NULC vs. VTI
Compare and contrast key facts about Nuveen ESG Large-Cap ETF (NULC) and Vanguard Total Stock Market ETF (VTI).
NULC and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both NULC and VTI 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 VTI.
Key characteristics
| NULC | VTI | |
|---|---|---|
| YTD Return | 18.05% | 19.97% |
| 1Y Return | 29.69% | 32.68% |
| 3Y Return (Ann) | 4.69% | 6.79% |
| 5Y Return (Ann) | 13.46% | 14.34% |
| Sharpe Ratio | 2.58 | 2.76 |
| Sortino Ratio | 3.49 | 3.67 |
| Omega Ratio | 1.47 | 1.51 |
| Calmar Ratio | 2.60 | 3.66 |
| Martin Ratio | 14.92 | 17.63 |
| Ulcer Index | 2.09% | 1.94% |
| Daily Std Dev | 12.11% | 12.35% |
| Max Drawdown | -34.86% | -55.45% |
| Current Drawdown | -2.74% | -2.48% |
Correlation
The correlation between NULC and VTI is 0.96, 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.
Performance
NULC vs. VTI - Performance Comparison
In the year-to-date period, NULC achieves a 18.05% return, which is significantly lower than VTI's 19.97% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NULC vs. VTI - Expense Ratio Comparison
NULC has a 0.20% expense ratio, which is higher than VTI's 0.03% 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. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Large-Cap ETF (NULC) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
NULC vs. VTI - Dividend Comparison
NULC's dividend yield for the trailing twelve months is around 1.12%, less than VTI's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NULC Nuveen ESG Large-Cap ETF | 1.12% | 1.32% | 2.37% | 6.14% | 4.07% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.33% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
NULC vs. VTI - Drawdown Comparison
The maximum NULC drawdown since its inception was -34.86%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for NULC and VTI. For additional features, visit the drawdowns tool.
Volatility
NULC vs. VTI - Volatility Comparison
Nuveen ESG Large-Cap ETF (NULC) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.05% and 3.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.