NULG vs. CSPX.L
Compare and contrast key facts about Nuveen ESG Large-Cap Growth ETF (NULG) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
NULG and CSPX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. CSPX.L is a passively managed fund by Blackrock Financial Management that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010. Both NULG and CSPX.L 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: NULG or CSPX.L.
Performance
NULG vs. CSPX.L - Performance Comparison
Returns By Period
In the year-to-date period, NULG achieves a 27.06% return, which is significantly higher than CSPX.L's 24.47% return.
NULG
27.06%
4.29%
15.11%
36.37%
19.50%
N/A
CSPX.L
24.47%
1.19%
11.27%
31.61%
N/A
N/A
Key characteristics
| NULG | CSPX.L | |
|---|---|---|
| Sharpe Ratio | 2.21 | 2.56 |
| Sortino Ratio | 2.90 | 3.40 |
| Omega Ratio | 1.40 | 1.48 |
| Calmar Ratio | 2.97 | 3.99 |
| Martin Ratio | 11.10 | 17.60 |
| Ulcer Index | 3.29% | 1.76% |
| Daily Std Dev | 16.55% | 12.08% |
| Max Drawdown | -36.17% | -7.77% |
| Current Drawdown | -1.32% | -1.68% |
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NULG vs. CSPX.L - Expense Ratio Comparison
NULG has a 0.25% expense ratio, which is higher than CSPX.L's 0.07% 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%.
Correlation
The correlation between NULG and CSPX.L is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
NULG vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Large-Cap Growth ETF (NULG) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). 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
NULG vs. CSPX.L - Dividend Comparison
NULG's dividend yield for the trailing twelve months is around 0.34%, while CSPX.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
NULG Nuveen ESG Large-Cap Growth ETF | 0.34% | 0.43% | 0.40% | 5.05% | 2.69% | 1.10% | 3.73% | 0.61% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NULG vs. CSPX.L - Drawdown Comparison
The maximum NULG drawdown since its inception was -36.17%, which is greater than CSPX.L's maximum drawdown of -7.77%. Use the drawdown chart below to compare losses from any high point for NULG and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
NULG vs. CSPX.L - Volatility Comparison
Nuveen ESG Large-Cap Growth ETF (NULG) has a higher volatility of 5.55% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 4.06%. This indicates that NULG's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.