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NULG vs. NUSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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NULG vs. NUSC - 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%
NUSC
Nuveen ESG Small-Cap ETF
1.77%7.72%8.29%15.72%-17.73%17.51%23.69%27.09%-9.40%16.50%

Returns By Period

In the year-to-date period, NULG achieves a -6.02% return, which is significantly lower than NUSC's 1.77% return.


NULG

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

NUSC

1D
0.84%
1M
-5.43%
YTD
1.77%
6M
3.62%
1Y
19.16%
3Y*
9.86%
5Y*
3.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NULG vs. NUSC - Expense Ratio Comparison

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


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: 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

NUSC
NUSC Risk / Return Rank: 4747
Overall Rank
NUSC Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
NUSC Sortino Ratio Rank: 4747
Sortino Ratio Rank
NUSC Omega Ratio Rank: 4343
Omega Ratio Rank
NUSC Calmar Ratio Rank: 4848
Calmar Ratio Rank
NUSC Martin Ratio Rank: 5353
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 ratio

Return per unit of total volatility

0.75

0.86

-0.11

Sortino ratio

Return per unit of downside risk

1.22

1.35

-0.13

Omega ratio

Gain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratio

Return relative to maximum drawdown

1.21

1.34

-0.13

Martin ratio

Return relative to average drawdown

4.06

5.44

-1.38

NULG vs. NUSC - Sharpe Ratio Comparison

The current NULG Sharpe Ratio is 0.75, which is comparable to the NUSC Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of NULG and NUSC, 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


NULGNUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.86

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.15

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.39

+0.39

Correlation

The correlation between NULG and NUSC is 0.72, 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.


Dividends

NULG vs. NUSC - Dividend Comparison

NULG's dividend yield for the trailing twelve months is around 0.12%, less than NUSC's 1.03% yield.


TTM202520242023202220212020201920182017
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%
NUSC
Nuveen ESG Small-Cap ETF
1.03%1.05%1.15%1.11%1.16%7.06%0.52%0.90%3.95%0.94%

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%

-14.76%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-36.17%

-28.85%

-7.32%

Current Drawdown

Current decline from peak

-10.24%

-6.21%

-4.03%

Average Drawdown

Average peak-to-trough decline

-6.94%

-8.33%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

3.63%

+0.70%

Volatility

NULG vs. NUSC - Volatility Comparison

Nuveen ESG Large-Cap Growth ETF (NULG) and Nuveen ESG Small-Cap ETF (NUSC) have volatilities of 7.14% and 6.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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

7.14%

6.89%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

13.56%

12.90%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

22.25%

22.31%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.46%

21.18%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.46%

22.46%

-1.00%