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NULG vs. NUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NULG vs. NUSC - Performance Comparison

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

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Returns By Period

In the year-to-date period, NULG achieves a 16.76% return, which is significantly higher than NUSC's 13.93% return.


NULG

1D
-0.39%
1M
8.41%
YTD
16.76%
6M
15.85%
1Y
26.42%
3Y*
24.67%
5Y*
14.66%
10Y*

NUSC

1D
0.93%
1M
3.29%
YTD
13.93%
6M
13.54%
1Y
28.92%
3Y*
14.10%
5Y*
4.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NULG vs. NUSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NULG
Nuveen ESG Large-Cap Growth ETF
16.76%14.07%23.75%42.71%-28.43%28.06%39.58%39.23%0.31%24.57%
NUSC
Nuveen ESG Small-Cap ETF
13.93%7.72%8.29%15.72%-17.73%17.51%23.69%27.09%-9.40%16.50%

Correlation

The correlation between NULG and NUSC is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2016

0.72

The correlation between NULG and NUSC has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.

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Return for Risk

NULG vs. NUSC — Risk / Return Rank

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

NULG
NULG Risk / Return Rank: 4242
Overall Rank
NULG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NULG Sortino Ratio Rank: 4343
Sortino Ratio Rank
NULG Omega Ratio Rank: 4444
Omega Ratio Rank
NULG Calmar Ratio Rank: 3737
Calmar Ratio Rank
NULG Martin Ratio Rank: 4040
Martin Ratio Rank

NUSC
NUSC Risk / Return Rank: 5353
Overall Rank
NUSC Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
NUSC Sortino Ratio Rank: 5252
Sortino Ratio Rank
NUSC Omega Ratio Rank: 4747
Omega Ratio Rank
NUSC Calmar Ratio Rank: 5959
Calmar Ratio Rank
NUSC Martin Ratio Rank: 5959
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. NUSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Large-Cap Growth ETF (NULG) and Nuveen ESG Small-Cap ETF (NUSC). 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.


NULGNUSCDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.27

1.29

-0.02

Calmar ratioReturn relative to maximum drawdown

1.83

2.88

-1.04

Martin ratioReturn relative to average drawdown

6.22

10.35

-4.13

NULG vs. NUSC - Sharpe Ratio Comparison

The current NULG Sharpe Ratio is 1.56, which is comparable to the NUSC Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of NULG and NUSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NULGNUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.70

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.23

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.45

+0.45

Drawdowns

NULG vs. NUSC - Drawdown Comparison

The maximum NULG drawdown since its inception was -36.17%, smaller than the maximum NUSC drawdown of -41.49%. Use the drawdown chart below to compare losses from any high point for NULG and NUSC.


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Drawdown Indicators


NULGNUSCDifference

Max Drawdown

Largest peak-to-trough decline

-36.17%

-41.49%

+5.32%

Max Drawdown (1Y)

Largest decline over 1 year

-14.50%

-10.10%

-4.40%

Max Drawdown (3Y)

Largest decline over 3 years

-22.28%

-26.95%

+4.67%

Max Drawdown (5Y)

Largest decline over 5 years

-36.17%

-28.85%

-7.32%

Current Drawdown

Current decline from peak

-0.99%

0.00%

-0.99%

Average Drawdown

Average peak-to-trough decline

-6.84%

-8.21%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

2.80%

+1.46%

Volatility

NULG vs. NUSC - Volatility Comparison

Nuveen ESG Large-Cap Growth ETF (NULG) has a higher volatility of 4.80% compared to Nuveen ESG Small-Cap ETF (NUSC) at 4.39%. This indicates that NULG's price experiences larger fluctuations and is considered to be riskier than NUSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NULGNUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

4.39%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

13.55%

12.19%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

17.01%

17.08%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.51%

21.15%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.39%

22.35%

-0.96%

NULG vs. NUSC - Expense Ratio Comparison

NULG has a 0.25% expense ratio, which is lower than NUSC's 0.30% expense ratio.


Dividends

NULG vs. NUSC - Dividend Comparison

NULG's dividend yield for the trailing twelve months is around 0.10%, less than NUSC's 0.92% yield.


PositionTTM202520242023202220212020201920182017
NULG
Nuveen ESG Large-Cap Growth ETF
0.10%0.11%0.16%0.43%0.40%5.08%2.68%1.10%3.73%0.61%
NUSC
Nuveen ESG Small-Cap ETF
0.92%1.05%1.15%1.11%1.16%7.06%0.52%0.90%3.95%0.94%

Frequently Asked Questions


NULG and NUSC have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NULG has higher volatility (4.80%) compared to NUSC (4.39%). In terms of maximum drawdown, NULG dropped -36.17% vs NUSC's -41.49%.

On 5-year performance, NULG leads with 14.66% vs 4.87% for NUSC. On fees, NULG is cheaper at 0.25% per year. On volatility, NUSC has been the lower-risk option at 4.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, NULG has performed better with a 14.66% return vs 4.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NULG is cheaper with a 0.25% expense ratio, compared with 0.30% for NUSC.

NUSC has the higher dividend yield at 0.92%, compared with 0.10% for NULG.

NULG is categorized as Large Cap Growth Equities, while NUSC is Small Cap Growth Equities. NULG tracks MSCI TIAA ESG USA Large Cap Growth, while NUSC tracks MSCI TIAA ESG USA Small Cap. Their fees differ too: 0.25% for NULG and 0.30% for NUSC.

NUSC currently has the higher Sharpe Ratio (1.70 vs 1.56), 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

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