NULG vs. NUMG
Compare and contrast key facts about Nuveen ESG Large-Cap Growth ETF (NULG) and Nuveen ESG Mid-Cap Growth ETF (NUMG).
NULG and NUMG 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. NUMG is a passively managed fund by Nuveen that tracks the performance of the MSCI TIAA ESG USA Mid Cap Growth. It was launched on Dec 13, 2016. Both NULG and NUMG 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 NUMG.
Performance
NULG vs. NUMG - Performance Comparison
Returns By Period
In the year-to-date period, NULG achieves a 27.06% return, which is significantly higher than NUMG's 16.63% return.
NULG
27.06%
4.29%
15.11%
36.37%
19.50%
N/A
NUMG
16.63%
8.29%
15.14%
28.67%
11.18%
N/A
Key characteristics
| NULG | NUMG | |
|---|---|---|
| Sharpe Ratio | 2.21 | 1.73 |
| Sortino Ratio | 2.90 | 2.35 |
| Omega Ratio | 1.40 | 1.30 |
| Calmar Ratio | 2.97 | 1.08 |
| Martin Ratio | 11.10 | 6.95 |
| Ulcer Index | 3.29% | 4.18% |
| Daily Std Dev | 16.55% | 16.81% |
| Max Drawdown | -36.17% | -38.85% |
| Current Drawdown | -1.32% | -5.93% |
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. NUMG - Expense Ratio Comparison
NULG has a 0.25% expense ratio, which is lower than NUMG's 0.30% expense ratio.
Correlation
The correlation between NULG and NUMG 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.
Risk-Adjusted Performance
NULG vs. NUMG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Large-Cap Growth ETF (NULG) and Nuveen ESG Mid-Cap Growth ETF (NUMG). 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. NUMG - Dividend Comparison
NULG's dividend yield for the trailing twelve months is around 0.34%, more than NUMG's 0.15% yield.
| 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% |
NUMG Nuveen ESG Mid-Cap Growth ETF | 0.15% | 0.18% | 0.18% | 12.71% | 3.82% | 0.27% | 5.14% | 0.56% |
Drawdowns
NULG vs. NUMG - Drawdown Comparison
The maximum NULG drawdown since its inception was -36.17%, smaller than the maximum NUMG drawdown of -38.85%. Use the drawdown chart below to compare losses from any high point for NULG and NUMG. For additional features, visit the drawdowns tool.
Volatility
NULG vs. NUMG - Volatility Comparison
Nuveen ESG Large-Cap Growth ETF (NULG) has a higher volatility of 5.55% compared to Nuveen ESG Mid-Cap Growth ETF (NUMG) at 5.22%. This indicates that NULG's price experiences larger fluctuations and is considered to be riskier than NUMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.