PortfoliosLab logoPortfoliosLab logo
ISIN
US67092P3001
CUSIP
67092P300
Issuer
Nuveen
Inception Date
Dec 13, 2016
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI TIAA ESG USA Large Cap Value
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$2B

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

NULV Performance Chart

Nuveen ESG Large-Cap Value ETF (NULV) is up 10.6% since the beginning of the year. NULV is currently trading at $50 per share. Investors who bought $1,000 worth of NULV shares 5 years ago would now be looking at an investment worth $1,516.


Loading charts...

S&P 500 Index

Returns By Period

Nuveen ESG Large-Cap Value ETF (NULV) has returned 10.63% so far this year and 24.32% over the past 12 months.


Nuveen ESG Large-Cap Value ETF

1D
0.23%
1M
-1.58%
YTD
10.63%
6M
9.95%
1Y
24.32%
3Y*
16.36%
5Y*
8.68%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NULV Monthly Returns History

Based on dividend-adjusted daily data since Dec 14, 2016, NULV's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +13.0%, while the worst month was Mar 2020 at -15.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, NULV closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.26%2.28%-5.29%9.43%1.81%-1.68%10.63%
20254.01%1.43%-2.52%-3.16%3.09%3.70%-0.13%3.25%1.40%1.01%2.64%0.77%16.31%
2024-0.33%3.44%4.97%-4.81%3.03%-0.84%5.56%2.28%2.25%-2.35%6.23%-7.17%11.88%
20233.88%-3.85%-0.38%0.76%-4.52%5.70%3.55%-2.29%-4.19%-2.98%7.89%4.79%7.60%
2022-3.24%-2.42%3.62%-5.26%1.33%-8.57%5.27%-3.02%-9.42%11.11%6.41%-4.25%-10.09%
2021-1.88%4.36%7.32%3.15%2.41%-1.28%1.25%1.99%-3.82%5.20%-3.58%6.94%23.46%

Benchmark Metrics

Nuveen ESG Large-Cap Value ETF has an annualized alpha of -0.85%, beta of 0.82, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since December 14, 2016.

  • This ETF participated in 97.84% of S&P 500 Index downside but only 85.13% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.85%
Beta
0.82
0.79
Upside Capture
85.13%
Downside Capture
97.84%

Expense Ratio

NULV has an expense ratio of 0.26%, which is considered low.


Return for Risk

Risk / Return Rank

NULV ranks 72 for risk / return — better than 72% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


NULV Risk / Return Rank: 7272
Overall Rank
NULV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
NULV Sortino Ratio Rank: 7474
Sortino Ratio Rank
NULV Omega Ratio Rank: 7070
Omega Ratio Rank
NULV Calmar Ratio Rank: 6969
Calmar Ratio Rank
NULV Martin Ratio Rank: 7575
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 Value ETF (NULV) 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.


NULVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

3.35

2.78

+0.57

Martin ratioReturn relative to average drawdown

13.72

12.44

+1.28

Dividends

Dividend History

Nuveen ESG Large-Cap Value ETF provided a 1.48% dividend yield over the last twelve months, with an annual payout of $0.74 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.74$0.74$0.82$0.92$0.73$1.76$0.47$0.48$0.97$0.35

Dividend yield

1.48%1.64%2.09%2.55%2.12%4.52%1.42%1.47%3.73%1.22%

Monthly Dividends

The table displays the monthly dividend distributions for Nuveen ESG Large-Cap Value 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$0.74$0.74
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.82$0.82
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.92$0.92
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.73$0.73
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.76$1.76

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 charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Nuveen ESG Large-Cap Value 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 Value ETF was 36.99%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current Nuveen ESG Large-Cap Value ETF drawdown is 2.85%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-36.99%Mar 2020
1mo 9d8mo 16d
9mo 25dFeb 2020 - Dec 2020
Bear market2022
-21.47%Sep 2022
8mo 28d1y 5mo
2y 2moJan 2022 - Mar 2024
Rate-hike selloffLate 2018
-16.55%Dec 2018
3mo 1d3mo 12d
6mo 13dSep 2018 - Apr 2019
2025 selloff2025
-15.07%Apr 2025
4mo 7d2mo 26d
7mo 3dDec 2024 - Jul 2025
2018 correction2018
-11.27%Feb 2018
10d7mo 13d
7mo 23dJan 2018 - Sep 2018

Drawdown Indicators


NULVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.99%

-56.78%

+19.79%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

-9.10%

+1.82%

Max Drawdown (3Y)

Largest decline over 3 years

-15.07%

-18.90%

+3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-25.43%

+3.96%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.85%

-1.80%

-1.05%

Average Drawdown

Average peak-to-trough decline

-4.96%

-10.71%

+5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

2.03%

-0.25%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with NULV

Add Nuveen ESG Large-Cap Value ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with NULV