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ISIN
US67092P2011
CUSIP
67092P201
Issuer
Nuveen
Inception Date
Dec 13, 2016
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI TIAA ESG USA Large Cap Growth
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$3B

Share Price Chart


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Performance

NULG Performance Chart

Nuveen ESG Large-Cap Growth ETF (NULG) is up 16.4% since the beginning of the year. NULG is currently trading at $114 per share. Investors who bought $1,000 worth of NULG shares 5 years ago would now be looking at an investment worth $1,953.


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S&P 500 Index

Returns By Period

Nuveen ESG Large-Cap Growth ETF (NULG) has returned 16.38% so far this year and 27.25% over the past 12 months.


Nuveen ESG Large-Cap Growth ETF

1D
-0.42%
1M
4.28%
YTD
16.38%
6M
20.38%
1Y
27.25%
3Y*
22.95%
5Y*
14.32%
10Y*

Benchmark (S&P 500 Index)

1D
-1.21%
1M
0.23%
YTD
8.39%
6M
10.39%
1Y
24.03%
3Y*
18.94%
5Y*
12.24%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NULG Monthly Returns History

Based on dividend-adjusted daily data since Dec 14, 2016, NULG's average daily return is +0.08%, while the average monthly return is +1.59%. At this rate, an investment would double in approximately 3.7 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +14.9%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, NULG closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -10.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.04%-2.66%-4.51%14.89%7.64%1.21%16.38%
20251.78%-2.95%-7.68%3.01%9.86%6.05%3.60%0.83%1.33%2.46%-3.93%0.03%14.07%
20240.94%5.70%2.91%-3.84%4.87%5.51%-2.17%1.81%2.21%-0.12%7.62%-3.21%23.75%
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%
2022-11.78%-4.05%4.63%-11.69%-2.76%-7.57%11.91%-5.38%-9.68%6.94%6.59%-6.61%-28.43%
20210.12%1.95%0.89%5.92%-0.83%5.94%3.16%4.84%-6.21%10.02%-1.18%1.32%28.06%

Benchmark Metrics

Nuveen ESG Large-Cap Growth ETF has an annualized alpha of 4.51%, beta of 1.08, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since December 14, 2016.

  • This ETF captured 117.39% of S&P 500 Index gains but only 95.18% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 4.51% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.08 and R2 of 0.86, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
4.51%
Beta
1.08
0.86
Upside Capture
117.39%
Downside Capture
95.18%

Expense Ratio

NULG has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

NULG ranks 43 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


NULG Risk / Return Rank: 4343
Overall Rank
NULG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NULG Sortino Ratio Rank: 4444
Sortino Ratio Rank
NULG Omega Ratio Rank: 4444
Omega Ratio Rank
NULG Calmar Ratio Rank: 3939
Calmar Ratio Rank
NULG Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Nuveen ESG Large-Cap Growth ETF (NULG) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NULGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.27

1.35

-0.08

Calmar ratioReturn relative to maximum drawdown

1.89

2.65

-0.77

Martin ratioReturn relative to average drawdown

6.35

11.88

-5.53

Dividends

Dividend History

Nuveen ESG Large-Cap Growth ETF provided a 0.10% dividend yield over the last twelve months, with an annual payout of $0.11 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.11$0.11$0.14$0.30$0.20$3.48$1.51$0.46$1.12$0.19

Dividend yield

0.10%0.11%0.16%0.43%0.40%5.08%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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
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

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.


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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 316 trading sessions.

The current Nuveen ESG Large-Cap Growth ETF drawdown is 1.62%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-36.17%Oct 2022
11mo 9d1y 3mo
2y 2moNov 2021 - Jan 2024
COVID crash2020
-34.67%Mar 2020
1mo 2d3mo 11d
4mo 13dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018
-22.42%Dec 2018
2mo 23d3mo 19d
6mo 12dOct 2018 - Apr 2019
2025 selloff2025
-22.28%Apr 2025
3mo 27d2mo 3d
6moDec 2024 - Jun 2025
2026 correction2026
-14.50%Mar 2026
5mo 2d18d
5mo 20dOct 2025 - Apr 2026

Drawdown Indicators


NULGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.17%

-56.78%

+20.61%

Max Drawdown (1Y)

Largest decline over 1 year

-14.50%

-9.10%

-5.40%

Max Drawdown (3Y)

Largest decline over 3 years

-22.28%

-18.90%

-3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-36.17%

-25.43%

-10.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.62%

-2.49%

+0.87%

Average Drawdown

Average peak-to-trough decline

-6.82%

-10.72%

+3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

2.03%

+2.27%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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