PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
NULC vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

NULC vs. VTI

Last updated Aug 2, 2026
Documentation

NULC (Nuveen ESG Large-Cap ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - NULC is a Large Cap Growth Equities fund tracking the MSCI TIAA ESG USA Large Cap, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 5 years, NULC returned 10.34%/yr vs 11.74%/yr for VTI. Their 0.97 correlation means they have historically moved very closely together. NULC charges 0.20%/yr vs 0.03%/yr for VTI.

Performance

NULC vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG Large-Cap ETF (NULC) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NULC achieves a 13.27% return, which is significantly higher than VTI's 10.49% return.

NULC

1D
0.57%
1M
0.88%
6M
10.59%
YTD
13.27%
1Y
21.07%
3Y*
18.40%
5Y*
10.34%
10Y*
—
ALL TIME*
13.66%

VTI

1D
0.53%
1M
-0.15%
6M
8.77%
YTD
10.49%
1Y
21.84%
3Y*
18.92%
5Y*
11.74%
10Y*
14.63%
ALL TIME*
9.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

NULC

Nuveen ESG Large-Cap ETF
$334.24K$510.26K$272.99K

VTI

Vanguard Total Stock Market ETF
$1.06B$1.16B$1.24B

NULC vs. VTI - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
NULC
Nuveen ESG Large-Cap ETF		13.27%16.29%18.71%22.54%-20.18%25.69%22.51%6.17%
VTI
Vanguard Total Stock Market ETF		10.49%17.10%23.81%26.05%-19.52%25.68%21.08%18.14%

Correlation

The correlation between NULC and VTI is 0.95, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.95

Correlation (3Y)
Balances recent behavior with more history.

0.96

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.97

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2019

0.97

The correlation between NULC and VTI has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

NULC vs. VTI - Sectors Allocation Comparison

Sectors
NULC
VTI

Technology

40.7%
36.1%

Financial Services

12.4%
11.8%

Healthcare

9.9%
9.7%

Industrials

9.0%
10.2%

Consumer Cyclical

7.5%
9.4%

Communication Services

6.7%
9.1%

Consumer Defensive

6.3%
4.3%

Energy

2.1%
3.2%

Utilities

2.0%
2.2%

Real Estate

2.0%
2.3%

Basic Materials

1.5%
1.9%

Technology

NULC
40.7%
VTI
36.1%

Financial Services

NULC
12.4%
VTI
11.8%

Healthcare

NULC
9.9%
VTI
9.7%

Industrials

NULC
9.0%
VTI
10.2%

Consumer Cyclical

NULC
7.5%
VTI
9.4%

Communication Services

NULC
6.7%
VTI
9.1%

Consumer Defensive

NULC
6.3%
VTI
4.3%

Energy

NULC
2.1%
VTI
3.2%

Utilities

NULC
2.0%
VTI
2.2%

Real Estate

NULC
2.0%
VTI
2.3%

Basic Materials

NULC
1.5%
VTI
1.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Nuveen ESG Large-Cap ETF

Vanguard Total Stock Market ETF

Often compared with NULC:
NULC vs. USSGNULC vs. EASGNULC vs. BDGSNULC vs. ESGDNULC vs. IUSGNULC vs. SCHXNULC vs. DMXF
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

NULC vs. VTI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
NULC
NULC Risk / Return Rank: 6262
Overall Rank
NULC Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NULC Sortino Ratio Rank: 6060
Sortino Ratio Rank
NULC Omega Ratio Rank: 5757
Omega Ratio Rank
NULC Calmar Ratio Rank: 6363
Calmar Ratio Rank
NULC Martin Ratio Rank: 7171
Martin Ratio Rank
VTI
VTI Risk / Return Rank: 6767
Overall Rank
VTI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6464
Sortino Ratio Rank
VTI Omega Ratio Rank: 6464
Omega Ratio Rank
VTI Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTI Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NULC vs. VTI - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

NULCVTIDifference
Sharpe ratioReturn per unit of total volatility
1.44
1.52

-0.08

Sortino ratioReturn per unit of downside risk
2.04
2.12

-0.08

Omega ratioGain probability vs. loss probability

1.25

1.27

-0.02

Calmar ratioReturn relative to maximum drawdown

2.19

2.23

-0.04

Martin ratioReturn relative to average drawdown

8.73

9.62

-0.89

NULC vs. VTI - Sharpe Ratio Comparison

The current NULC Sharpe Ratio is 1.44, which is comparable to the VTI Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of NULC and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

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.

Loading charts...

Drawdown Indicators

NULCVTIDifference

Max Drawdown

Largest peak-to-trough decline

-34.86%

-55.45%

+20.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-8.92%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-18.53%

-19.30%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-27.90%

-25.36%

-2.54%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.00%

—

Current Drawdown

Current decline from peak

-1.37%

-1.36%

-0.01%

Average Drawdown

Average peak-to-trough decline

-6.35%

-7.99%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

2.07%

+0.17%

Volatility

NULC vs. VTI - Volatility Comparison

Nuveen ESG Large-Cap ETF (NULC) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.53% and 3.46%, 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.

Loading charts...

Volatility by Period

NULCVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

3.46%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.61%

10.24%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

13.10%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

17.51%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

18.30%

+1.58%

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%.

Dividends

NULC vs. VTI - Dividend Comparison

NULC's dividend yield for the trailing twelve months is around 8.98%, more than VTI's 1.06% yield.

PositionTTM20252024202320222021202020192018201720162015
NULC
Nuveen ESG Large-Cap ETF		8.98%10.17%1.86%1.32%2.37%6.14%4.07%0.77%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF		1.06%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions

With a correlation of 0.95, NULC and VTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

NULC has higher volatility (3.53%) compared to VTI (3.46%). In terms of maximum drawdown, NULC dropped -34.86% vs VTI's -55.45%.

On 5-year performance, VTI leads with 11.74% vs 10.34% for NULC. On fees, VTI is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VTI has performed better with a 11.74% return vs 10.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.20% for NULC.

NULC has the higher dividend yield at 8.98%, compared with 1.06% for VTI.

NULC is categorized as Large Cap Growth Equities, while VTI is Large Cap Blend Equities. NULC tracks MSCI TIAA ESG USA Large Cap, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Nuveen and Vanguard. Their fees differ too: 0.20% for NULC and 0.03% for VTI.

VTI currently has the higher Sharpe Ratio (1.52 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NULC and VTI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer