Correlation
The correlation between DVAL and NULG is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
DVAL vs. NULG
Compare and contrast key facts about BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) and Nuveen ESG Large-Cap Growth ETF (NULG).
DVAL and NULG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DVAL is an actively managed fund by BrandywineGLOBAL. It was launched on Oct 31, 2014. NULG is a passively managed fund by Nuveen that tracks the performance of the MSCI TIAA ESG USA Large Cap Growth. It was launched on Dec 13, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DVAL or NULG.
Performance
DVAL vs. NULG - Performance Comparison
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Key characteristics
DVAL:
0.48
NULG:
0.66
DVAL:
0.77
NULG:
0.98
DVAL:
1.10
NULG:
1.13
DVAL:
0.44
NULG:
0.64
DVAL:
1.42
NULG:
2.08
DVAL:
5.62%
NULG:
6.86%
DVAL:
17.52%
NULG:
24.29%
DVAL:
-18.11%
NULG:
-36.17%
DVAL:
-6.45%
NULG:
-2.39%
Returns By Period
In the year-to-date period, DVAL achieves a 1.38% return, which is significantly lower than NULG's 3.20% return.
DVAL
1.38%
4.84%
-6.45%
6.47%
N/A
N/A
N/A
NULG
3.20%
8.37%
-0.11%
15.35%
19.70%
16.68%
N/A
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DVAL vs. NULG - Expense Ratio Comparison
DVAL has a 0.49% expense ratio, which is higher than NULG's 0.25% expense ratio.
Risk-Adjusted Performance
DVAL vs. NULG — Risk-Adjusted Performance Rank
DVAL
NULG
DVAL vs. NULG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) and Nuveen ESG Large-Cap Growth ETF (NULG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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Dividends
DVAL vs. NULG - Dividend Comparison
DVAL's dividend yield for the trailing twelve months is around 2.78%, more than NULG's 0.15% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
DVAL BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF | 2.78% | 2.82% | 1.16% | 13.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NULG Nuveen ESG Large-Cap Growth ETF | 0.15% | 0.16% | 0.43% | 0.40% | 5.08% | 2.69% | 1.10% | 3.73% | 0.61% |
Drawdowns
DVAL vs. NULG - Drawdown Comparison
The maximum DVAL drawdown since its inception was -18.11%, smaller than the maximum NULG drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for DVAL and NULG.
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Volatility
DVAL vs. NULG - Volatility Comparison
The current volatility for BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) is 4.41%, while Nuveen ESG Large-Cap Growth ETF (NULG) has a volatility of 5.16%. This indicates that DVAL experiences smaller price fluctuations and is considered to be less risky than NULG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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