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NCPB vs. IUSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NCPB vs. IUSB - Performance Comparison

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

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NCPB vs. IUSB - Yearly Performance Comparison


2026 (YTD)20252024
NCPB
Nuveen Core Plus Bond ETF
-0.18%7.69%3.55%
IUSB
iShares Core Universal USD Bond ETF
-0.07%7.38%2.63%

Returns By Period

In the year-to-date period, NCPB achieves a -0.18% return, which is significantly lower than IUSB's -0.07% return.


NCPB

1D
0.47%
1M
-2.00%
YTD
-0.18%
6M
1.18%
1Y
4.77%
3Y*
5Y*
10Y*

IUSB

1D
0.20%
1M
-1.81%
YTD
-0.07%
6M
0.97%
1Y
4.55%
3Y*
4.07%
5Y*
0.53%
10Y*
2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NCPB vs. IUSB - Expense Ratio Comparison

NCPB has a 0.30% expense ratio, which is higher than IUSB's 0.06% expense ratio.


Return for Risk

NCPB vs. IUSB — Risk / Return Rank

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

NCPB
NCPB Risk / Return Rank: 6262
Overall Rank
NCPB Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
NCPB Sortino Ratio Rank: 6060
Sortino Ratio Rank
NCPB Omega Ratio Rank: 5757
Omega Ratio Rank
NCPB Calmar Ratio Rank: 6868
Calmar Ratio Rank
NCPB Martin Ratio Rank: 5959
Martin Ratio Rank

IUSB
IUSB Risk / Return Rank: 6666
Overall Rank
IUSB Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 6464
Sortino Ratio Rank
IUSB Omega Ratio Rank: 5757
Omega Ratio Rank
IUSB Calmar Ratio Rank: 7777
Calmar Ratio Rank
IUSB Martin Ratio Rank: 6464
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. IUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Core Plus Bond ETF (NCPB) and iShares Core Universal USD Bond ETF (IUSB). 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.


NCPBIUSBDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.11

+0.04

Sortino ratio

Return per unit of downside risk

1.58

1.56

+0.02

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratio

Return relative to maximum drawdown

1.78

1.92

-0.14

Martin ratio

Return relative to average drawdown

5.98

5.96

+0.03

NCPB vs. IUSB - Sharpe Ratio Comparison

The current NCPB Sharpe Ratio is 1.15, which is comparable to the IUSB Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of NCPB and IUSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NCPBIUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.11

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.22

0.46

+0.76

Correlation

The correlation between NCPB and IUSB is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NCPB vs. IUSB - Dividend Comparison

NCPB's dividend yield for the trailing twelve months is around 5.22%, more than IUSB's 4.23% yield.


TTM20252024202320222021202020192018201720162015
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%
IUSB
iShares Core Universal USD Bond ETF
4.23%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%

Drawdowns

NCPB vs. IUSB - Drawdown Comparison

The maximum NCPB drawdown since its inception was -3.59%, smaller than the maximum IUSB drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for NCPB and IUSB.


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Drawdown Indicators


NCPBIUSBDifference

Max Drawdown

Largest peak-to-trough decline

-3.59%

-17.90%

+14.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.49%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

Max Drawdown (10Y)

Largest decline over 10 years

-17.90%

Current Drawdown

Current decline from peak

-2.00%

-1.81%

-0.19%

Average Drawdown

Average peak-to-trough decline

-0.88%

-3.62%

+2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.80%

+0.06%

Volatility

NCPB vs. IUSB - Volatility Comparison

Nuveen Core Plus Bond ETF (NCPB) and iShares Core Universal USD Bond ETF (IUSB) have volatilities of 1.70% and 1.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NCPBIUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

1.62%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

2.41%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

4.13%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

5.77%

-1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

5.03%

-0.64%