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BGRN vs. NXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGRN vs. NXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Green Bond ETF (BGRN) and Nuveen International Aggregate Bond ETF (NXUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BGRN achieves a 0.93% return, which is significantly lower than NXUS's 1.45% return.


BGRN

1D
0.27%
1M
0.83%
YTD
0.93%
6M
0.88%
1Y
4.52%
3Y*
4.89%
5Y*
0.66%
10Y*

NXUS

1D
0.26%
1M
1.28%
YTD
1.45%
6M
1.32%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGRN vs. NXUS - Yearly Performance Comparison


Correlation

The correlation between BGRN and NXUS is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.76

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Return for Risk

BGRN vs. NXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGRN
BGRN Risk / Return Rank: 4848
Overall Rank
BGRN Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BGRN Sortino Ratio Rank: 5555
Sortino Ratio Rank
BGRN Omega Ratio Rank: 4848
Omega Ratio Rank
BGRN Calmar Ratio Rank: 4646
Calmar Ratio Rank
BGRN Martin Ratio Rank: 4545
Martin Ratio Rank

NXUS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

BGRN vs. NXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Green Bond ETF (BGRN) and Nuveen International Aggregate Bond ETF (NXUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


BGRNNXUSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.04

Martin ratioReturn relative to average drawdown

6.63

BGRN vs. NXUS - Sharpe Ratio Comparison


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Drawdowns

BGRN vs. NXUS - Drawdown Comparison

The maximum BGRN drawdown since its inception was -19.16%, which is greater than NXUS's maximum drawdown of -2.81%. Use the drawdown chart below to compare losses from any high point for BGRN and NXUS.


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Drawdown Indicators


BGRNNXUSDifference

Max Drawdown

Largest peak-to-trough decline

-19.16%

-2.81%

-16.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-4.55%

Max Drawdown (5Y)

Largest decline over 5 years

-18.73%

Current Drawdown

Current decline from peak

-0.34%

-0.38%

+0.04%

Average Drawdown

Average peak-to-trough decline

-5.75%

-0.90%

-4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

Volatility

BGRN vs. NXUS - Volatility Comparison


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Volatility by Period


BGRNNXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

2.97%

3.73%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.47%

3.73%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.99%

3.73%

+1.26%

BGRN vs. NXUS - Expense Ratio Comparison

BGRN has a 0.20% expense ratio, which is higher than NXUS's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BGRN vs. NXUS - Dividend Comparison

BGRN's dividend yield for the trailing twelve months is around 4.27%, more than NXUS's 1.65% yield.


PositionTTM20252024202320222021202020192018
BGRN
iShares USD Green Bond ETF
4.27%4.21%4.07%3.52%2.66%0.78%1.82%3.66%0.21%
NXUS
Nuveen International Aggregate Bond ETF
1.65%0.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BGRN and NXUS have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NXUS is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NXUS is cheaper with a 0.08% expense ratio, compared with 0.20% for BGRN.

BGRN has the higher dividend yield at 4.27%, compared with 1.65% for NXUS.

BGRN tracks Bloomberg MSCI USD Green Bond Select Index, while NXUS tracks Bloomberg Global Aggregate ex-USD Index (USD Hedged). They also come from different issuers: iShares and Nuveen. Their fees differ too: 0.20% for BGRN and 0.08% for NXUS.

Portfolio Optimizer

Find the right allocation for BGRN and NXUS

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