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

Correlation

The correlation between NULG and VUG 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.


Performance

NULG vs. VUG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NULG:

0.57

VUG:

0.63

Sortino Ratio

NULG:

0.99

VUG:

1.08

Omega Ratio

NULG:

1.13

VUG:

1.15

Calmar Ratio

NULG:

0.64

VUG:

0.73

Martin Ratio

NULG:

2.09

VUG:

2.48

Ulcer Index

NULG:

6.85%

VUG:

6.77%

Daily Std Dev

NULG:

24.21%

VUG:

25.20%

Max Drawdown

NULG:

-36.17%

VUG:

-50.68%

Current Drawdown

NULG:

-3.56%

VUG:

-4.62%

Returns By Period

In the year-to-date period, NULG achieves a 1.97% return, which is significantly higher than VUG's -0.63% return.


NULG

YTD

1.97%

1M

19.54%

6M

-0.18%

1Y

13.72%

3Y*

21.69%

5Y*

17.19%

10Y*

N/A

VUG

YTD

-0.63%

1M

18.95%

6M

1.22%

1Y

15.69%

3Y*

21.97%

5Y*

17.27%

10Y*

15.01%

*Annualized

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Nuveen ESG Large-Cap Growth ETF

Vanguard Growth ETF

NULG vs. VUG - Expense Ratio Comparison

NULG has a 0.25% expense ratio, which is higher than VUG's 0.04% 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%.


Risk-Adjusted Performance

NULG vs. VUG — 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 6060
Overall Rank
The Sharpe Ratio Rank of NULG is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of NULG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of NULG is 5959
Omega Ratio Rank
The Calmar Ratio Rank of NULG is 6565
Calmar Ratio Rank
The Martin Ratio Rank of NULG is 5858
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6565
Overall Rank
The Sharpe Ratio Rank of VUG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6363
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. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Large-Cap Growth ETF (NULG) and Vanguard Growth ETF (VUG). 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 current NULG Sharpe Ratio is 0.57, which is comparable to the VUG Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of NULG and VUG, 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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Dividends

NULG vs. VUG - Dividend Comparison

NULG's dividend yield for the trailing twelve months is around 0.16%, less than VUG's 0.48% yield.


TTM20242023202220212020201920182017201620152014
NULG
Nuveen ESG Large-Cap Growth ETF
0.16%0.16%0.43%0.40%5.08%2.69%1.10%3.73%0.61%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.48%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

NULG vs. VUG - Drawdown Comparison

The maximum NULG drawdown since its inception was -36.17%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for NULG and VUG. For additional features, visit the drawdowns tool.


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Volatility

NULG vs. VUG - Volatility Comparison

The current volatility for Nuveen ESG Large-Cap Growth ETF (NULG) is 5.48%, while Vanguard Growth ETF (VUG) has a volatility of 6.11%. This indicates that NULG experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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