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NCPB vs. CSHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NCPB vs. CSHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Core Plus Bond ETF (NCPB) and iShares Enhanced Short-Term Bond Active ETF (CSHP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NCPB achieves a 0.79% return, which is significantly lower than CSHP's 1.83% return.


NCPB

1D
0.06%
1M
0.86%
YTD
0.79%
6M
0.92%
1Y
5.33%
3Y*
5Y*
10Y*

CSHP

1D
-0.03%
1M
0.27%
YTD
1.83%
6M
1.92%
1Y
3.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NCPB vs. CSHP - Yearly Performance Comparison


2026 (YTD)20252024
NCPB
Nuveen Core Plus Bond ETF
0.79%7.69%1.33%
CSHP
iShares Enhanced Short-Term Bond Active ETF
1.83%4.10%2.24%

Correlation

The correlation between NCPB and CSHP is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.24

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2024

-0.18

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Return for Risk

NCPB vs. CSHP — Risk / Return Rank

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

NCPB
NCPB Risk / Return Rank: 4545
Overall Rank
NCPB Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
NCPB Sortino Ratio Rank: 5050
Sortino Ratio Rank
NCPB Omega Ratio Rank: 4747
Omega Ratio Rank
NCPB Calmar Ratio Rank: 4040
Calmar Ratio Rank
NCPB Martin Ratio Rank: 3939
Martin Ratio Rank

CSHP
CSHP Risk / Return Rank: 9999
Overall Rank
CSHP Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSHP Omega Ratio Rank: 9999
Omega Ratio Rank
CSHP Calmar Ratio Rank: 100100
Calmar Ratio Rank
CSHP Martin Ratio Rank: 100100
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.

NCPB vs. CSHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Core Plus Bond ETF (NCPB) and iShares Enhanced Short-Term Bond Active ETF (CSHP). 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.


NCPBCSHPDifference
Sharpe ratioReturn per unit of total volatility

-9.56

Sortino ratioReturn per unit of downside risk

-25.33

Omega ratioGain probability vs. loss probability

1.28

6.46

-5.18

Calmar ratioReturn relative to maximum drawdown

1.86

65.45

-63.59

Martin ratioReturn relative to average drawdown

5.64

381.67

-376.03

NCPB vs. CSHP - Sharpe Ratio Comparison

The current NCPB Sharpe Ratio is 1.53, which is lower than the CSHP Sharpe Ratio of 11.09. The chart below compares the historical Sharpe Ratios of NCPB and CSHP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NCPB vs. CSHP - Drawdown Comparison

The maximum NCPB drawdown since its inception was -3.59%, which is greater than CSHP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for NCPB and CSHP.


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Drawdown Indicators


NCPBCSHPDifference

Max Drawdown

Largest peak-to-trough decline

-3.59%

-0.08%

-3.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-0.06%

-2.82%

Current Drawdown

Current decline from peak

-1.05%

-0.04%

-1.01%

Average Drawdown

Average peak-to-trough decline

-0.93%

-0.00%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.01%

+0.94%

Volatility

NCPB vs. CSHP - Volatility Comparison

Nuveen Core Plus Bond ETF (NCPB) has a higher volatility of 0.94% compared to iShares Enhanced Short-Term Bond Active ETF (CSHP) at 0.16%. This indicates that NCPB's price experiences larger fluctuations and is considered to be riskier than CSHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NCPBCSHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.16%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

0.27%

+2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

3.51%

0.36%

+3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.32%

0.41%

+3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.32%

0.41%

+3.91%

NCPB vs. CSHP - Expense Ratio Comparison

NCPB has a 0.30% expense ratio, which is higher than CSHP's 0.20% expense ratio.


Dividends

NCPB vs. CSHP - Dividend Comparison

NCPB's dividend yield for the trailing twelve months is around 5.20%, more than CSHP's 3.91% yield.


PositionTTM20252024
CSHP
iShares Enhanced Short-Term Bond Active ETF
3.91%5.39%1.96%
NCPB
Nuveen Core Plus Bond ETF
5.20%5.21%5.14%

Frequently Asked Questions


NCPB and CSHP have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NCPB has higher volatility (0.94%) compared to CSHP (0.16%). In terms of maximum drawdown, NCPB dropped -3.59% vs CSHP's -0.08%.

On 1-year performance, NCPB leads with 5.33% vs 3.94% for CSHP. On fees, CSHP is cheaper at 0.20% per year. On volatility, CSHP has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, NCPB has performed better with a 5.33% return vs 3.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSHP is cheaper with a 0.20% expense ratio, compared with 0.30% for NCPB.

NCPB has the higher dividend yield at 5.20%, compared with 3.91% for CSHP.

NCPB is categorized as Intermediate Core-Plus Bond, while CSHP is Ultrashort Bond. They also come from different issuers: Nuveen and iShares. Their fees differ too: 0.30% for NCPB and 0.20% for CSHP.

CSHP currently has the higher Sharpe Ratio (11.09 vs 1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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