Ten-Tails (from which all Tailed Beasts come from) is from the same realm, and is actually the embodiment of Kaguya, while the Nue is either from her realm or created from it.

Still, the Nue could probably get very OP if it tasted Kyubi's Chakra or any other special chakra... though seeing as it is sucking Chakra, maybe it could even kill a Taield Beast if it sucked it dry. A lot of possibilities.