NUSC
Nuveen ESG Small-Cap ETF
SMB
Adj. R2
0.971
Rel. Sharpe
0.789
Mkt beta
1.00
AUM
US$1.3B
MER
0.31%
Valuation
303
ETF comparison
Verified factor-similar pair
NUSC vs XJH
These two ETFs meet the same FF6 US comparison criteria: US-listed equity ETFs, the same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
Similarity score
86
Verified similar
The score combines exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
Quick Read
- NUSC has the higher backtested relative Sharpe (0.789 vs 0.705).
- XJH has the lower published fee (0.12% vs 0.31%).
- XJH is cheaper on dividend valuation (117 vs 303, where 100 is each fund's historical median).
- NUSC has the stronger regression fit (adjusted R-squared 0.971 vs 0.942).
These are screening signals, not a complete review of portfolio construction, turnover, taxes, or trading quality.
XJH
iShares ESG Select Screened S&P Mid-Cap ETF
SMB
Adj. R2
0.942
Rel. Sharpe
0.705
Mkt beta
1.02
AUM
US$362M
MER
0.12%
Valuation
117
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff +0.21
HML
diff -0.06
RMW
diff -0.20
CMA
diff +0.02
UMD
diff +0.04
Why This Pair Matches
Exposure level
83
Exposure shape
97
Mkt beta diff
0.02
Rel. Sharpe diff
0.084
This comparison focuses on measured factor exposure. It does not compare holdings methodology, turnover, tax handling, or issuer process. Backtested relative Sharpe is a secondary signal rather than a stand-alone forecast. See methodology.
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