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Nuveen ESG High Yield Corporate Bond ETF (NUHY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerNuveen
Inception DateSep 25, 2019
RegionNorth America (U.S.)
CategoryHigh Yield Bonds
Index TrackedBloomberg Barclays MSCI US Aggregate ESG Select Index
Asset ClassBond

Expense Ratio

NUHY has a high expense ratio of 0.30%, indicating higher-than-average management fees.


Expense ratio chart for NUHY: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

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.


Nuveen ESG High Yield Corporate Bond ETF

Popular comparisons: NUHY vs. IBHE, NUHY vs. PTBD, NUHY vs. USHY, NUHY vs. IBHD, NUHY vs. EIFAX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Nuveen ESG High Yield Corporate 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%20.00%40.00%60.00%80.00%December2024FebruaryMarchAprilMay
8.89%
76.20%
NUHY (Nuveen ESG High Yield Corporate Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Nuveen ESG High Yield Corporate Bond ETF had a return of 1.81% year-to-date (YTD) and 10.02% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date1.81%10.00%
1 month1.80%2.41%
6 months6.84%16.70%
1 year10.02%26.85%
5 years (annualized)N/A12.81%
10 years (annualized)N/A10.84%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.10%0.03%1.31%-1.18%1.81%
20233.66%-2.23%2.06%0.47%-1.53%1.83%1.12%0.12%-1.80%-1.40%5.08%3.59%11.19%
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%0.18%0.62%0.23%0.62%-0.14%-0.18%-1.28%1.98%2.46%
2020-0.44%-0.83%-10.02%2.77%4.80%-0.42%5.36%0.32%-0.99%0.45%3.17%0.76%4.14%
2019-0.13%0.34%0.30%1.69%2.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NUHY is 65, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of NUHY is 6565
NUHY (Nuveen ESG High Yield Corporate Bond ETF)
The Sharpe Ratio Rank of NUHY is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of NUHY is 6666Sortino Ratio Rank
The Omega Ratio Rank of NUHY is 6565Omega Ratio Rank
The Calmar Ratio Rank of NUHY is 5353Calmar Ratio Rank
The Martin Ratio Rank of NUHY is 7676Martin 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 High Yield Corporate Bond ETF (NUHY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


NUHY
Sharpe ratio
The chart of Sharpe ratio for NUHY, currently valued at 1.50, compared to the broader market0.002.004.001.50
Sortino ratio
The chart of Sortino ratio for NUHY, currently valued at 2.29, compared to the broader market-2.000.002.004.006.008.0010.002.29
Omega ratio
The chart of Omega ratio for NUHY, currently valued at 1.27, compared to the broader market0.501.001.502.002.501.27
Calmar ratio
The chart of Calmar ratio for NUHY, currently valued at 0.92, compared to the broader market0.002.004.006.008.0010.0012.0014.000.92
Martin ratio
The chart of Martin ratio for NUHY, currently valued at 8.01, compared to the broader market0.0020.0040.0060.0080.008.01
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.35, compared to the broader market0.002.004.002.35
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.33, compared to the broader market-2.000.002.004.006.008.0010.003.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.002.501.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.002.004.006.008.0010.0012.0014.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.02, compared to the broader market0.0020.0040.0060.0080.009.02

Sharpe Ratio

The current Nuveen ESG High Yield Corporate Bond ETF Sharpe ratio is 1.50. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Nuveen ESG High Yield Corporate 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 Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.50
2.35
NUHY (Nuveen ESG High Yield Corporate Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Nuveen ESG High Yield Corporate Bond ETF granted a 6.80% dividend yield in the last twelve months. The annual payout for that period amounted to $1.43 per share.


PeriodTTM20232022202120202019
Dividend$1.43$1.40$1.29$1.19$1.27$0.35

Dividend yield

6.80%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
2024$0.00$0.11$0.11$0.13$0.11$0.45
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
2020$0.00$0.10$0.12$0.12$0.11$0.10$0.07$0.11$0.11$0.11$0.10$0.23$1.27
2019$0.13$0.21$0.35

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.39%
-0.15%
NUHY (Nuveen ESG High Yield Corporate Bond ETF)
Benchmark (^GSPC)

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 0.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.14%Feb 21, 202022Mar 23, 2020114Sep 2, 2020136
-16.91%Sep 17, 2021259Sep 27, 2022
-2.29%Feb 9, 202127Mar 18, 202134May 6, 202161
-2.19%Sep 3, 202015Sep 24, 202010Oct 8, 202025
-1.6%Oct 13, 202012Oct 28, 20206Nov 5, 202018

Volatility

Volatility Chart

The current Nuveen ESG High Yield Corporate Bond ETF volatility is 1.76%, 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%December2024FebruaryMarchAprilMay
1.76%
3.35%
NUHY (Nuveen ESG High Yield Corporate Bond ETF)
Benchmark (^GSPC)