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NULG vs. GDXJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NULG vs. GDXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG Large-Cap Growth ETF (NULG) and VanEck Vectors Junior Gold Miners ETF (GDXJ). The values are adjusted to include any dividend payments, if applicable.

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NULG vs. GDXJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NULG
Nuveen ESG Large-Cap Growth ETF
-6.02%14.07%23.75%42.71%-28.43%28.06%39.58%39.23%0.31%24.57%
GDXJ
VanEck Vectors Junior Gold Miners ETF
10.08%172.28%15.67%7.12%-14.53%-21.25%30.40%40.44%-11.02%8.22%

Returns By Period

In the year-to-date period, NULG achieves a -6.02% return, which is significantly lower than GDXJ's 10.08% return.


NULG

1D
1.07%
1M
-3.86%
YTD
-6.02%
6M
-7.41%
1Y
16.64%
3Y*
18.42%
5Y*
10.62%
10Y*

GDXJ

1D
4.34%
1M
-19.21%
YTD
10.08%
6M
28.26%
1Y
125.16%
3Y*
49.66%
5Y*
23.75%
10Y*
17.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NULG vs. GDXJ - Expense Ratio Comparison

NULG has a 0.25% expense ratio, which is lower than GDXJ's 0.54% expense ratio.


Return for Risk

NULG vs. GDXJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NULG
NULG Risk / Return Rank: 4141
Overall Rank
NULG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
NULG Sortino Ratio Rank: 4242
Sortino Ratio Rank
NULG Omega Ratio Rank: 3939
Omega Ratio Rank
NULG Calmar Ratio Rank: 4444
Calmar Ratio Rank
NULG Martin Ratio Rank: 4242
Martin Ratio Rank

GDXJ
GDXJ Risk / Return Rank: 9292
Overall Rank
GDXJ Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GDXJ Sortino Ratio Rank: 9090
Sortino Ratio Rank
GDXJ Omega Ratio Rank: 8989
Omega Ratio Rank
GDXJ Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDXJ Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NULG vs. GDXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Large-Cap Growth ETF (NULG) and VanEck Vectors Junior Gold Miners ETF (GDXJ). 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.


NULGGDXJDifference

Sharpe ratio

Return per unit of total volatility

0.75

2.47

-1.72

Sortino ratio

Return per unit of downside risk

1.22

2.63

-1.41

Omega ratio

Gain probability vs. loss probability

1.17

1.38

-0.21

Calmar ratio

Return relative to maximum drawdown

1.21

3.77

-2.56

Martin ratio

Return relative to average drawdown

4.06

13.05

-8.99

NULG vs. GDXJ - Sharpe Ratio Comparison

The current NULG Sharpe Ratio is 0.75, which is lower than the GDXJ Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of NULG and GDXJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NULGGDXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

2.47

-1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.59

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.08

+0.71

Correlation

The correlation between NULG and GDXJ is 0.21, 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.


Dividends

NULG vs. GDXJ - Dividend Comparison

NULG's dividend yield for the trailing twelve months is around 0.12%, less than GDXJ's 2.12% yield.


TTM20252024202320222021202020192018201720162015
NULG
Nuveen ESG Large-Cap Growth ETF
0.12%0.11%0.16%0.43%0.40%5.08%2.68%1.10%3.73%0.61%0.00%0.00%
GDXJ
VanEck Vectors Junior Gold Miners ETF
2.12%2.33%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%

Drawdowns

NULG vs. GDXJ - Drawdown Comparison

The maximum NULG drawdown since its inception was -36.17%, smaller than the maximum GDXJ drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for NULG and GDXJ.


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Drawdown Indicators


NULGGDXJDifference

Max Drawdown

Largest peak-to-trough decline

-36.17%

-88.66%

+52.49%

Max Drawdown (1Y)

Largest decline over 1 year

-14.50%

-32.92%

+18.42%

Max Drawdown (5Y)

Largest decline over 5 years

-36.17%

-51.76%

+15.59%

Max Drawdown (10Y)

Largest decline over 10 years

-57.77%

Current Drawdown

Current decline from peak

-10.24%

-19.81%

+9.57%

Average Drawdown

Average peak-to-trough decline

-6.94%

-60.90%

+53.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

9.51%

-5.18%

Volatility

NULG vs. GDXJ - Volatility Comparison

The current volatility for Nuveen ESG Large-Cap Growth ETF (NULG) is 7.14%, while VanEck Vectors Junior Gold Miners ETF (GDXJ) has a volatility of 19.46%. This indicates that NULG experiences smaller price fluctuations and is considered to be less risky than GDXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NULGGDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

19.46%

-12.32%

Volatility (6M)

Calculated over the trailing 6-month period

13.56%

42.52%

-28.96%

Volatility (1Y)

Calculated over the trailing 1-year period

22.25%

50.91%

-28.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.46%

40.57%

-19.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.46%

44.46%

-23.00%