NUMV

Nuveen ESG Mid-Cap Value ETF
*Unless otherwise stated, data provided by FactSet.

NUMV Fund Description

NUMV tracks an index of US midcap value stocks that score highly on environmental, social, and governance (ESG) criteria. The fund weighting uses a multi-factor optimizer.

NUMV Factset Analytics Insight

NUMV aims to invest in the most socially responsible companies while still providing reasonably market-like exposure to midcap value stocks. The index takes its holdings from the MSCI USA Mid-Cap Value Index (the parent index), which selects value stocks according to price/book, forward price/earnings, and dividend yield. From there, NUMV screens out companies involved in controversial businesses, such as alcohol, weapons, nuclear power, and gambling. Companies that exceed carbon emissions thresholds are also excluded. The remaining firms are scored on ESG factors, and the highest scoring firms within each sector (top 50% by market cap) are selected for inclusion in the index. The portfolio is weighted according to a multi-factor optimization algorithm that aims to keep holdings and performance similar to the parent index. The index is rebalanced and reconstituted quarterly starting each February. Sibling fund NULV applies the same strategy to US large caps.

NUMV MSCI ESG Analytics Insight

Nuveen ESG Mid-Cap Value ETF has an MSCI ESG Fund Rating of AA based on a score of 8.04 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Nuveen ESG Mid-Cap Value ETF ranks in the 91st percentile within its peer group and in the 100th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

NUMV MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 07/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
NUMV 0.81% 0.90% 20.22% 47.50% 11.00% -- --
NUMV (NAV) -0.12% 0.69% 19.34% 44.75% 10.72% -- --
TIAA ESG USA Mid-Cap Value Index -0.09% 0.78% 19.64% 45.47% 11.20% -- --
MSCI USA Mid Cap Value Index -0.09% 2.36% 19.46% 44.69% 10.23% 11.35% 11.98%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

NUMV Summary Data

Nuveen
12/13/16
Open-Ended Fund
0.40%
$242.45M
$1.11M
0.08%

NUMV Portfolio Data

$19.08B
25.89
2.38
1.15%
12/16/21
81

NUMV Index Data

Multi-Factor
Principles-based
MSCI USA Mid Cap Value Index

NUMV Portfolio Management

0.40%
-0.44%
-0.33%
-1.22%

NUMV Tax Exposures

20.00% / 39.60%
0.40%
Qualified dividends
No

NUMV Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

NUMV Factset Analytics Block Liquidity

As of 07/23/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of NUMV. NUMV is rated a 5 out of 5.

NUMV Tradability

30,409
$1.11M
23,644
$860.77K
0.08%
$0.03
0.05%
0.36% / -0.15%
None
99.00%
50,000
0.47
0.03%
0.03%
0
$35.89
5

NUMV Sector/Industry Breakdown


NUMV
Segment Benchmark
35.72%
32.56%
20.59%
16.62%
12.92%
12.49%
8.20%
9.16%
5.10%
7.66%
5.00%
7.96%
4.04%
4.68%
3.83%
4.15%
3.48%
3.41%

NUMV Countries


NUMV
Segment Benchmark
100.00%
100.00%

NUMV Regions


NUMV
Segment Benchmark
100.00%
100.00%

NUMV Economic Development


NUMV
Segment Benchmark
100.00%
100.00%

NUMV Performance Statistics

0.98
1.00
1.01
1.01
0.15%
MSCI USA Mid Cap Value Index

NUMV MSCI ESG Ratings

8.04 / 10
99.78
91.32
--
8.24%
130.28

NUMV Benchmark Comparison Holdings

81
226
81
35.08%

NUMV Benchmark Comparison Summary


NUMV
Segment Benchmark
81
226
$19.08B
$20.20B
25.89
38.64
2.38
2.56
2.07%
1.69%
Low
Low

NUMV Benchmark Comparison Market Cap Size


NUMV
Segment Benchmark
84.51%
82.87%
15.49%
17.13%
0.00%
0.00%
0.00%
0.00%