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NWLG vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NWLG vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Winslow Large-Cap Growth ESG ETF (NWLG) and Hartford Multifactor US Equity ETF (ROUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


NWLG

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ROUS

1D
0.01%
1M
6.18%
YTD
16.55%
6M
16.75%
1Y
29.42%
3Y*
20.87%
5Y*
12.84%
10Y*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NWLG vs. ROUS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NWLG
Nuveen Winslow Large-Cap Growth ESG ETF
-10.63%13.21%29.17%43.55%-31.52%5.24%
ROUS
Hartford Multifactor US Equity ETF
16.55%15.21%17.61%15.05%-9.65%7.69%

Correlation

The correlation between NWLG and ROUS is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2021

0.76

The correlation between NWLG and ROUS shifts across timeframes, from 0.60 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

NWLG vs. ROUS - Sectors Allocation Comparison


Sectors
NWLG
ROUS

Technology

48.0%
33.2%

Communication Services

14.7%
8.6%

Industrials

12.4%
10.4%

Consumer Cyclical

10.3%
9.6%

Healthcare

6.7%
10.7%

Financial Services

5.9%
10.6%

Consumer Defensive

1.0%
5.8%

Basic Materials

1.0%
2.2%

Energy

-

3.0%

Real Estate

-

2.1%

Utilities

-

3.8%

Technology

NWLG
48.0%
ROUS
33.2%

Communication Services

NWLG
14.7%
ROUS
8.6%

Industrials

NWLG
12.4%
ROUS
10.4%

Consumer Cyclical

NWLG
10.3%
ROUS
9.6%

Healthcare

NWLG
6.7%
ROUS
10.7%

Financial Services

NWLG
5.9%
ROUS
10.6%

Consumer Defensive

NWLG
1.0%
ROUS
5.8%

Basic Materials

NWLG
1.0%
ROUS
2.2%

Energy

NWLG

-

ROUS
3.0%

Real Estate

NWLG

-

ROUS
2.1%

Utilities

NWLG

-

ROUS
3.8%

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Return for Risk

NWLG vs. ROUS — Risk / Return Rank

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

NWLG

ROUS
ROUS Risk / Return Rank: 8383
Overall Rank
ROUS Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 8181
Sortino Ratio Rank
ROUS Omega Ratio Rank: 7676
Omega Ratio Rank
ROUS Calmar Ratio Rank: 8787
Calmar Ratio Rank
ROUS Martin Ratio Rank: 8989
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.

NWLG vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Winslow Large-Cap Growth ESG ETF (NWLG) and Hartford Multifactor US Equity ETF (ROUS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NWLG vs. ROUS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NWLGROUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

Drawdowns

NWLG vs. ROUS - Drawdown Comparison


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Drawdown Indicators


NWLGROUSDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

Max Drawdown (5Y)

Largest decline over 5 years

-18.91%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

Volatility

NWLG vs. ROUS - Volatility Comparison


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Volatility by Period


NWLGROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

11.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

NWLG vs. ROUS - Expense Ratio Comparison

NWLG has a 0.64% expense ratio, which is higher than ROUS's 0.19% expense ratio.


Dividends

NWLG vs. ROUS - Dividend Comparison

NWLG's dividend yield for the trailing twelve months is around 15.71%, more than ROUS's 1.32% yield.


PositionTTM20252024202320222021202020192018201720162015
NWLG
Nuveen Winslow Large-Cap Growth ESG ETF
15.71%0.00%0.00%0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROUS
Hartford Multifactor US Equity ETF
1.32%1.52%1.62%1.91%1.88%1.38%2.01%2.12%1.89%1.54%1.97%1.62%

Frequently Asked Questions


NWLG and ROUS have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ROUS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ROUS is cheaper with a 0.19% expense ratio, compared with 0.64% for NWLG.

NWLG has the higher dividend yield at 15.71%, compared with 1.32% for ROUS.

They also come from different issuers: Nuveen and Hartford. Their fees differ too: 0.64% for NWLG and 0.19% for ROUS.

Portfolio Optimizer

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