PortfoliosLab logoPortfoliosLab logo
Nuveen ESG Large-Cap Growth ETF (NULG)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

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

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

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


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.


Loading graphics...

S&P 500 Index

Returns By Period

Nuveen ESG Large-Cap Growth ETF (NULG) has returned -7.01% so far this year and 16.31% over the past 12 months.


Nuveen ESG Large-Cap Growth ETF

1D
3.87%
1M
-4.51%
YTD
-7.01%
6M
-8.45%
1Y
16.31%
3Y*
18.00%
5Y*
10.39%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 14, 2016, NULG's average daily return is +0.07%, while the average monthly return is +1.42%. At this rate, your investment would double in approximately 4.1 years.

Historically, 66% of months were positive and 34% 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%-7.01%
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 3.58%, beta of 1.08, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since December 15, 2016.

  • This ETF captured 115.14% of S&P 500 Index gains but only 97.27% of its losses — a favorable profile for investors.
  • This ETF generated an annualized alpha of 3.58% 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
3.58%
Beta
1.08
0.86
Upside Capture
115.14%
Downside Capture
97.27%

Expense Ratio

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


Return for Risk

Risk / Return Rank

NULG ranks 40 for risk / return — below 40% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


NULG Risk / Return Rank: 4040
Overall Rank
NULG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
NULG Sortino Ratio Rank: 4141
Sortino Ratio Rank
NULG Omega Ratio Rank: 3939
Omega Ratio Rank
NULG Calmar Ratio Rank: 4242
Calmar Ratio Rank
NULG Martin Ratio Rank: 4040
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 a chosen benchmark (S&P 500 Index).


NULGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.90

-0.16

Sortino ratio

Return per unit of downside risk

1.20

1.39

-0.18

Omega ratio

Gain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

1.13

1.40

-0.27

Martin ratio

Return relative to average drawdown

3.82

6.61

-2.79

Explore NULG risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Nuveen ESG Large-Cap Growth ETF provided a 0.12% 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

0.12%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
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.


Loading graphics...

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 11.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.17%Nov 9, 2021235Oct 14, 2022316Jan 19, 2024551
-34.67%Feb 20, 202023Mar 23, 202071Jul 2, 202094
-22.42%Oct 2, 201858Dec 24, 201875Apr 12, 2019133
-22.28%Dec 12, 202479Apr 8, 202543Jun 10, 2025122
-14.5%Oct 29, 2025104Mar 30, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...