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NULV vs. MGK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NULV vs. MGK - Performance Comparison

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

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NULV vs. MGK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NULV
Nuveen ESG Large-Cap Value ETF
1.78%16.31%11.88%7.60%-10.09%23.46%1.87%27.26%-4.90%15.67%
MGK
Vanguard Mega Cap Growth ETF
-9.86%20.67%32.94%51.67%-33.59%28.58%41.01%37.38%-2.91%29.49%

Returns By Period

In the year-to-date period, NULV achieves a 1.78% return, which is significantly higher than MGK's -9.86% return.


NULV

1D
0.77%
1M
-4.14%
YTD
1.78%
6M
6.21%
1Y
15.16%
3Y*
12.72%
5Y*
7.40%
10Y*

MGK

1D
1.17%
1M
-4.13%
YTD
-9.86%
6M
-7.94%
1Y
19.83%
3Y*
22.59%
5Y*
12.64%
10Y*
16.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NULV vs. MGK - Expense Ratio Comparison

NULV has a 0.26% expense ratio, which is higher than MGK's 0.05% 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%.


Return for Risk

NULV vs. MGK — Risk / Return Rank

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

NULV
NULV Risk / Return Rank: 5353
Overall Rank
NULV Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
NULV Sortino Ratio Rank: 5353
Sortino Ratio Rank
NULV Omega Ratio Rank: 5454
Omega Ratio Rank
NULV Calmar Ratio Rank: 4747
Calmar Ratio Rank
NULV Martin Ratio Rank: 5656
Martin Ratio Rank

MGK
MGK Risk / Return Rank: 4646
Overall Rank
MGK Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MGK Sortino Ratio Rank: 5050
Sortino Ratio Rank
MGK Omega Ratio Rank: 4848
Omega Ratio Rank
MGK Calmar Ratio Rank: 4545
Calmar Ratio Rank
MGK Martin Ratio Rank: 4444
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.

NULV vs. MGK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Large-Cap Value ETF (NULV) and Vanguard Mega Cap Growth ETF (MGK). 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.


NULVMGKDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.85

+0.17

Sortino ratio

Return per unit of downside risk

1.47

1.39

+0.09

Omega ratio

Gain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratio

Return relative to maximum drawdown

1.33

1.23

+0.10

Martin ratio

Return relative to average drawdown

5.95

4.27

+1.69

NULV vs. MGK - Sharpe Ratio Comparison

The current NULV Sharpe Ratio is 1.02, which is comparable to the MGK Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of NULV and MGK, 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


NULVMGKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.85

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.56

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.60

-0.07

Correlation

The correlation between NULV and MGK is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NULV vs. MGK - Dividend Comparison

NULV's dividend yield for the trailing twelve months is around 1.61%, more than MGK's 0.39% yield.


TTM20252024202320222021202020192018201720162015
NULV
Nuveen ESG Large-Cap Value ETF
1.61%1.64%2.09%2.55%2.12%4.52%1.42%1.47%3.73%1.22%0.00%0.00%
MGK
Vanguard Mega Cap Growth ETF
0.39%0.35%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%

Drawdowns

NULV vs. MGK - Drawdown Comparison

The maximum NULV drawdown since its inception was -36.99%, smaller than the maximum MGK drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for NULV and MGK.


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Drawdown Indicators


NULVMGKDifference

Max Drawdown

Largest peak-to-trough decline

-36.99%

-47.97%

+10.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.32%

-16.85%

+5.53%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-36.01%

+14.54%

Max Drawdown (10Y)

Largest decline over 10 years

-36.01%

Current Drawdown

Current decline from peak

-4.62%

-12.56%

+7.94%

Average Drawdown

Average peak-to-trough decline

-5.05%

-7.51%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

4.87%

-2.33%

Volatility

NULV vs. MGK - Volatility Comparison

The current volatility for Nuveen ESG Large-Cap Value ETF (NULV) is 4.22%, while Vanguard Mega Cap Growth ETF (MGK) has a volatility of 7.13%. This indicates that NULV experiences smaller price fluctuations and is considered to be less risky than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NULVMGKDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

7.13%

-2.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

12.93%

-4.78%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

23.35%

-8.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

22.63%

-8.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

21.82%

-4.71%