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NUAG vs. IBTO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUAG vs. IBTO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) and iShares iBonds Dec 2033 Term Treasury ETF (IBTO). The values are adjusted to include any dividend payments, if applicable.

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NUAG vs. IBTO - Yearly Performance Comparison


2026 (YTD)202520242023
NUAG
Nuveen Enhanced Yield U.S. Aggregate Bond ETF
-0.03%7.37%2.02%5.00%
IBTO
iShares iBonds Dec 2033 Term Treasury ETF
-0.19%8.23%-0.87%1.71%

Returns By Period

In the year-to-date period, NUAG achieves a -0.03% return, which is significantly higher than IBTO's -0.19% return.


NUAG

1D
0.03%
1M
-1.41%
YTD
-0.03%
6M
0.67%
1Y
4.34%
3Y*
4.46%
5Y*
0.54%
10Y*

IBTO

1D
-0.17%
1M
-1.64%
YTD
-0.19%
6M
0.43%
1Y
3.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUAG vs. IBTO - Expense Ratio Comparison

NUAG has a 0.19% expense ratio, which is higher than IBTO's 0.07% 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%.


Return for Risk

NUAG vs. IBTO — Risk / Return Rank

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

NUAG
NUAG Risk / Return Rank: 5454
Overall Rank
NUAG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
NUAG Sortino Ratio Rank: 5151
Sortino Ratio Rank
NUAG Omega Ratio Rank: 4545
Omega Ratio Rank
NUAG Calmar Ratio Rank: 6868
Calmar Ratio Rank
NUAG Martin Ratio Rank: 5252
Martin Ratio Rank

IBTO
IBTO Risk / Return Rank: 3333
Overall Rank
IBTO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IBTO Sortino Ratio Rank: 3333
Sortino Ratio Rank
IBTO Omega Ratio Rank: 2727
Omega Ratio Rank
IBTO Calmar Ratio Rank: 4141
Calmar Ratio Rank
IBTO Martin Ratio Rank: 3131
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.

NUAG vs. IBTO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) and iShares iBonds Dec 2033 Term Treasury ETF (IBTO). 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.


NUAGIBTODifference

Sharpe ratio

Return per unit of total volatility

1.02

0.71

+0.31

Sortino ratio

Return per unit of downside risk

1.45

1.06

+0.38

Omega ratio

Gain probability vs. loss probability

1.19

1.12

+0.06

Calmar ratio

Return relative to maximum drawdown

1.90

1.28

+0.62

Martin ratio

Return relative to average drawdown

5.51

3.32

+2.19

NUAG vs. IBTO - Sharpe Ratio Comparison

The current NUAG Sharpe Ratio is 1.02, which is higher than the IBTO Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of NUAG and IBTO, 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


NUAGIBTODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.71

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.47

-0.17

Correlation

The correlation between NUAG and IBTO is 0.94, 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

NUAG vs. IBTO - Dividend Comparison

NUAG's dividend yield for the trailing twelve months is around 4.54%, more than IBTO's 4.12% yield.


TTM2025202420232022202120202019201820172016
NUAG
Nuveen Enhanced Yield U.S. Aggregate Bond ETF
4.54%4.43%4.44%3.95%3.60%2.27%2.93%3.54%3.79%3.38%0.48%
IBTO
iShares iBonds Dec 2033 Term Treasury ETF
4.12%4.05%4.23%1.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NUAG vs. IBTO - Drawdown Comparison

The maximum NUAG drawdown since its inception was -19.79%, which is greater than IBTO's maximum drawdown of -8.36%. Use the drawdown chart below to compare losses from any high point for NUAG and IBTO.


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Drawdown Indicators


NUAGIBTODifference

Max Drawdown

Largest peak-to-trough decline

-19.79%

-8.36%

-11.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-3.08%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-19.19%

Current Drawdown

Current decline from peak

-1.75%

-2.25%

+0.50%

Average Drawdown

Average peak-to-trough decline

-5.01%

-2.37%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.19%

-0.31%

Volatility

NUAG vs. IBTO - Volatility Comparison

The current volatility for Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) is 1.66%, while iShares iBonds Dec 2033 Term Treasury ETF (IBTO) has a volatility of 1.76%. This indicates that NUAG experiences smaller price fluctuations and is considered to be less risky than IBTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUAGIBTODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

1.76%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

3.02%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

5.18%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

6.74%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

6.74%

-1.23%