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NULV vs. NURE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NULV vs. NURE - Performance Comparison

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

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NULV vs. NURE - 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%
NURE
Nuveen Short-Term REIT ETF
-1.45%-7.51%6.65%13.09%-28.48%53.41%-7.24%25.10%0.02%8.41%

Returns By Period

In the year-to-date period, NULV achieves a 1.78% return, which is significantly higher than NURE's -1.45% return.


NULV

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

NURE

1D
0.68%
1M
-6.52%
YTD
-1.45%
6M
-2.20%
1Y
-8.09%
3Y*
1.36%
5Y*
1.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NULV vs. NURE - Expense Ratio Comparison

NULV has a 0.26% expense ratio, which is lower than NURE's 0.35% expense ratio.


Return for Risk

NULV vs. NURE — 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

NURE
NURE Risk / Return Rank: 44
Overall Rank
NURE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NURE Sortino Ratio Rank: 44
Sortino Ratio Rank
NURE Omega Ratio Rank: 55
Omega Ratio Rank
NURE Calmar Ratio Rank: 33
Calmar Ratio Rank
NURE Martin Ratio Rank: 22
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. NURE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Large-Cap Value ETF (NULV) and Nuveen Short-Term REIT ETF (NURE). 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.


NULVNUREDifference

Sharpe ratio

Return per unit of total volatility

1.02

-0.42

+1.44

Sortino ratio

Return per unit of downside risk

1.47

-0.48

+1.95

Omega ratio

Gain probability vs. loss probability

1.21

0.94

+0.27

Calmar ratio

Return relative to maximum drawdown

1.33

-0.58

+1.91

Martin ratio

Return relative to average drawdown

5.95

-1.25

+7.20

NULV vs. NURE - Sharpe Ratio Comparison

The current NULV Sharpe Ratio is 1.02, which is higher than the NURE Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of NULV and NURE, 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


NULVNUREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

-0.42

+1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.06

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.21

+0.33

Correlation

The correlation between NULV and NURE is 0.62, 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. NURE - Dividend Comparison

NULV's dividend yield for the trailing twelve months is around 1.61%, less than NURE's 5.04% yield.


TTM2025202420232022202120202019201820172016
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%
NURE
Nuveen Short-Term REIT ETF
5.04%4.56%3.51%3.73%2.80%1.34%3.41%3.28%4.11%3.86%0.48%

Drawdowns

NULV vs. NURE - Drawdown Comparison

The maximum NULV drawdown since its inception was -36.99%, smaller than the maximum NURE drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for NULV and NURE.


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Drawdown Indicators


NULVNUREDifference

Max Drawdown

Largest peak-to-trough decline

-36.99%

-46.05%

+9.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.32%

-14.10%

+2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-35.98%

+14.51%

Current Drawdown

Current decline from peak

-4.62%

-22.30%

+17.68%

Average Drawdown

Average peak-to-trough decline

-5.05%

-12.23%

+7.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

6.54%

-4.00%

Volatility

NULV vs. NURE - Volatility Comparison

The current volatility for Nuveen ESG Large-Cap Value ETF (NULV) is 4.22%, while Nuveen Short-Term REIT ETF (NURE) has a volatility of 4.67%. This indicates that NULV experiences smaller price fluctuations and is considered to be less risky than NURE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NULVNUREDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

4.67%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

10.92%

-2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

19.41%

-4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

19.58%

-5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

21.89%

-4.78%