Summary
NUEM
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 15.32% 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: 15/10/2026

Current price: $40.59

Expense ratio: 0.36%

Assets under management
$486.2M
1.00% 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

-3.40%

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

-1.26%

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

2.04%

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

15.32%

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

38.45%

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

67.64%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.067%

Best day

5.484%

08/04/2026
Worst day

-5.044%

23/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $40.19 $40.65 $39.98 $40.59 80,500
14/10/2026 $41.33 $41.33 $40.71 $40.83 71,000
13/10/2026 $41.55 $41.75 $41.35 $41.68 31,500
12/10/2026 $42.24 $42.24 $41.77 $41.95 23,900
09/10/2026 $42.32 $42.47 $42.15 $42.34 19,200
08/10/2026 $42.19 $42.42 $41.78 $41.95 24,600
07/10/2026 $42.83 $42.94 $42.45 $42.74 15,400
06/10/2026 $43.95 $43.95 $43.38 $43.49 25,100
05/10/2026 $43.32 $43.92 $43.32 $43.67 25,400
02/10/2026 $42.90 $43.29 $42.87 $43.08 22,100