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

Correlation

The correlation between NULG and VOO 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG Large-Cap Growth ETF (NULG) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
274.06%
186.33%
NULG
VOO

Key characteristics

Sharpe Ratio

NULG:

0.43

VOO:

0.57

Sortino Ratio

NULG:

0.76

VOO:

0.92

Omega Ratio

NULG:

1.10

VOO:

1.13

Calmar Ratio

NULG:

0.46

VOO:

0.59

Martin Ratio

NULG:

1.52

VOO:

2.33

Ulcer Index

NULG:

6.70%

VOO:

4.70%

Daily Std Dev

NULG:

23.90%

VOO:

19.10%

Max Drawdown

NULG:

-36.17%

VOO:

-33.99%

Current Drawdown

NULG:

-9.93%

VOO:

-8.61%

Returns By Period

In the year-to-date period, NULG achieves a -4.76% return, which is significantly lower than VOO's -4.39% return.


NULG

YTD

-4.76%

1M

3.63%

6M

-0.79%

1Y

12.40%

5Y*

17.82%

10Y*

N/A

VOO

YTD

-4.39%

1M

-0.47%

6M

-1.13%

1Y

13.11%

5Y*

16.41%

10Y*

12.23%

*Annualized

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NULG vs. VOO - Expense Ratio Comparison

NULG has a 0.25% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

NULG vs. VOO — 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 5252
Overall Rank
The Sharpe Ratio Rank of NULG is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of NULG is 5353
Sortino Ratio Rank
The Omega Ratio Rank of NULG is 5151
Omega Ratio Rank
The Calmar Ratio Rank of NULG is 5757
Calmar Ratio Rank
The Martin Ratio Rank of NULG is 5151
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Large-Cap Growth ETF (NULG) and Vanguard S&P 500 ETF (VOO). 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 0.43, compared to the broader market-1.000.001.002.003.004.00
NULG: 0.43
VOO: 0.57
The chart of Sortino ratio for NULG, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.00
NULG: 0.76
VOO: 0.92
The chart of Omega ratio for NULG, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
NULG: 1.10
VOO: 1.13
The chart of Calmar ratio for NULG, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.00
NULG: 0.46
VOO: 0.59
The chart of Martin ratio for NULG, currently valued at 1.52, compared to the broader market0.0020.0040.0060.00
NULG: 1.52
VOO: 2.33

The current NULG Sharpe Ratio is 0.43, which is comparable to the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of NULG and VOO, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.43
0.57
NULG
VOO

Dividends

NULG vs. VOO - Dividend Comparison

NULG's dividend yield for the trailing twelve months is around 0.17%, less than VOO's 1.36% yield.


TTM20242023202220212020201920182017201620152014
NULG
Nuveen ESG Large-Cap Growth ETF
0.17%0.16%0.43%0.40%5.08%2.68%1.10%3.73%0.61%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.36%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

NULG vs. VOO - Drawdown Comparison

The maximum NULG drawdown since its inception was -36.17%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NULG and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.93%
-8.61%
NULG
VOO

Volatility

NULG vs. VOO - Volatility Comparison

Nuveen ESG Large-Cap Growth ETF (NULG) has a higher volatility of 15.29% compared to Vanguard S&P 500 ETF (VOO) at 13.84%. This indicates that NULG's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
15.29%
13.84%
NULG
VOO