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Nuveen Winslow Large-Cap Growth ESG ETF (NWLG)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US67092P8471
Issuer
Nuveen
Inception Date
Aug 4, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Nuveen Winslow Large-Cap Growth ESG ETF (NWLG) has returned -12.08% so far this year and 10.34% over the past 12 months.


Nuveen Winslow Large-Cap Growth ESG ETF

1D
3.58%
1M
-6.71%
YTD
-12.08%
6M
-11.20%
1Y
10.34%
3Y*
18.03%
5Y*
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 Aug 5, 2021, NWLG's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, your investment would double in approximately 8.5 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2023 with a return of +13.5%, while the worst month was Apr 2022 at -12.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, NWLG closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +11.5%, while the worst single day was Apr 4, 2025 at -6.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.68%-3.16%-6.71%-12.08%
20252.43%-3.11%-9.11%1.70%9.49%7.28%1.50%-0.84%3.36%4.68%-3.00%-0.54%13.21%
20244.62%6.55%1.91%-4.42%4.64%8.02%-2.85%1.51%1.90%-0.74%6.63%-1.05%29.17%
20238.13%-2.10%6.04%1.47%5.23%4.97%2.71%-0.34%-5.94%-0.77%13.45%5.25%43.55%
2022-10.80%-3.59%1.75%-12.73%-3.45%-7.63%11.36%-6.65%-10.54%7.44%8.68%-7.39%-31.52%
20212.76%-6.05%8.65%0.12%0.20%5.24%

Benchmark Metrics

Nuveen Winslow Large-Cap Growth ESG ETF has an annualized alpha of -3.50%, beta of 1.25, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since August 06, 2021.

  • This ETF participated in 116.94% of S&P 500 Index downside but only 109.44% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -3.50% versus S&P 500 Index — delivering less than market exposure alone would predict.

Alpha
-3.50%
Beta
1.25
0.90
Upside Capture
109.44%
Downside Capture
116.94%

Expense Ratio

NWLG has an expense ratio of 0.64%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NWLG ranks 25 for risk / return — below 25% 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.


NWLG Risk / Return Rank: 2525
Overall Rank
NWLG Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
NWLG Sortino Ratio Rank: 2626
Sortino Ratio Rank
NWLG Omega Ratio Rank: 2626
Omega Ratio Rank
NWLG Calmar Ratio Rank: 2424
Calmar Ratio Rank
NWLG Martin Ratio Rank: 2424
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 Winslow Large-Cap Growth ESG ETF (NWLG) and compare them to a chosen benchmark (S&P 500 Index).


NWLGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.45

0.90

-0.44

Sortino ratio

Return per unit of downside risk

0.81

1.39

-0.58

Omega ratio

Gain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratio

Return relative to maximum drawdown

0.53

1.40

-0.87

Martin ratio

Return relative to average drawdown

1.75

6.61

-4.86

Explore NWLG 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 Winslow Large-Cap Growth ESG ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.01%0.01%0.02%0.02%$0.00$0.00$0.00$0.00$0.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.00$0.00$0.00$0.00

Dividend yield

0.00%0.00%0.00%0.02%

Monthly Dividends

The table displays the monthly dividend distributions for Nuveen Winslow Large-Cap Growth ESG 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$0.00$0.00
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$0.00
2023$0.00$0.00

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 Winslow Large-Cap Growth ESG 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 Winslow Large-Cap Growth ESG ETF was 39.89%, occurring on Oct 14, 2022. Recovery took 322 trading sessions.

The current Nuveen Winslow Large-Cap Growth ESG ETF drawdown is 16.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.89%Nov 22, 2021226Oct 14, 2022322Jan 29, 2024548
-24%Jan 24, 202552Apr 8, 202554Jun 26, 2025106
-19.14%Oct 30, 2025103Mar 30, 2026
-13.74%Jul 11, 202418Aug 5, 202466Nov 6, 202484
-7.81%Sep 7, 202120Oct 4, 202118Oct 28, 202138

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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