NUVEEN ESG LARGE-CAP VALUE ETF
Symbol: NULV
Exchange: BATS
Sector: Technology
Category: Large Value
Inception date: 13/12/2016
Latest date: 15/10/2026
Current price: $54.27
Expense ratio: 0.26%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.71%
Ann. -34.94% (Sharpe / Sortino numerator)
Volatility
14.20%
Sharpe ratio
-2.716
VaR 95%
-1.46%
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
5.87%
Ann. 6.43% (Sharpe / Sortino numerator)
Volatility
12.53%
Sharpe ratio
0.224
VaR 95%
-1.38%
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
13.92%
Ann. 13.45% (Sharpe / Sortino numerator)
Volatility
11.57%
Sharpe ratio
0.848
VaR 95%
-1.30%
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
26.03%
Ann. 15.15% (Sharpe / Sortino numerator)
Volatility
14.93%
Sharpe ratio
0.771
VaR 95%
-1.29%
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
34.10%
Ann. 11.51% (Sharpe / Sortino numerator)
Volatility
13.36%
Sharpe ratio
0.590
VaR 95%
-1.18%
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
71.74%
Ann. 12.89% (Sharpe / Sortino numerator)
Volatility
12.56%
Sharpe ratio
0.737
VaR 95%
-1.16%
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
0.095%
Best day
2.403%
Worst day
-1.831%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $54.03 | $54.29 | $53.87 | $54.27 | 125,300 |
| 14/10/2026 | $54.09 | $54.11 | $53.74 | $53.91 | 208,700 |
| 13/10/2026 | $54.44 | $54.48 | $54.24 | $54.30 | 139,200 |
| 12/10/2026 | $54.17 | $54.29 | $54.17 | $54.27 | 109,400 |
| 09/10/2026 | $53.69 | $54.02 | $53.68 | $53.93 | 67,100 |
| 08/10/2026 | $53.24 | $53.61 | $53.20 | $53.57 | 109,800 |
| 07/10/2026 | $53.58 | $53.58 | $53.28 | $53.44 | 204,300 |
| 06/10/2026 | $53.70 | $53.88 | $53.70 | $53.79 | 317,700 |
| 05/10/2026 | $53.27 | $53.57 | $53.13 | $53.48 | 159,200 |
| 02/10/2026 | $53.21 | $53.27 | $53.05 | $53.21 | 387,900 |