PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NULG vs. IMCG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NULG and IMCG is 0.87, 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.


-0.50.00.51.00.9

Performance

NULG vs. IMCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG Large-Cap Growth ETF (NULG) and iShares Morningstar Mid-Cap Growth ETF (IMCG). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
298.84%
194.32%
NULG
IMCG

Key characteristics

Sharpe Ratio

NULG:

1.67

IMCG:

1.57

Sortino Ratio

NULG:

2.25

IMCG:

2.16

Omega Ratio

NULG:

1.30

IMCG:

1.27

Calmar Ratio

NULG:

2.31

IMCG:

1.38

Martin Ratio

NULG:

8.49

IMCG:

8.07

Ulcer Index

NULG:

3.34%

IMCG:

2.84%

Daily Std Dev

NULG:

17.02%

IMCG:

14.62%

Max Drawdown

NULG:

-36.17%

IMCG:

-58.96%

Current Drawdown

NULG:

-3.96%

IMCG:

-5.41%

Returns By Period

In the year-to-date period, NULG achieves a 25.67% return, which is significantly higher than IMCG's 20.26% return.


NULG

YTD

25.67%

1M

-0.59%

6M

7.25%

1Y

26.51%

5Y*

18.13%

10Y*

N/A

IMCG

YTD

20.26%

1M

-1.04%

6M

13.49%

1Y

21.16%

5Y*

12.62%

10Y*

12.07%

Compare stocks, funds, or ETFs

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


NULG vs. IMCG - Expense Ratio Comparison

NULG has a 0.25% expense ratio, which is higher than IMCG's 0.06% 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%.


NULG
Nuveen ESG Large-Cap Growth ETF
Expense ratio chart for NULG: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for IMCG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

NULG vs. IMCG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Large-Cap Growth ETF (NULG) and iShares Morningstar Mid-Cap Growth ETF (IMCG). 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.


Sharpe ratio
The chart of Sharpe ratio for NULG, currently valued at 1.67, compared to the broader market0.002.004.001.671.57
The chart of Sortino ratio for NULG, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.0010.002.252.16
The chart of Omega ratio for NULG, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.27
The chart of Calmar ratio for NULG, currently valued at 2.31, compared to the broader market0.005.0010.0015.002.311.38
The chart of Martin ratio for NULG, currently valued at 8.49, compared to the broader market0.0020.0040.0060.0080.00100.008.498.07
NULG
IMCG

The current NULG Sharpe Ratio is 1.67, which is comparable to the IMCG Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of NULG and IMCG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.67
1.57
NULG
IMCG

Dividends

NULG vs. IMCG - Dividend Comparison

NULG's dividend yield for the trailing twelve months is around 0.05%, less than IMCG's 0.77% yield.


TTM20232022202120202019201820172016201520142013
NULG
Nuveen ESG Large-Cap Growth ETF
0.05%0.43%0.40%5.05%2.69%1.10%3.73%0.61%0.00%0.00%0.00%0.00%
IMCG
iShares Morningstar Mid-Cap Growth ETF
0.77%0.85%0.91%0.41%0.09%0.30%0.35%0.45%0.52%0.38%0.60%0.36%

Drawdowns

NULG vs. IMCG - Drawdown Comparison

The maximum NULG drawdown since its inception was -36.17%, smaller than the maximum IMCG drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for NULG and IMCG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.96%
-5.41%
NULG
IMCG

Volatility

NULG vs. IMCG - Volatility Comparison

The current volatility for Nuveen ESG Large-Cap Growth ETF (NULG) is 5.03%, while iShares Morningstar Mid-Cap Growth ETF (IMCG) has a volatility of 5.57%. This indicates that NULG experiences smaller price fluctuations and is considered to be less risky than IMCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.03%
5.57%
NULG
IMCG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab