NUVEEN ESG LARGE-CAP VALUE ETF
Symbol: NULV
Exchange: BATS
Sector: Technology
Category: Large Value
Inception date: 13/12/2016
Latest date: 17/07/2026
Current price: $51.21
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
2.73%
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
5.63%
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
11.30%
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
23.61%
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
33.87%
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
55.81%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.087%
Best day
2.403%
Worst day
-1.831%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $51.37 | $51.58 | $51.17 | $51.21 | 89,200 |
| 16/07/2026 | $51.32 | $51.53 | $51.32 | $51.49 | 43,400 |
| 15/07/2026 | $51.30 | $51.45 | $51.13 | $51.26 | 59,900 |
| 14/07/2026 | $51.40 | $51.47 | $51.19 | $51.25 | 55,600 |
| 13/07/2026 | $51.51 | $51.64 | $51.48 | $51.56 | 55,600 |
| 10/07/2026 | $51.43 | $51.54 | $51.24 | $51.39 | 56,100 |
| 09/07/2026 | $50.71 | $51.14 | $50.62 | $51.14 | 49,900 |
| 08/07/2026 | $50.88 | $50.90 | $50.70 | $50.75 | 42,300 |
| 07/07/2026 | $51.16 | $51.31 | $51.12 | $51.13 | 80,800 |
| 06/07/2026 | $50.74 | $50.92 | $50.65 | $50.89 | 62,500 |