NUVEEN ESG LARGE-CAP ETF
Symbol: NULC
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 03/06/2019
Latest date: 20/07/2026
Current price: $53.50
Expense ratio: 0.21%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.82%
Ann. -32.10% (Sharpe / Sortino numerator)
Volatility
18.52%
Sharpe ratio
-1.929
VaR 95%
-1.74%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.69%
Ann. -8.51% (Sharpe / Sortino numerator)
Volatility
15.63%
Sharpe ratio
-0.776
VaR 95%
-1.68%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
11.22%
Ann. -2.26% (Sharpe / Sortino numerator)
Volatility
14.44%
Sharpe ratio
-0.408
VaR 95%
-1.66%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
19.05%
Ann. 16.96% (Sharpe / Sortino numerator)
Volatility
18.00%
Sharpe ratio
0.740
VaR 95%
-1.60%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
35.36%
Ann. 11.53% (Sharpe / Sortino numerator)
Volatility
16.04%
Sharpe ratio
0.493
VaR 95%
-1.60%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
65.64%
Ann. 16.37% (Sharpe / Sortino numerator)
Volatility
14.76%
Sharpe ratio
0.863
VaR 95%
-1.42%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.073%
Best day
2.736%
Worst day
-2.903%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $53.93 | $53.93 | $53.50 | $53.50 | 1,500 |
| 17/07/2026 | $53.53 | $53.62 | $53.53 | $53.59 | 2,200 |
| 16/07/2026 | $54.04 | $54.24 | $53.94 | $54.09 | 33,400 |
| 15/07/2026 | $54.45 | $54.45 | $54.45 | $54.45 | 900 |
| 14/07/2026 | $54.71 | $54.72 | $54.68 | $54.68 | 7,000 |
| 13/07/2026 | $54.65 | $54.79 | $54.50 | $54.52 | 1,600 |
| 10/07/2026 | $54.89 | $55.04 | $54.89 | $54.95 | 21,500 |
| 09/07/2026 | $54.39 | $54.55 | $54.39 | $54.53 | 17,300 |
| 08/07/2026 | $53.79 | $53.96 | $53.67 | $53.96 | 8,200 |
| 07/07/2026 | $53.83 | $54.11 | $53.83 | $54.02 | 1,300 |