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Nuveen ESG Large-Cap ETF (NULC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS67092P8620
CUSIP67092P862
IssuerNuveen
Inception DateJun 3, 2019
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Leveraged1x
Index TrackedMSCI TIAA ESG USA Large Cap
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

NULC has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for NULC: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: NULC vs. USSG, NULC vs. VGT, NULC vs. IUSG, NULC vs. VIGAX, NULC vs. VTI, NULC vs. SCHX, NULC vs. BDGS

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Nuveen ESG Large-Cap ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.21%
10.27%
NULC (Nuveen ESG Large-Cap ETF)
Benchmark (^GSPC)

Returns By Period

Nuveen ESG Large-Cap ETF had a return of 18.05% year-to-date (YTD) and 29.69% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date18.05%19.77%
1 month-0.39%-0.67%
6 months9.21%10.27%
1 year29.69%31.07%
5 years (annualized)13.46%13.22%
10 years (annualized)N/A10.92%

Monthly Returns

The table below presents the monthly returns of NULC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.45%4.96%4.04%-4.71%3.84%2.64%1.08%2.33%2.12%-0.88%18.05%
20236.00%-2.41%2.67%-0.15%-0.39%6.56%2.73%-0.47%-5.01%-1.71%9.50%4.15%22.54%
2022-7.26%-3.04%3.89%-8.64%-1.27%-8.79%8.76%-3.89%-8.90%8.60%6.41%-5.64%-20.18%
20210.13%3.36%3.39%4.26%0.54%2.43%2.31%3.48%-4.72%7.28%-2.36%3.54%25.69%
20200.23%-8.31%-12.68%13.05%6.51%2.22%4.38%7.68%-3.14%-2.95%12.47%4.37%22.51%
20194.68%1.81%-0.83%1.79%1.76%3.77%2.90%16.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of NULC is 77, placing it in the top 23% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of NULC is 7777
Combined Rank
The Sharpe Ratio Rank of NULC is 8080Sharpe Ratio Rank
The Sortino Ratio Rank of NULC is 7979Sortino Ratio Rank
The Omega Ratio Rank of NULC is 7878Omega Ratio Rank
The Calmar Ratio Rank of NULC is 7272Calmar Ratio Rank
The Martin Ratio Rank of NULC is 7676Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Nuveen ESG Large-Cap ETF (NULC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


NULC
Sharpe ratio
The chart of Sharpe ratio for NULC, currently valued at 2.58, compared to the broader market0.002.004.002.58
Sortino ratio
The chart of Sortino ratio for NULC, currently valued at 3.49, compared to the broader market0.005.0010.003.49
Omega ratio
The chart of Omega ratio for NULC, currently valued at 1.47, compared to the broader market1.001.502.002.503.003.501.47
Calmar ratio
The chart of Calmar ratio for NULC, currently valued at 2.60, compared to the broader market0.005.0010.0015.0020.002.60
Martin ratio
The chart of Martin ratio for NULC, currently valued at 14.92, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.92
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market0.002.004.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.003.501.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.005.0010.0015.0020.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.04

Sharpe Ratio

The current Nuveen ESG Large-Cap ETF Sharpe ratio is 2.58. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Nuveen ESG Large-Cap ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.58
2.67
NULC (Nuveen ESG Large-Cap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Nuveen ESG Large-Cap ETF provided a 1.12% dividend yield over the last twelve months, with an annual payout of $0.52 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.5020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$0.52$0.52$0.76$2.53$1.42$0.23

Dividend yield

1.12%1.32%2.37%6.14%4.07%0.78%

Monthly Dividends

The table displays the monthly dividend distributions for Nuveen ESG Large-Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.52
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.76$0.76
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.53$2.53
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.42$1.42
2019$0.23$0.23

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.74%
-2.59%
NULC (Nuveen ESG Large-Cap ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Nuveen ESG Large-Cap ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Nuveen ESG Large-Cap ETF was 34.86%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Nuveen ESG Large-Cap ETF drawdown is 2.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.86%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-27.9%Nov 9, 2021235Oct 14, 2022329Feb 7, 2024564
-8.86%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-8.75%Jul 17, 202414Aug 5, 202429Sep 16, 202443
-6.24%Apr 1, 202415Apr 19, 202422May 21, 202437

Volatility

Volatility Chart

The current Nuveen ESG Large-Cap ETF volatility is 3.05%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.05%
3.11%
NULC (Nuveen ESG Large-Cap ETF)
Benchmark (^GSPC)