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Issuer
Nuveen
Inception Date
Sep 25, 2019
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Bloomberg Barclays MSCI US Aggregate ESG Select Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$108M

Share Price Chart


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Performance

NUHY Performance Chart

Nuveen ESG High Yield Corporate Bond ETF (NUHY) is up 1.8% since the beginning of the year. NUHY is currently trading at $21 per share. Investors who bought $1,000 worth of NUHY shares 5 years ago would now be looking at an investment worth $1,188.


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S&P 500 Index

Returns By Period

Nuveen ESG High Yield Corporate Bond ETF (NUHY) has returned 1.83% so far this year and 6.49% over the past 12 months.


Nuveen ESG High Yield Corporate Bond ETF

1D
-0.30%
1M
0.93%
YTD
1.83%
6M
1.92%
1Y
6.49%
3Y*
8.83%
5Y*
3.50%
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)

NUHY Monthly Returns History

Based on dividend-adjusted daily data since Sep 26, 2019, NUHY's average daily return is +0.02%, while the average monthly return is +0.32%. At this rate, an investment would double in approximately 18.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Jul 2022 with a return of +6.7%, while the worst month was Mar 2020 at -10.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, NUHY closed higher 53% of trading days. The best single day was Mar 26, 2020 with a return of +4.0%, while the worst single day was Mar 16, 2020 at -6.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.51%-0.06%-1.36%1.90%0.62%0.23%1.83%
20251.37%1.08%-1.18%0.31%1.88%2.03%-0.11%1.07%0.93%0.13%0.88%0.41%9.12%
20240.10%0.03%1.31%-1.18%1.51%0.45%2.24%1.66%1.39%-1.13%1.66%-0.93%7.26%
20233.65%-2.23%2.06%0.47%-1.53%1.83%1.12%0.12%-1.80%-1.40%5.08%3.59%11.18%
2022-2.83%-0.63%-1.08%-4.32%0.80%-7.39%6.71%-4.38%-3.86%3.99%2.90%-1.50%-11.80%
2021-0.16%-0.42%0.21%0.81%0.17%0.62%0.23%0.62%-0.14%-0.18%-1.28%1.98%2.46%

Benchmark Metrics

Nuveen ESG High Yield Corporate Bond ETF has an annualized alpha of -1.06%, beta of 0.32, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since September 26, 2019.

  • This ETF participated in 47.22% of S&P 500 Index downside but only 29.48% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.32 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
-1.06%
Beta
0.32
0.58
Upside Capture
29.48%
Downside Capture
47.22%

Expense Ratio

NUHY has an expense ratio of 0.30%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NUHY ranks 53 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.


NUHY Risk / Return Rank: 5353
Overall Rank
NUHY Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
NUHY Sortino Ratio Rank: 5656
Sortino Ratio Rank
NUHY Omega Ratio Rank: 5555
Omega Ratio Rank
NUHY Calmar Ratio Rank: 4747
Calmar Ratio Rank
NUHY Martin Ratio Rank: 5959
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 ESG High Yield Corporate Bond ETF (NUHY) 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.


NUHYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

2.27

2.78

-0.51

Martin ratioReturn relative to average drawdown

10.08

12.44

-2.36

Dividends

Dividend History

Nuveen ESG High Yield Corporate Bond ETF provided a 6.61% dividend yield over the last twelve months, with an annual payout of $1.41 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.502019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$1.41$1.41$1.39$1.40$1.29$1.19$1.27$0.35

Dividend yield

6.61%6.51%6.59%6.64%6.36%4.88%5.10%1.37%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.11$0.11$0.12$0.12$0.12$0.59
2025$0.00$0.11$0.11$0.13$0.11$0.12$0.11$0.12$0.12$0.12$0.12$0.24$1.41
2024$0.00$0.11$0.11$0.13$0.11$0.12$0.11$0.11$0.12$0.12$0.12$0.24$1.39
2023$0.00$0.10$0.10$0.11$0.11$0.12$0.11$0.12$0.12$0.11$0.12$0.27$1.40
2022$0.00$0.09$0.09$0.10$0.10$0.10$0.11$0.11$0.10$0.11$0.14$0.24$1.29
2021$0.00$0.08$0.10$0.10$0.10$0.10$0.11$0.09$0.10$0.11$0.10$0.22$1.19

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 ESG High Yield Corporate 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 High Yield Corporate Bond ETF was 20.14%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current Nuveen ESG High Yield Corporate Bond ETF drawdown is 0.30%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-20.14%Mar 2020
1mo 1d5mo 13d
6mo 14dFeb 2020 - Sep 2020
Bear market2022
-16.92%Sep 2022
1y 10d1y 7mo
2y 8moSep 2021 - May 2024
2025 selloff2025
-4.68%Apr 2025
1mo 6d1mo 4d
2mo 10dMar 2025 - May 2025
2026 pullback2026
-2.87%Mar 2026
29d18d
1mo 17dFeb 2026 - Apr 2026
2021 pullback2021
-2.29%Mar 2021
1mo 7d1mo 19d
2mo 26dFeb 2021 - May 2021

Drawdown Indicators


NUHYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.14%

-56.78%

+36.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-9.10%

+6.23%

Max Drawdown (3Y)

Largest decline over 3 years

-4.68%

-18.90%

+14.22%

Max Drawdown (5Y)

Largest decline over 5 years

-16.92%

-25.43%

+8.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.30%

-1.80%

+1.50%

Average Drawdown

Average peak-to-trough decline

-3.51%

-10.71%

+7.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

2.03%

-1.39%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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