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Inception Date
Sep 16, 2016
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives
Assets Under Management
$445M

Share Price Chart


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Performance

NBOS Performance Chart

Neuberger Berman Option Strategy ETF (NBOS) is up 6.7% since the beginning of the year. NBOS is currently trading at $28 per share.


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S&P 500 Index

Returns By Period

Neuberger Berman Option Strategy ETF (NBOS) has returned 6.68% so far this year and 18.53% over the past 12 months.


Neuberger Berman Option Strategy ETF

1D
-0.11%
1M
0.90%
YTD
6.68%
6M
6.78%
1Y
18.53%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NBOS Monthly Returns History

Based on dividend-adjusted daily data since Jan 29, 2024, NBOS's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2026 with a return of +4.0%, while the worst month was Mar 2025 at -3.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, NBOS closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +5.6%, while the worst single day was Apr 4, 2025 at -4.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.54%0.92%-2.26%3.95%2.46%0.00%6.68%
20251.80%0.57%-3.27%-1.73%2.55%3.03%1.14%1.62%2.30%1.72%0.48%1.55%12.22%
2024-0.76%1.82%1.59%-1.65%2.48%1.73%-0.17%1.10%1.38%-0.29%3.71%-0.70%10.59%

Benchmark Metrics

Neuberger Berman Option Strategy ETF has an annualized alpha of 1.46%, beta of 0.57, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since January 29, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (48.36%) than losses (34.68%) - typical of diversified or defensive assets.
  • Beta of 0.57 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.46%
Beta
0.57
0.81
Upside Capture
48.36%
Downside Capture
34.68%

Expense Ratio

NBOS has an expense ratio of 0.56%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NBOS ranks 82 for risk / return — in the top 82% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


NBOS Risk / Return Rank: 8282
Overall Rank
NBOS Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
NBOS Sortino Ratio Rank: 7878
Sortino Ratio Rank
NBOS Omega Ratio Rank: 8686
Omega Ratio Rank
NBOS Calmar Ratio Rank: 7979
Calmar Ratio Rank
NBOS Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Neuberger Berman Option Strategy ETF (NBOS) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NBOSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.50

1.37

+0.13

Calmar ratioReturn relative to maximum drawdown

3.95

2.78

+1.16

Martin ratioReturn relative to average drawdown

21.58

12.44

+9.14

Dividends

Dividend History

Neuberger Berman Option Strategy ETF provided a 7.92% dividend yield over the last twelve months, with an annual payout of $2.22 per share.


7.30%7.40%7.50%7.60%7.70%7.80%$0.00$0.50$1.00$1.50$2.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$2.22$2.13$1.93

Dividend yield

7.92%7.81%7.32%

Monthly Dividends

The table displays the monthly dividend distributions for Neuberger Berman Option Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.20$0.19$0.19$0.18$0.19$0.00$0.95
2025$0.18$0.18$0.17$0.16$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.25$2.13
2024$0.29$0.00$0.19$0.19$0.19$0.19$0.18$0.18$0.17$0.35$1.93

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Neuberger Berman Option Strategy ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Neuberger Berman Option Strategy ETF was 12.66%, occurring on Apr 8, 2025. Recovery took 68 trading sessions.

The current Neuberger Berman Option Strategy ETF drawdown is 0.28%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-12.66%Apr 2025
1mo 17d3mo 10d
4mo 27dFeb 2025 - Jul 2025
2024 pullback2024
-5.42%Aug 2024
20d1mo 13d
2mo 3dJul 2024 - Sep 2024
2026 pullback2026
-4.71%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 2026
2024 pullback2024
-3.19%Apr 2024
17d21d
1mo 8dApr 2024 - May 2024
2025 pullback2025
-3.12%Nov 2025
7d8d
15dNov 2025 - Nov 2025

Drawdown Indicators


NBOSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-12.66%

-56.78%

+44.12%

Max Drawdown (1Y)

Largest decline over 1 year

-4.71%

-9.10%

+4.39%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.28%

-1.80%

+1.52%

Average Drawdown

Average peak-to-trough decline

-1.10%

-10.71%

+9.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

2.03%

-1.17%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with NBOS

Add Neuberger Berman Option Strategy ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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