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IBHD vs. NUHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHD vs. NUHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2024 Term High Yield & Income ETF (IBHD) and Nuveen ESG High Yield Corporate Bond ETF (NUHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBHD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

NUHY

1D
0.14%
1M
0.75%
YTD
1.49%
6M
1.82%
1Y
6.51%
3Y*
8.51%
5Y*
3.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHD vs. NUHY - Yearly Performance Comparison


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Return for Risk

IBHD vs. NUHY — Risk / Return Rank

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

IBHD

NUHY
NUHY Risk / Return Rank: 5353
Overall Rank
NUHY Sharpe Ratio Rank: 5151
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: 5858
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.

IBHD vs. NUHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2024 Term High Yield & Income ETF (IBHD) and Nuveen ESG High Yield Corporate Bond ETF (NUHY). 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.


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

IBHD vs. NUHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBHDNUHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

Drawdowns

IBHD vs. NUHY - Drawdown Comparison

The maximum IBHD drawdown since its inception was 0.00%, smaller than the maximum NUHY drawdown of -20.14%. Use the drawdown chart below to compare losses from any high point for IBHD and NUHY.


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Drawdown Indicators


IBHDNUHYDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-20.14%

+20.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-16.92%

Current Drawdown

Current decline from peak

0.00%

-0.12%

+0.12%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.53%

+3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

Volatility

IBHD vs. NUHY - Volatility Comparison


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Volatility by Period


IBHDNUHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.82%

-3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

7.31%

-7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

8.51%

-8.51%

IBHD vs. NUHY - Expense Ratio Comparison

IBHD has a 0.35% expense ratio, which is higher than NUHY's 0.30% expense ratio.


Dividends

IBHD vs. NUHY - Dividend Comparison

IBHD has not paid dividends to shareholders, while NUHY's dividend yield for the trailing twelve months is around 6.63%.


PositionTTM2025202420232022202120202019
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NUHY
Nuveen ESG High Yield Corporate Bond ETF
6.63%6.51%6.59%6.64%6.36%4.88%5.10%1.37%

Frequently Asked Questions


On fees, NUHY is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NUHY is cheaper with a 0.30% expense ratio, compared with 0.35% for IBHD.

NUHY has the higher dividend yield at 6.63%, compared with 0.00% for IBHD.

IBHD tracks Bloomberg 2024 Term High Yield and Income Index, while NUHY tracks Bloomberg Barclays MSCI US Aggregate ESG Select Index. They also come from different issuers: iShares and Nuveen. Their fees differ too: 0.35% for IBHD and 0.30% for NUHY.

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