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NULG vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NULG and VGT is 0.88, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

NULG vs. VGT - Performance Comparison

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

250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
268.98%
382.28%
NULG
VGT

Key characteristics

Sharpe Ratio

NULG:

0.38

VGT:

0.32

Sortino Ratio

NULG:

0.70

VGT:

0.65

Omega Ratio

NULG:

1.09

VGT:

1.09

Calmar Ratio

NULG:

0.40

VGT:

0.35

Martin Ratio

NULG:

1.35

VGT:

1.19

Ulcer Index

NULG:

6.67%

VGT:

8.07%

Daily Std Dev

NULG:

23.90%

VGT:

29.91%

Max Drawdown

NULG:

-36.17%

VGT:

-54.63%

Current Drawdown

NULG:

-11.15%

VGT:

-14.99%

Returns By Period

In the year-to-date period, NULG achieves a -6.06% return, which is significantly higher than VGT's -11.52% return.


NULG

YTD

-6.06%

1M

3.01%

6M

-4.82%

1Y

10.11%

5Y*

17.51%

10Y*

N/A

VGT

YTD

-11.52%

1M

1.30%

6M

-8.55%

1Y

11.66%

5Y*

19.49%

10Y*

18.81%

*Annualized

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NULG vs. VGT - Expense Ratio Comparison

NULG has a 0.25% expense ratio, which is higher than VGT's 0.10% 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%.


Expense ratio chart for NULG: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NULG: 0.25%
Expense ratio chart for VGT: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGT: 0.10%

Risk-Adjusted Performance

NULG vs. VGT — Risk-Adjusted Performance Rank

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

NULG
The Risk-Adjusted Performance Rank of NULG is 4949
Overall Rank
The Sharpe Ratio Rank of NULG is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of NULG is 4848
Sortino Ratio Rank
The Omega Ratio Rank of NULG is 4848
Omega Ratio Rank
The Calmar Ratio Rank of NULG is 5353
Calmar Ratio Rank
The Martin Ratio Rank of NULG is 4747
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 4545
Overall Rank
The Sharpe Ratio Rank of VGT is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 4848
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NULG vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Large-Cap Growth ETF (NULG) and Vanguard Information Technology ETF (VGT). 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.


The chart of Sharpe ratio for NULG, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.00
NULG: 0.38
VGT: 0.32
The chart of Sortino ratio for NULG, currently valued at 0.70, compared to the broader market-2.000.002.004.006.008.00
NULG: 0.70
VGT: 0.65
The chart of Omega ratio for NULG, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
NULG: 1.09
VGT: 1.09
The chart of Calmar ratio for NULG, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.00
NULG: 0.40
VGT: 0.35
The chart of Martin ratio for NULG, currently valued at 1.35, compared to the broader market0.0020.0040.0060.00
NULG: 1.35
VGT: 1.19

The current NULG Sharpe Ratio is 0.38, which is comparable to the VGT Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of NULG and VGT, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.38
0.32
NULG
VGT

Dividends

NULG vs. VGT - Dividend Comparison

NULG's dividend yield for the trailing twelve months is around 0.17%, less than VGT's 0.58% yield.


TTM20242023202220212020201920182017201620152014
NULG
Nuveen ESG Large-Cap Growth ETF
0.17%0.16%0.43%0.40%5.08%2.69%1.10%3.73%0.61%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.58%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

NULG vs. VGT - Drawdown Comparison

The maximum NULG drawdown since its inception was -36.17%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for NULG and VGT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.15%
-14.99%
NULG
VGT

Volatility

NULG vs. VGT - Volatility Comparison

The current volatility for Nuveen ESG Large-Cap Growth ETF (NULG) is 15.25%, while Vanguard Information Technology ETF (VGT) has a volatility of 18.97%. This indicates that NULG experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.25%
18.97%
NULG
VGT