NUVEEN ESG LARGE-CAP ETF
Symbol: NULC
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 03/06/2019
Latest date: 15/10/2026
Current price: $56.01
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
2.83%
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
2.87%
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
12.34%
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
19.39%
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
35.47%
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
78.90%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.074%
Best day
2.736%
Worst day
-2.903%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $55.60 | $56.08 | $55.60 | $56.01 | 4,100 |
| 14/10/2026 | $56.23 | $56.23 | $55.70 | $55.85 | 8,100 |
| 13/10/2026 | $56.56 | $56.69 | $56.50 | $56.68 | 3,700 |
| 12/10/2026 | $56.57 | $56.57 | $56.55 | $56.57 | 1,300 |
| 09/10/2026 | $56.66 | $56.66 | $56.66 | $56.66 | 100 |
| 08/10/2026 | $56.29 | $56.36 | $56.18 | $56.27 | 2,200 |
| 07/10/2026 | $56.42 | $56.56 | $56.41 | $56.51 | 3,600 |
| 06/10/2026 | $57.00 | $57.04 | $56.90 | $56.90 | 4,700 |
| 05/10/2026 | $56.15 | $56.63 | $56.15 | $56.59 | 2,900 |
| 02/10/2026 | $56.18 | $56.18 | $56.00 | $56.06 | 2,600 |