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

ETF Info

ISINUS67092P2011
CUSIP67092P201
IssuerNuveen
Inception DateDec 13, 2016
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Index TrackedMSCI TIAA ESG USA Large Cap Growth
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

NULG has a high expense ratio of 0.25%, indicating higher-than-average management fees.


Expense ratio chart for NULG: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

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.


Nuveen ESG Large-Cap Growth ETF

Popular comparisons: NULG vs. IMCG, NULG vs. NUMG, NULG vs. VUG, NULG vs. QQQ, NULG vs. VOO, NULG vs. SCHG, NULG vs. VGT, NULG vs. MGK, NULG vs. VINIX, NULG vs. CSPX.L

Performance

Performance Chart

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


100.00%150.00%200.00%250.00%December2024FebruaryMarchAprilMay
244.01%
131.73%
NULG (Nuveen ESG Large-Cap Growth ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Nuveen ESG Large-Cap Growth ETF had a return of 8.39% year-to-date (YTD) and 37.53% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date8.39%9.47%
1 month1.87%1.91%
6 months20.46%18.36%
1 year37.53%26.61%
5 years (annualized)18.45%12.90%
10 years (annualized)N/A10.79%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.94%5.70%2.91%-3.84%8.39%
20239.39%-1.31%5.61%-0.41%4.40%7.35%3.05%-0.64%-5.86%-2.32%12.07%6.28%42.71%
2022-12.22%-4.05%4.63%-11.69%-2.76%-7.57%11.91%-5.38%-9.68%6.94%6.59%-6.61%-28.78%
20210.12%1.95%0.89%5.92%-0.83%5.94%3.16%4.84%-6.21%10.02%-1.18%1.82%28.69%
20203.31%-5.79%-12.60%14.92%10.32%2.66%6.42%8.51%-3.94%-2.65%12.03%4.22%39.58%
20198.54%5.10%2.66%4.11%-5.43%7.10%2.37%0.37%-0.24%2.39%4.36%2.93%39.23%
20186.37%-1.14%-1.46%0.25%4.47%1.30%2.19%5.91%0.57%-9.27%1.03%-8.54%0.31%
20171.39%3.68%5.51%-1.90%3.77%0.23%2.31%-1.58%2.85%3.36%2.29%0.52%24.57%
2016-0.08%-0.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of NULG is 85, placing it in the top 15% 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 NULG is 8585
NULG (Nuveen ESG Large-Cap Growth ETF)
The Sharpe Ratio Rank of NULG is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of NULG is 8989Sortino Ratio Rank
The Omega Ratio Rank of NULG is 8989Omega Ratio Rank
The Calmar Ratio Rank of NULG is 7676Calmar Ratio Rank
The Martin Ratio Rank of NULG is 8181Martin 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 Growth ETF (NULG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


NULG
Sharpe ratio
The chart of Sharpe ratio for NULG, currently valued at 2.49, compared to the broader market0.002.004.002.49
Sortino ratio
The chart of Sortino ratio for NULG, currently valued at 3.45, compared to the broader market-2.000.002.004.006.008.0010.003.45
Omega ratio
The chart of Omega ratio for NULG, currently valued at 1.43, compared to the broader market0.501.001.502.002.501.43
Calmar ratio
The chart of Calmar ratio for NULG, currently valued at 1.71, compared to the broader market0.002.004.006.008.0010.0012.0014.001.71
Martin ratio
The chart of Martin ratio for NULG, currently valued at 9.73, compared to the broader market0.0020.0040.0060.0080.009.73
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market0.002.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-2.000.002.004.006.008.0010.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.501.001.502.002.501.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.84, compared to the broader market0.002.004.006.008.0010.0012.0014.001.84
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.75, compared to the broader market0.0020.0040.0060.0080.008.75

Sharpe Ratio

The current Nuveen ESG Large-Cap Growth ETF Sharpe ratio is 2.49. This value is calculated based on the past 12 months 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 Growth 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 Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.49
2.28
NULG (Nuveen ESG Large-Cap Growth ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Nuveen ESG Large-Cap Growth ETF granted a 0.39% dividend yield in the last twelve months. The annual payout for that period amounted to $0.30 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.30$0.30$0.20$3.48$1.51$0.46$1.12$0.19

Dividend yield

0.39%0.43%0.40%5.05%2.68%1.10%3.73%0.61%

Monthly Dividends

The table displays the monthly dividend distributions for Nuveen ESG Large-Cap Growth 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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.48$3.48
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.51$1.51
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.46$0.46
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.12$1.12
2017$0.19$0.19

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.97%
-0.63%
NULG (Nuveen ESG Large-Cap Growth ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Nuveen ESG Large-Cap Growth 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 Growth ETF was 36.17%, occurring on Oct 14, 2022. Recovery took 315 trading sessions.

The current Nuveen ESG Large-Cap Growth ETF drawdown is 1.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.17%Nov 9, 2021234Oct 14, 2022315Jan 19, 2024549
-34.67%Feb 20, 202023Mar 23, 202071Jul 2, 202094
-22.42%Oct 2, 201858Dec 24, 201875Apr 12, 2019133
-10.92%Feb 16, 202115Mar 8, 202125Apr 13, 202140
-10.09%Sep 3, 202014Sep 23, 202044Nov 24, 202058

Volatility

Volatility Chart

The current Nuveen ESG Large-Cap Growth ETF volatility is 4.58%, 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%December2024FebruaryMarchAprilMay
4.58%
3.61%
NULG (Nuveen ESG Large-Cap Growth ETF)
Benchmark (^GSPC)