Correlation
The correlation between NULC and ESGD is 0.79, 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. ESGD
Compare and contrast key facts about Nuveen ESG Large-Cap ETF (NULC) and iShares ESG Aware MSCI EAFE ETF (ESGD).
NULC and ESGD 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. ESGD is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Extended ESG Focus Index. It was launched on Jun 28, 2016. Both NULC and ESGD 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 ESGD.
Performance
NULC vs. ESGD - Performance Comparison
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Key characteristics
NULC:
0.72
ESGD:
0.76
NULC:
1.02
ESGD:
1.10
NULC:
1.14
ESGD:
1.15
NULC:
0.68
ESGD:
0.90
NULC:
2.55
ESGD:
2.63
NULC:
4.75%
ESGD:
4.73%
NULC:
19.04%
ESGD:
17.55%
NULC:
-34.86%
ESGD:
-33.70%
NULC:
-1.80%
ESGD:
-0.71%
Returns By Period
In the year-to-date period, NULC achieves a 3.35% return, which is significantly lower than ESGD's 16.36% return.
NULC
3.35%
6.17%
-1.24%
12.82%
12.80%
14.03%
N/A
ESGD
16.36%
5.01%
13.13%
12.28%
11.29%
11.32%
N/A
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NULC vs. ESGD - Expense Ratio Comparison
Both NULC and ESGD have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
NULC vs. ESGD — Risk-Adjusted Performance Rank
NULC
ESGD
NULC vs. ESGD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Large-Cap ETF (NULC) and iShares ESG Aware MSCI EAFE ETF (ESGD). 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. ESGD - Dividend Comparison
NULC's dividend yield for the trailing twelve months is around 2.60%, less than ESGD's 2.78% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
NULC Nuveen ESG Large-Cap ETF | 2.60% | 2.69% | 1.32% | 2.37% | 6.14% | 4.07% | 0.78% | 0.00% | 0.00% | 0.00% |
ESGD iShares ESG Aware MSCI EAFE ETF | 2.78% | 3.23% | 3.02% | 2.59% | 2.75% | 1.63% | 2.57% | 2.69% | 2.65% | 0.09% |
Drawdowns
NULC vs. ESGD - Drawdown Comparison
The maximum NULC drawdown since its inception was -34.86%, roughly equal to the maximum ESGD drawdown of -33.70%. Use the drawdown chart below to compare losses from any high point for NULC and ESGD.
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Volatility
NULC vs. ESGD - Volatility Comparison
Nuveen ESG Large-Cap ETF (NULC) has a higher volatility of 4.51% compared to iShares ESG Aware MSCI EAFE ETF (ESGD) at 3.42%. This indicates that NULC's price experiences larger fluctuations and is considered to be riskier than ESGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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