We classify non-big Ulrich vector bundles on quadrics. On any smooth n-dimensional variety we give a pretty precise picture of rank r Ulrich vector bundles with numerical dimension at most n 2 + r − 1. Turning to fourfolds, we first classify, with some exceptions, non-big Ulrich vector bundles on them. This allows a complete classification in the case of rank one fourfolds, in the case of Mukai fourfolds and in the case of Del Pezzo n-folds for n ≤ 4. We also classify Ulrich bundles E with det E non-big on Del Pezzo and Mukai n-folds, n ≥ 2.