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NWLG vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWLG vs. VUG - Performance Comparison

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

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NWLG vs. VUG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NWLG
Nuveen Winslow Large-Cap Growth ESG ETF
-12.08%13.21%29.17%43.55%-31.52%5.24%
VUG
Vanguard Growth ETF
-10.37%19.40%32.69%46.83%-33.16%7.34%

Returns By Period

In the year-to-date period, NWLG achieves a -12.08% return, which is significantly lower than VUG's -10.37% return.


NWLG

1D
3.58%
1M
-6.71%
YTD
-12.08%
6M
-11.20%
1Y
10.34%
3Y*
18.03%
5Y*
10Y*

VUG

1D
4.00%
1M
-5.12%
YTD
-10.37%
6M
-8.73%
1Y
18.30%
3Y*
21.15%
5Y*
11.43%
10Y*
16.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NWLG vs. VUG - Expense Ratio Comparison

NWLG has a 0.64% expense ratio, which is higher than VUG's 0.03% expense ratio.


Return for Risk

NWLG vs. VUG — Risk / Return Rank

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

NWLG
NWLG Risk / Return Rank: 2626
Overall Rank
NWLG Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
NWLG Sortino Ratio Rank: 2828
Sortino Ratio Rank
NWLG Omega Ratio Rank: 2828
Omega Ratio Rank
NWLG Calmar Ratio Rank: 2424
Calmar Ratio Rank
NWLG Martin Ratio Rank: 2424
Martin Ratio Rank

VUG
VUG Risk / Return Rank: 5050
Overall Rank
VUG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 5454
Sortino Ratio Rank
VUG Omega Ratio Rank: 5353
Omega Ratio Rank
VUG Calmar Ratio Rank: 4949
Calmar Ratio Rank
VUG Martin Ratio Rank: 4545
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. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Winslow Large-Cap Growth ESG ETF (NWLG) 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.


NWLGVUGDifference

Sharpe ratio

Return per unit of total volatility

0.45

0.81

-0.36

Sortino ratio

Return per unit of downside risk

0.81

1.31

-0.50

Omega ratio

Gain probability vs. loss probability

1.11

1.18

-0.07

Calmar ratio

Return relative to maximum drawdown

0.53

1.11

-0.58

Martin ratio

Return relative to average drawdown

1.75

3.96

-2.21

NWLG vs. VUG - Sharpe Ratio Comparison

The current NWLG Sharpe Ratio is 0.45, which is lower than the VUG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of NWLG 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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Sharpe Ratios by Period


NWLGVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.81

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.57

-0.29

Correlation

The correlation between NWLG and VUG is 0.97, 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.


Dividends

NWLG vs. VUG - Dividend Comparison

NWLG has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.46%.


TTM20252024202320222021202020192018201720162015
NWLG
Nuveen Winslow Large-Cap Growth ESG ETF
0.00%0.00%0.00%0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.46%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Drawdowns

NWLG vs. VUG - Drawdown Comparison

The maximum NWLG drawdown since its inception was -39.89%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for NWLG and VUG.


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Drawdown Indicators


NWLGVUGDifference

Max Drawdown

Largest peak-to-trough decline

-39.89%

-50.68%

+10.79%

Max Drawdown (1Y)

Largest decline over 1 year

-19.14%

-16.53%

-2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

-16.24%

-13.20%

-3.04%

Average Drawdown

Average peak-to-trough decline

-12.67%

-7.13%

-5.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

4.66%

+1.14%

Volatility

NWLG vs. VUG - Volatility Comparison

Nuveen Winslow Large-Cap Growth ESG ETF (NWLG) and Vanguard Growth ETF (VUG) have volatilities of 6.91% and 7.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWLGVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

7.00%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

12.65%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

22.90%

22.68%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.74%

22.23%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.74%

21.38%

+1.36%