NULG vs. VGT
Compare and contrast key facts about Nuveen ESG Large-Cap Growth ETF (NULG) and Vanguard Information Technology ETF (VGT).
NULG and VGT 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. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004. Both NULG and VGT 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 VGT.
Performance
NULG vs. VGT - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with NULG having a 25.02% return and VGT slightly higher at 25.60%.
NULG
25.02%
3.06%
12.82%
35.66%
18.99%
N/A
VGT
25.60%
0.19%
12.45%
33.54%
22.06%
20.55%
Key characteristics
| NULG | VGT | |
|---|---|---|
| Sharpe Ratio | 2.14 | 1.60 |
| Sortino Ratio | 2.83 | 2.12 |
| Omega Ratio | 1.39 | 1.29 |
| Calmar Ratio | 2.88 | 2.21 |
| Martin Ratio | 10.77 | 7.93 |
| Ulcer Index | 3.28% | 4.24% |
| Daily Std Dev | 16.60% | 21.03% |
| Max Drawdown | -36.17% | -54.63% |
| Current Drawdown | -2.91% | -3.33% |
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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%.
Correlation
The correlation between NULG and VGT is 0.89, 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. 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.
Dividends
NULG vs. VGT - Dividend Comparison
NULG's dividend yield for the trailing twelve months is around 0.34%, less than VGT's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NULG Nuveen ESG Large-Cap Growth ETF | 0.34% | 0.43% | 0.40% | 5.05% | 2.69% | 1.10% | 3.73% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
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.
Volatility
NULG vs. VGT - Volatility Comparison
The current volatility for Nuveen ESG Large-Cap Growth ETF (NULG) is 5.70%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.53%. 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.