NCPB vs. FIBR
NCPB (Nuveen Core Plus Bond ETF) and FIBR (iShares U.S. Fixed Income Balanced Risk Systematic ETF) are both Intermediate Core-Plus Bond funds. NCPB is actively managed, while FIBR is passively managed. Over the past year, NCPB returned 6.20% vs 5.34% for FIBR. A 0.80 correlation means they provide meaningful diversification when combined. NCPB charges 0.30%/yr vs 0.25%/yr for FIBR.
Performance
NCPB vs. FIBR - Performance Comparison
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Returns By Period
In the year-to-date period, NCPB achieves a 0.47% return, which is significantly higher than FIBR's 0.06% return.
NCPB
- 1D
- -0.20%
- 1M
- 0.41%
- YTD
- 0.47%
- 6M
- 0.53%
- 1Y
- 6.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FIBR
- 1D
- -0.27%
- 1M
- 0.22%
- YTD
- 0.06%
- 6M
- -0.05%
- 1Y
- 5.34%
- 3Y*
- 6.70%
- 5Y*
- 1.54%
- 10Y*
- 2.28%
NCPB vs. FIBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NCPB Nuveen Core Plus Bond ETF | 0.47% | 7.69% | 3.55% |
FIBR iShares U.S. Fixed Income Balanced Risk Systematic ETF | 0.06% | 8.32% | 6.01% |
Correlation
The correlation between NCPB and FIBR is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024 | 0.80 |
The correlation between NCPB and FIBR has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
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Return for Risk
NCPB vs. FIBR — Risk / Return Rank
NCPB
FIBR
NCPB vs. FIBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Core Plus Bond ETF (NCPB) and iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR). 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.
| NCPB | FIBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.26 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.79 | +0.37 |
| Martin ratioReturn relative to average drawdown | 6.87 | 5.50 | +1.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NCPB | FIBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.41 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.27 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 0.50 | +0.71 |
Drawdowns
NCPB vs. FIBR - Drawdown Comparison
The maximum NCPB drawdown since its inception was -3.59%, smaller than the maximum FIBR drawdown of -18.47%. Use the drawdown chart below to compare losses from any high point for NCPB and FIBR.
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Drawdown Indicators
| NCPB | FIBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.59% | -18.47% | +14.88% |
Max Drawdown (1Y)Largest decline over 1 year | -2.88% | -2.99% | +0.11% |
Max Drawdown (3Y)Largest decline over 3 years | — | -3.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.47% | — |
Current DrawdownCurrent decline from peak | -1.37% | -1.79% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -0.92% | -3.27% | +2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.97% | -0.07% |
Volatility
NCPB vs. FIBR - Volatility Comparison
The current volatility for Nuveen Core Plus Bond ETF (NCPB) is 1.25%, while iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR) has a volatility of 1.40%. This indicates that NCPB experiences smaller price fluctuations and is considered to be less risky than FIBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NCPB | FIBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 1.40% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.63% | 3.10% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.55% | 3.80% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.34% | 5.63% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.34% | 4.95% | -0.61% |
NCPB vs. FIBR - Expense Ratio Comparison
NCPB has a 0.30% expense ratio, which is higher than FIBR's 0.25% expense ratio.
Dividends
NCPB vs. FIBR - Dividend Comparison
NCPB's dividend yield for the trailing twelve months is around 5.22%, more than FIBR's 4.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIBR iShares U.S. Fixed Income Balanced Risk Systematic ETF | 4.62% | 4.78% | 5.04% | 4.44% | 3.27% | 1.92% | 2.57% | 3.27% | 3.61% | 2.74% | 2.92% | 2.26% |
NCPB Nuveen Core Plus Bond ETF | 5.22% | 5.21% | 5.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NCPB and FIBR have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIBR has higher volatility (1.40%) compared to NCPB (1.25%). In terms of maximum drawdown, NCPB dropped -3.59% vs FIBR's -18.47%.
On 1-year performance, NCPB leads with 6.20% vs 5.34% for FIBR. On fees, FIBR is cheaper at 0.25% per year. On volatility, NCPB has been the lower-risk option at 1.25%. 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 6.20% return vs 5.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FIBR is cheaper with a 0.25% expense ratio, compared with 0.30% for NCPB.
NCPB has the higher dividend yield at 5.22%, compared with 4.62% for FIBR.
They also come from different issuers: Nuveen and iShares. Their fees differ too: 0.30% for NCPB and 0.25% for FIBR.
NCPB currently has the higher Sharpe Ratio (1.76 vs 1.41), 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.
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