1.329

VaR 95%

-1.93%

CVaR 95%: -2.89%
Max drawdown: -11.56%
Sortino ratio: 1.749
Calmar ratio: 2.54

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

59.39%

Ann. 18.23% (Sharpe / Sortino numerator)

Volatility

20.06%

Sharpe ratio

0.728

VaR 95%

-1.91%

CVaR 95%: -2.95%
Max drawdown: -17.58%
Sortino ratio: 0.946
Calmar ratio: 1.04

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

70.27%

Ann. 13.81% (Sharpe / Sortino numerator)

Volatility

18.99%

Sharpe ratio

0.536

VaR 95%

-1.76%

CVaR 95%: -2.70%
Max drawdown: -17.58%
Sortino ratio: 0.744
Calmar ratio: 0.79

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.148%

Best day

5.484%

08/04/2026
Worst day

-4.272%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $42.59 $42.59 $42.30 $42.39 4,100
02/06/2026 $42.92 $43.33 $42.77 $42.95 89,700
01/06/2026 $42.43 $43.31 $42.43 $42.88 16,100
29/05/2026 $42.64 $42.64 $42.23 $42.52 46,000
28/05/2026 $41.91 $42.37 $41.53 $42.33 29,300
27/05/2026 $42.25 $42.60 $42.07 $42.27 10,700
26/05/2026 $42.04 $42.39 $42.02 $42.16 7,100
22/05/2026 $40.74 $41.41 $40.74 $40.92 4,400
21/05/2026 $40.39 $40.83 $40.28 $40.65 7,900
20/05/2026 $40.27 $40.53 $40.17 $40.33 37,900