Correlation
The correlation between NULC and DMXF is 0.74, 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.
NULC vs. DMXF
Compare and contrast key facts about Nuveen ESG Large-Cap ETF (NULC) and iShares ESG Advanced MSCI EAFE ETF (DMXF).
NULC and DMXF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NULC is a passively managed fund by Nuveen that tracks the performance of the MSCI TIAA ESG USA Large Cap. It was launched on Jun 3, 2019. DMXF is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Choice ESG Screened Index. It was launched on Jun 16, 2020. Both NULC and DMXF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NULC or DMXF.
Performance
NULC vs. DMXF - Performance Comparison
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Key characteristics
NULC:
0.72
DMXF:
0.54
NULC:
1.02
DMXF:
0.82
NULC:
1.14
DMXF:
1.11
NULC:
0.68
DMXF:
0.54
NULC:
2.55
DMXF:
1.64
NULC:
4.75%
DMXF:
5.47%
NULC:
19.04%
DMXF:
18.71%
NULC:
-34.86%
DMXF:
-34.52%
NULC:
-1.80%
DMXF:
-0.73%
Returns By Period
In the year-to-date period, NULC achieves a 3.35% return, which is significantly lower than DMXF's 13.37% return.
NULC
3.35%
6.17%
-1.24%
12.82%
12.80%
14.03%
N/A
DMXF
13.37%
5.08%
9.48%
9.35%
10.91%
N/A
N/A
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NULC vs. DMXF - Expense Ratio Comparison
NULC has a 0.20% expense ratio, which is higher than DMXF's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
NULC vs. DMXF — Risk-Adjusted Performance Rank
NULC
DMXF
NULC vs. DMXF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Large-Cap ETF (NULC) and iShares ESG Advanced MSCI EAFE ETF (DMXF). 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
NULC vs. DMXF - Dividend Comparison
NULC's dividend yield for the trailing twelve months is around 2.60%, more than DMXF's 2.57% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|
NULC Nuveen ESG Large-Cap ETF | 2.60% | 2.69% | 1.32% | 2.37% | 6.14% | 4.07% | 0.78% |
DMXF iShares ESG Advanced MSCI EAFE ETF | 2.57% | 2.92% | 2.29% | 2.37% | 1.91% | 0.31% | 0.00% |
Drawdowns
NULC vs. DMXF - Drawdown Comparison
The maximum NULC drawdown since its inception was -34.86%, roughly equal to the maximum DMXF drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for NULC and DMXF.
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Volatility
NULC vs. DMXF - Volatility Comparison
Nuveen ESG Large-Cap ETF (NULC) has a higher volatility of 4.51% compared to iShares ESG Advanced MSCI EAFE ETF (DMXF) at 3.33%. This indicates that NULC's price experiences larger fluctuations and is considered to be riskier than DMXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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