PortfoliosLab logoPortfoliosLab logo
Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Nuveen
Inception Date
Mar 31, 2017
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
ICE BofA Enhanced Yield US Broad Bond (1-5 Y)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

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


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Nuveen ESG 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.


Loading graphics...

S&P 500 Index

Returns By Period

Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA) has returned 0.25% so far this year and 3.93% over the past 12 months.


Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF

1D
0.28%
1M
-0.68%
YTD
0.25%
6M
1.27%
1Y
3.93%
3Y*
4.32%
5Y*
1.60%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 3, 2017, NUSA's average daily return is +0.01%, while the average monthly return is +0.19%. At this rate, your investment would double in approximately 30.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +1.8%, while the worst month was Sep 2022 at -2.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 9 months.

On a daily basis, NUSA closed higher 48% of trading days. The best single day was Mar 23, 2020 with a return of +1.9%, while the worst single day was Mar 19, 2020 at -2.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.17%0.77%-0.68%0.25%
20250.57%1.00%0.56%0.76%-0.25%0.70%0.03%1.01%0.36%0.32%0.58%0.11%5.89%
20240.11%-0.66%0.43%-0.66%0.98%0.80%1.54%0.80%1.03%-1.25%0.44%-0.05%3.52%
20231.52%-1.16%1.49%0.50%-0.29%-0.44%0.33%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%1.30%-1.48%-2.04%-0.25%1.64%0.06%-5.91%
20210.06%-0.40%-0.17%0.24%0.24%-0.13%0.39%-0.08%-0.41%-0.42%-0.23%-0.14%-1.04%

Benchmark Metrics

Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF has an annualized alpha of 2.01%, beta of 0.02, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since April 04, 2017.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (8.89%) than losses (5.89%) — typical of diversified or defensive assets.
  • Beta of 0.02 may look defensive, but with R² of 0.02 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 0.02 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
2.01%
Beta
0.02
0.02
Upside Capture
8.89%
Downside Capture
5.89%

Expense Ratio

NUSA has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

NUSA ranks 91 for risk / return — in the top 91% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


NUSA Risk / Return Rank: 9191
Overall Rank
NUSA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
NUSA Sortino Ratio Rank: 9595
Sortino Ratio Rank
NUSA Omega Ratio Rank: 9090
Omega Ratio Rank
NUSA Calmar Ratio Rank: 9191
Calmar Ratio Rank
NUSA Martin Ratio Rank: 9090
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 1-5 Year U.S. Aggregate Bond ETF (NUSA) and compare them to a chosen benchmark (S&P 500 Index).


NUSABenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.02

0.90

+1.13

Sortino ratio

Return per unit of downside risk

3.11

1.39

+1.72

Omega ratio

Gain probability vs. loss probability

1.39

1.21

+0.18

Calmar ratio

Return relative to maximum drawdown

3.19

1.40

+1.79

Martin ratio

Return relative to average drawdown

12.36

6.61

+5.76

Explore NUSA risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF provided a 3.84% dividend yield over the last twelve months, with an annual payout of $0.90 per share.


2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.90$0.90$0.90$0.82$0.55$0.53$0.64$0.71$0.78$0.55

Dividend yield

3.84%3.83%3.93%3.54%2.44%2.16%2.51%2.85%3.22%2.20%

Monthly Dividends

The table displays the monthly dividend distributions for Nuveen ESG 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
2026$0.00$0.07$0.07$0.14
2025$0.00$0.07$0.07$0.08$0.07$0.08$0.07$0.08$0.08$0.08$0.08$0.15$0.90
2024$0.00$0.07$0.07$0.07$0.07$0.07$0.07$0.08$0.09$0.08$0.08$0.15$0.90
2023$0.00$0.05$0.04$0.05$0.05$0.05$0.08$0.07$0.08$0.07$0.08$0.20$0.82
2022$0.00$0.03$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$0.04$0.05$0.05$0.05$0.05$0.04$0.04$0.04$0.04$0.09$0.53

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Nuveen ESG 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 ESG 1-5 Year U.S. Aggregate Bond ETF was 9.44%, occurring on Oct 20, 2022. Recovery took 445 trading sessions.

The current Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF drawdown is 0.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.44%Aug 4, 2021307Oct 20, 2022445Jul 31, 2024752
-7.95%Mar 9, 20209Mar 19, 202041May 18, 202050
-1.62%Sep 25, 202435Nov 12, 202468Feb 24, 2025103
-1.57%Sep 12, 2017172May 17, 2018117Nov 1, 2018289
-1.28%Mar 2, 202619Mar 26, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...