NUVEEN ESG MID-CAP GROWTH ETF
Symbol: NUMG
Exchange: BATS
Sector: Technology
Category: Mid-Cap Growth
Inception date: 13/12/2016
Latest date: 17/07/2026
Current price: $46.08
Expense ratio: 0.31%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.28%
Ann. -45.15% (Sharpe / Sortino numerator)
Volatility
22.99%
Sharpe ratio
-2.122
VaR 95%
-2.29%
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
4.91%
Ann. -41.98% (Sharpe / Sortino numerator)
Volatility
23.29%
Sharpe ratio
-1.959
VaR 95%
-2.72%
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
-1.52%
Ann. -28.79% (Sharpe / Sortino numerator)
Volatility
20.04%
Sharpe ratio
-1.618
VaR 95%
-2.42%
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.
Period total return
-4.32%
Ann. -5.39% (Sharpe / Sortino numerator)
Volatility
23.33%
Sharpe ratio
-0.386
VaR 95%
-2.38%
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
8.47%
Ann. -2.11% (Sharpe / Sortino numerator)
Volatility
21.18%
Sharpe ratio
-0.271
VaR 95%
-2.29%
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
14.03%
Ann. 2.97% (Sharpe / Sortino numerator)
Volatility
19.61%
Sharpe ratio
-0.034
VaR 95%
-1.95%
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
-0.011%
Best day
3.294%
Worst day
-3.265%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $45.75 | $46.19 | $45.75 | $46.08 | 5,500 |
| 16/07/2026 | $46.39 | $46.48 | $46.28 | $46.45 | 10,700 |
| 15/07/2026 | $47.40 | $47.40 | $46.40 | $46.57 | 8,600 |
| 14/07/2026 | $47.09 | $47.34 | $46.94 | $47.05 | 12,600 |
| 13/07/2026 | $46.97 | $47.39 | $46.82 | $46.96 | 7,800 |
| 10/07/2026 | $47.44 | $47.44 | $47.00 | $47.05 | 32,600 |
| 09/07/2026 | $46.89 | $47.56 | $46.89 | $47.41 | 9,900 |
| 08/07/2026 | $46.25 | $46.51 | $45.98 | $46.51 | 17,000 |
| 07/07/2026 | $47.39 | $47.39 | $46.82 | $46.86 | 10,200 |
| 06/07/2026 | $46.98 | $47.51 | $46.98 | $47.48 | 21,600 |