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NWLG vs. EMNT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NWLG and EMNT is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

NWLG vs. EMNT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Winslow Large-Cap Growth ESG ETF (NWLG) and PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund (EMNT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
7.32%
2.59%
NWLG
EMNT

Key characteristics

Sharpe Ratio

NWLG:

1.11

EMNT:

4.61

Sortino Ratio

NWLG:

1.56

EMNT:

7.19

Omega Ratio

NWLG:

1.21

EMNT:

3.90

Calmar Ratio

NWLG:

1.53

EMNT:

7.69

Martin Ratio

NWLG:

5.57

EMNT:

112.69

Ulcer Index

NWLG:

3.78%

EMNT:

0.05%

Daily Std Dev

NWLG:

18.99%

EMNT:

1.22%

Max Drawdown

NWLG:

-39.89%

EMNT:

-2.28%

Current Drawdown

NWLG:

-3.84%

EMNT:

0.00%

Returns By Period

In the year-to-date period, NWLG achieves a 1.13% return, which is significantly higher than EMNT's 0.79% return.


NWLG

YTD

1.13%

1M

-3.58%

6M

7.33%

1Y

16.90%

5Y*

N/A

10Y*

N/A

EMNT

YTD

0.79%

1M

0.46%

6M

2.59%

1Y

5.55%

5Y*

2.72%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NWLG vs. EMNT - Expense Ratio Comparison

NWLG has a 0.64% expense ratio, which is higher than EMNT's 0.27% expense ratio.


NWLG
Nuveen Winslow Large-Cap Growth ESG ETF
Expense ratio chart for NWLG: current value at 0.64% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.64%
Expense ratio chart for EMNT: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%

Risk-Adjusted Performance

NWLG vs. EMNT — Risk-Adjusted Performance Rank

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

NWLG
The Risk-Adjusted Performance Rank of NWLG is 4949
Overall Rank
The Sharpe Ratio Rank of NWLG is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of NWLG is 4343
Sortino Ratio Rank
The Omega Ratio Rank of NWLG is 4646
Omega Ratio Rank
The Calmar Ratio Rank of NWLG is 5656
Calmar Ratio Rank
The Martin Ratio Rank of NWLG is 5454
Martin Ratio Rank

EMNT
The Risk-Adjusted Performance Rank of EMNT is 9999
Overall Rank
The Sharpe Ratio Rank of EMNT is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of EMNT is 9898
Sortino Ratio Rank
The Omega Ratio Rank of EMNT is 9999
Omega Ratio Rank
The Calmar Ratio Rank of EMNT is 9898
Calmar Ratio Rank
The Martin Ratio Rank of EMNT is 9999
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.

NWLG vs. EMNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Winslow Large-Cap Growth ESG ETF (NWLG) and PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund (EMNT). 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.


Sharpe ratio
The chart of Sharpe ratio for NWLG, currently valued at 1.11, compared to the broader market0.002.004.001.114.61
The chart of Sortino ratio for NWLG, currently valued at 1.56, compared to the broader market0.005.0010.001.567.19
The chart of Omega ratio for NWLG, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.213.90
The chart of Calmar ratio for NWLG, currently valued at 1.53, compared to the broader market0.005.0010.0015.001.537.69
The chart of Martin ratio for NWLG, currently valued at 5.57, compared to the broader market0.0020.0040.0060.0080.00100.005.57112.69
NWLG
EMNT

The current NWLG Sharpe Ratio is 1.11, which is lower than the EMNT Sharpe Ratio of 4.61. The chart below compares the historical Sharpe Ratios of NWLG and EMNT, 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 Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
1.11
4.61
NWLG
EMNT

Dividends

NWLG vs. EMNT - Dividend Comparison

NWLG has not paid dividends to shareholders, while EMNT's dividend yield for the trailing twelve months is around 5.12%.


TTM202420232022202120202019
NWLG
Nuveen Winslow Large-Cap Growth ESG ETF
0.00%0.00%0.02%0.00%0.00%0.00%0.00%
EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund
5.12%5.14%4.62%2.79%0.83%1.44%0.13%

Drawdowns

NWLG vs. EMNT - Drawdown Comparison

The maximum NWLG drawdown since its inception was -39.89%, which is greater than EMNT's maximum drawdown of -2.28%. Use the drawdown chart below to compare losses from any high point for NWLG and EMNT. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.84%
0
NWLG
EMNT

Volatility

NWLG vs. EMNT - Volatility Comparison

Nuveen Winslow Large-Cap Growth ESG ETF (NWLG) has a higher volatility of 5.42% compared to PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund (EMNT) at 0.08%. This indicates that NWLG's price experiences larger fluctuations and is considered to be riskier than EMNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
5.42%
0.08%
NWLG
EMNT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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