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ISIN
US67092P1021
CUSIP
67092P102
Issuer
Nuveen
Inception Date
Sep 14, 2016
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
ICE BofA Enhanced Yield US Broad Bond
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$96M

Share Price Chart


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Performance

NUAG Performance Chart

Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) is up 0.7% since the beginning of the year. NUAG is currently trading at $21 per share. Investors who bought $1,000 worth of NUAG shares 5 years ago would now be looking at an investment worth $1,022.


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S&P 500 Index

Returns By Period

Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) has returned 0.65% so far this year and 5.11% over the past 12 months.


Nuveen Enhanced Yield U.S. Aggregate Bond ETF

1D
-0.24%
1M
0.55%
YTD
0.65%
6M
0.79%
1Y
5.11%
3Y*
4.85%
5Y*
0.43%
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)

NUAG Monthly Returns History

Based on dividend-adjusted daily data since Sep 15, 2016, NUAG's average daily return is +0.01%, while the average monthly return is +0.15%. At this rate, an investment would double in approximately 38.5 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2023 with a return of +4.9%, while the worst month was Apr 2022 at -4.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, NUAG closed higher 51% of trading days. The best single day was Mar 23, 2020 with a return of +3.7%, while the worst single day was Mar 12, 2020 at -2.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.38%1.37%-1.77%0.38%0.41%-0.09%0.65%
20250.47%2.06%-0.14%-0.11%-0.23%1.67%0.05%1.14%1.34%0.58%0.62%-0.28%7.37%
2024-0.37%-1.20%1.11%-2.33%1.70%0.74%2.26%1.45%1.64%-2.17%1.36%-2.02%2.02%
20233.54%-2.64%2.47%0.75%-1.31%0.10%0.12%-0.55%-2.42%-1.55%4.89%4.23%7.52%
2022-2.40%-1.41%-2.75%-4.55%0.96%-2.06%2.95%-3.07%-4.53%-1.28%4.33%-0.72%-13.97%
2021-0.63%-2.14%-0.90%0.91%-0.06%0.97%1.19%-0.23%-1.04%0.05%0.17%-0.28%-2.03%

Benchmark Metrics

Nuveen Enhanced Yield U.S. Aggregate Bond ETF has an annualized alpha of 0.83%, beta of 0.07, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since September 15, 2016.

  • This ETF participated in 24.34% of S&P 500 Index downside but only 14.23% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.07 may look defensive, but with R2 of 0.05 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.05 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.83%
Beta
0.07
0.05
Upside Capture
14.23%
Downside Capture
24.34%

Expense Ratio

NUAG has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

NUAG ranks 41 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


NUAG Risk / Return Rank: 4141
Overall Rank
NUAG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
NUAG Sortino Ratio Rank: 4444
Sortino Ratio Rank
NUAG Omega Ratio Rank: 3939
Omega Ratio Rank
NUAG Calmar Ratio Rank: 4141
Calmar Ratio Rank
NUAG Martin Ratio Rank: 3838
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 Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) 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.


NUAGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

2.02

2.78

-0.77

Martin ratioReturn relative to average drawdown

5.87

12.44

-6.57

Dividends

Dividend History

Nuveen Enhanced Yield U.S. Aggregate Bond ETF provided a 4.50% dividend yield over the last twelve months, with an annual payout of $0.94 per share. The fund has been increasing its distributions for 4 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.94$0.94$0.92$0.83$0.74$0.56$0.75$0.87$0.88$0.83$0.12

Dividend yield

4.50%4.43%4.44%3.95%3.60%2.27%2.93%3.54%3.79%3.38%0.48%

Monthly Dividends

The table displays the monthly dividend distributions for Nuveen Enhanced Yield U.S. Aggregate Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.08$0.07$0.08$0.07$0.08$0.38
2025$0.00$0.08$0.07$0.06$0.08$0.09$0.08$0.09$0.08$0.09$0.08$0.15$0.94
2024$0.00$0.07$0.07$0.08$0.07$0.07$0.06$0.07$0.09$0.08$0.08$0.18$0.92
2023$0.00$0.06$0.06$0.07$0.06$0.07$0.07$0.07$0.08$0.07$0.07$0.16$0.83
2022$0.00$0.04$0.04$0.05$0.05$0.05$0.07$0.05$0.05$0.09$0.08$0.16$0.74
2021$0.00$0.02$0.04$0.07$0.04$0.11$0.05$0.02$0.03$0.04$0.04$0.10$0.56

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 Nuveen Enhanced Yield U.S. Aggregate Bond 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 Nuveen Enhanced Yield U.S. Aggregate Bond ETF was 19.79%, occurring on Oct 24, 2022. Recovery took 828 trading sessions.

The current Nuveen Enhanced Yield U.S. Aggregate Bond ETF drawdown is 1.09%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-19.79%Oct 2022
2y 2mo3y 3mo
5y 6moAug 2020 - Feb 2026
COVID crash2020
-11.39%Mar 2020
10d2mo 23d
3mo 3dMar 2020 - Jun 2020
2016 pullback2016
-4.12%Dec 2016
2mo 21d7mo 17d
10mo 8dSep 2016 - Aug 2017
Rate-hike selloffLate 2018
-4.02%Nov 2018
1y 2mo3mo 24d
1y 5moSep 2017 - Mar 2019
2026 pullback2026
-2.54%Mar 2026
25d
3mo 23dMar 2026 - now

Drawdown Indicators


NUAGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-19.79%

-56.78%

+36.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-9.10%

+6.56%

Max Drawdown (3Y)

Largest decline over 3 years

-5.61%

-18.90%

+13.29%

Max Drawdown (5Y)

Largest decline over 5 years

-19.19%

-25.43%

+6.24%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.09%

-1.80%

+0.71%

Average Drawdown

Average peak-to-trough decline

-4.93%

-10.71%

+5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

2.03%

-1.16%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with NUAG

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