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Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Nuveen

Inception Date

Mar 31, 2017

Region

North America (U.S.)

Leveraged

1x

Index Tracked

ICE BofA Enhanced Yield US Broad Bond (1-5 Y)

Asset Class

Bond

Expense Ratio

NUSA has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for NUSA: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

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:
NUSA vs. IUSB NUSA vs. LQDI NUSA vs. VGIT NUSA vs. JEPI NUSA vs. AGG NUSA vs. FLOT
Popular comparisons:
NUSA vs. IUSB NUSA vs. LQDI NUSA vs. VGIT NUSA vs. JEPI NUSA vs. AGG NUSA vs. FLOT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Nuveen Enhanced Yield 1-5 Year 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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.50%
10.70%
NUSA (Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF)
Benchmark (^GSPC)

Returns By Period

Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF had a return of 3.56% year-to-date (YTD) and 4.10% in the last 12 months.


NUSA

YTD

3.56%

1M

0.53%

6M

2.62%

1Y

4.10%

5Y (annualized)

1.31%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

26.85%

1M

3.07%

6M

10.27%

1Y

27.63%

5Y (annualized)

13.60%

10Y (annualized)

11.35%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.11%-0.66%0.43%-0.66%0.98%0.80%1.54%0.80%1.03%-1.25%0.44%3.56%
20231.52%-1.16%1.49%0.49%-0.29%-0.44%0.34%0.27%-0.44%-0.15%1.80%1.70%5.19%
2022-1.05%-0.74%-1.77%-1.39%0.84%-1.14%1.31%-1.48%-2.03%-0.25%1.64%0.06%-5.91%
20210.06%-0.40%-0.17%0.24%0.25%-0.13%0.39%-0.08%-0.40%-0.42%-0.23%-0.14%-1.04%
20200.82%0.69%-1.35%1.53%1.03%0.95%0.54%0.10%-0.23%0.03%0.25%0.42%4.86%
20190.69%0.29%0.91%0.19%0.72%0.87%0.01%1.11%-0.04%0.34%0.02%0.37%5.62%
2018-0.28%-0.39%0.05%-0.12%0.40%-0.16%0.13%0.51%0.14%-0.03%0.11%1.05%1.40%
20170.08%0.46%0.02%0.46%0.36%-0.16%-0.00%-0.28%0.07%1.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NUSA 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 NUSA is 6565
Overall Rank
The Sharpe Ratio Rank of NUSA is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of NUSA is 7373
Sortino Ratio Rank
The Omega Ratio Rank of NUSA is 7373
Omega Ratio Rank
The Calmar Ratio Rank of NUSA is 5252
Calmar Ratio Rank
The Martin Ratio Rank of NUSA is 5858
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 Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF (NUSA) 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 NUSA, currently valued at 1.81, compared to the broader market0.002.004.001.812.31
The chart of Sortino ratio for NUSA, currently valued at 2.72, compared to the broader market-2.000.002.004.006.008.0010.002.723.11
The chart of Omega ratio for NUSA, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.43
The chart of Calmar ratio for NUSA, currently valued at 1.37, compared to the broader market0.005.0010.0015.001.373.33
The chart of Martin ratio for NUSA, currently valued at 7.32, compared to the broader market0.0020.0040.0060.0080.00100.007.3214.75
NUSA
^GSPC

The current Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF Sharpe ratio is 1.81. 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 Enhanced Yield 1-5 Year 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.81
2.35
NUSA (Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF provided a 3.56% dividend yield over the last twelve months, with an annual payout of $0.82 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.802017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.82$0.82$0.55$0.53$0.64$0.71$0.78$0.55

Dividend yield

3.56%3.54%2.44%2.16%2.51%2.85%3.22%2.21%

Monthly Dividends

The table displays the monthly dividend distributions for Nuveen Enhanced Yield 1-5 Year 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$0.07$0.07$0.07$0.07$0.07$0.07$0.08$0.09$0.08$0.08$0.07$0.82
2023$0.00$0.05$0.05$0.05$0.05$0.05$0.08$0.07$0.08$0.07$0.08$0.20$0.82
2022$0.00$0.04$0.04$0.04$0.04$0.04$0.05$0.04$0.05$0.05$0.05$0.12$0.55
2021$0.00$0.04$0.05$0.05$0.05$0.05$0.05$0.04$0.04$0.05$0.04$0.09$0.53
2020$0.00$0.05$0.06$0.05$0.06$0.05$0.06$0.06$0.05$0.05$0.04$0.11$0.64
2019$0.00$0.07$0.06$0.06$0.05$0.06$0.05$0.05$0.06$0.06$0.06$0.15$0.71
2018$0.00$0.06$0.05$0.06$0.06$0.05$0.06$0.06$0.12$0.07$0.06$0.13$0.78
2017$0.04$0.06$0.06$0.06$0.06$0.06$0.06$0.14$0.55

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.95%
-0.27%
NUSA (Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Nuveen Enhanced Yield 1-5 Year 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 1-5 Year U.S. Aggregate Bond ETF was 9.44%, occurring on Oct 20, 2022. Recovery took 441 trading sessions.

The current Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF drawdown is 0.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.44%Aug 4, 2021306Oct 20, 2022441Jul 31, 2024747
-7.95%Mar 9, 20209Mar 19, 202041May 18, 202050
-1.62%Sep 25, 202435Nov 12, 2024
-1.56%Sep 12, 2017137May 17, 201898Dec 4, 2018235
-0.84%Sep 5, 20197Sep 13, 201912Oct 2, 201919

Volatility

Volatility Chart

The current Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF volatility is 0.63%, 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.63%
2.35%
NUSA (Nuveen Enhanced Yield 1-5 Year 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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