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Nuveen ESG U.S. Aggregate Bond ETF (NUBD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US67092P8703

CUSIP

67092P870

Issuer

Nuveen

Inception Date

Sep 29, 2017

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Bloomberg Barclays MSCI US Aggregate ESG Select Index

Asset Class

Bond

Expense Ratio

NUBD has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for NUBD: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
NUBD vs. EAGG NUBD vs. MBB NUBD vs. BIV NUBD vs. AGG NUBD vs. VCEB NUBD vs. SPAB NUBD vs. BND NUBD vs. SCHZ
Popular comparisons:
NUBD vs. EAGG NUBD vs. MBB NUBD vs. BIV NUBD vs. AGG NUBD vs. VCEB NUBD vs. SPAB NUBD vs. BND NUBD vs. SCHZ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Nuveen ESG U.S. Aggregate Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
5.96%
132.18%
NUBD (Nuveen ESG U.S. Aggregate Bond ETF)
Benchmark (^GSPC)

Returns By Period

Nuveen ESG U.S. Aggregate Bond ETF had a return of 1.13% year-to-date (YTD) and 1.75% in the last 12 months.


NUBD

YTD

1.13%

1M

-0.32%

6M

1.18%

1Y

1.75%

5Y*

-0.52%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of NUBD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.36%-1.18%0.78%-2.64%1.76%1.16%2.08%1.38%1.42%-2.53%1.13%1.13%
20233.10%-2.59%2.68%0.49%-1.18%-0.23%-0.13%-0.67%-2.47%-1.47%4.37%3.72%5.42%
2022-2.05%-1.07%-2.76%-3.87%0.76%-1.54%2.53%-3.08%-4.15%-1.11%3.60%-0.65%-12.89%
2021-0.45%-1.78%-1.14%0.60%0.14%0.78%1.00%-0.21%-1.05%-0.10%0.36%-0.32%-2.19%
20201.98%1.66%0.42%1.52%0.30%0.78%1.38%-1.10%-0.12%-0.59%0.99%-0.21%7.18%
20190.91%0.02%1.95%-0.13%1.77%1.22%0.18%2.63%-0.85%0.39%0.01%-0.12%8.22%
2018-1.28%-1.08%0.33%-0.11%0.70%-0.04%-0.09%0.78%-0.56%-0.80%0.42%2.12%0.33%
20170.08%-0.09%0.27%0.26%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NUBD is 17, meaning it’s performing worse than 83% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of NUBD is 1717
Overall Rank
The Sharpe Ratio Rank of NUBD is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of NUBD is 1717
Sortino Ratio Rank
The Omega Ratio Rank of NUBD is 1717
Omega Ratio Rank
The Calmar Ratio Rank of NUBD is 1515
Calmar Ratio Rank
The Martin Ratio Rank of NUBD is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Nuveen ESG U.S. Aggregate Bond ETF (NUBD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for NUBD, currently valued at 0.35, compared to the broader market0.002.004.000.351.90
The chart of Sortino ratio for NUBD, currently valued at 0.51, compared to the broader market-2.000.002.004.006.008.0010.000.512.54
The chart of Omega ratio for NUBD, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.35
The chart of Calmar ratio for NUBD, currently valued at 0.13, compared to the broader market0.005.0010.0015.000.132.81
The chart of Martin ratio for NUBD, currently valued at 0.97, compared to the broader market0.0020.0040.0060.0080.00100.000.9712.39
NUBD
^GSPC

The current Nuveen ESG U.S. Aggregate Bond ETF Sharpe ratio is 0.35. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Nuveen ESG U.S. Aggregate Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.35
1.90
NUBD (Nuveen ESG U.S. Aggregate Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Nuveen ESG U.S. Aggregate Bond ETF provided a 3.29% dividend yield over the last twelve months, with an annual payout of $0.72 per share. The fund has been increasing its distributions for 2 consecutive years.


0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.802017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.72$0.66$0.62$0.53$0.59$0.68$0.75$0.15

Dividend yield

3.29%2.98%2.84%2.05%2.21%2.66%3.08%0.58%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.06$0.06$0.06$0.06$0.07$0.06$0.07$0.07$0.07$0.07$0.07$0.72
2023$0.00$0.05$0.05$0.05$0.05$0.06$0.06$0.06$0.06$0.06$0.06$0.12$0.66
2022$0.00$0.04$0.04$0.05$0.04$0.05$0.05$0.05$0.05$0.05$0.05$0.17$0.62
2021$0.00$0.04$0.04$0.04$0.04$0.04$0.05$0.04$0.04$0.05$0.04$0.10$0.53
2020$0.00$0.04$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.04$0.10$0.59
2019$0.00$0.06$0.05$0.06$0.05$0.06$0.05$0.05$0.06$0.06$0.06$0.13$0.68
2018$0.00$0.06$0.06$0.06$0.06$0.05$0.06$0.06$0.11$0.06$0.06$0.11$0.75
2017$0.04$0.11$0.15

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.34%
-3.58%
NUBD (Nuveen ESG U.S. Aggregate Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Nuveen ESG 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 ESG U.S. Aggregate Bond ETF was 19.45%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Nuveen ESG U.S. Aggregate Bond ETF drawdown is 10.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.45%Aug 5, 2020558Oct 20, 2022
-7.28%Mar 10, 20208Mar 19, 202018Apr 15, 202026
-2.73%Dec 19, 2017101May 17, 2018152Dec 28, 2018253
-1.98%Sep 5, 20197Sep 13, 201915Oct 4, 201922
-1.5%Oct 7, 201926Nov 11, 201947Jan 21, 202073

Volatility

Volatility Chart

The current Nuveen ESG U.S. Aggregate Bond ETF volatility is 1.51%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.51%
3.64%
NUBD (Nuveen ESG U.S. Aggregate Bond ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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