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NUAG vs. IJJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUAG vs. IJJ - 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 S&P Mid-Cap 400 Value ETF (IJJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NUAG achieves a 0.69% return, which is significantly lower than IJJ's 8.95% return.


NUAG

1D
-0.04%
1M
0.31%
YTD
0.69%
6M
0.77%
1Y
6.10%
3Y*
4.96%
5Y*
0.58%
10Y*

IJJ

1D
-0.36%
1M
1.82%
YTD
8.95%
6M
9.26%
1Y
20.64%
3Y*
13.80%
5Y*
7.43%
10Y*
10.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUAG vs. IJJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUAG
Nuveen Enhanced Yield U.S. Aggregate Bond ETF
0.69%7.37%2.02%7.52%-13.97%-2.03%7.48%10.13%-1.45%3.98%
IJJ
iShares S&P Mid-Cap 400 Value ETF
8.95%7.27%11.63%15.24%-7.11%30.45%3.56%25.66%-12.06%12.04%

Correlation

The correlation between NUAG and IJJ is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2016

0.08

Over the past year, NUAG and IJJ have become more correlated (0.33) than their long-term average of 0.08, meaning their price movements have been converging.

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Return for Risk

NUAG vs. IJJ — Risk / Return Rank

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

NUAG
NUAG Risk / Return Rank: 4848
Overall Rank
NUAG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
NUAG Sortino Ratio Rank: 5252
Sortino Ratio Rank
NUAG Omega Ratio Rank: 4848
Omega Ratio Rank
NUAG Calmar Ratio Rank: 4646
Calmar Ratio Rank
NUAG Martin Ratio Rank: 4343
Martin Ratio Rank

IJJ
IJJ Risk / Return Rank: 3838
Overall Rank
IJJ Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IJJ Sortino Ratio Rank: 3939
Sortino Ratio Rank
IJJ Omega Ratio Rank: 3535
Omega Ratio Rank
IJJ Calmar Ratio Rank: 3939
Calmar Ratio Rank
IJJ Martin Ratio Rank: 4141
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. IJJ - 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 S&P Mid-Cap 400 Value ETF (IJJ). 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.


NUAGIJJDifference

Sharpe ratio

Return per unit of total volatility

1.71

1.36

+0.36

Sortino ratio

Return per unit of downside risk

2.57

2.06

+0.50

Omega ratio

Gain probability vs. loss probability

1.31

1.24

+0.07

Calmar ratio

Return relative to maximum drawdown

2.34

1.96

+0.38

Martin ratio

Return relative to average drawdown

7.13

6.76

+0.37

NUAG vs. IJJ - Sharpe Ratio Comparison

The current NUAG Sharpe Ratio is 1.71, which is comparable to the IJJ Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of NUAG and IJJ, 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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Sharpe Ratios by Period


NUAGIJJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

1.36

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.38

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.47

-0.16

Drawdowns

NUAG vs. IJJ - Drawdown Comparison

The maximum NUAG drawdown since its inception was -19.79%, smaller than the maximum IJJ drawdown of -58.00%. Use the drawdown chart below to compare losses from any high point for NUAG and IJJ.


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Drawdown Indicators


NUAGIJJDifference

Max Drawdown

Largest peak-to-trough decline

-19.79%

-58.00%

+38.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-10.59%

+8.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.61%

-22.68%

+17.07%

Max Drawdown (5Y)

Largest decline over 5 years

-19.19%

-22.68%

+3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-46.11%

Current Drawdown

Current decline from peak

-1.04%

-0.36%

-0.68%

Average Drawdown

Average peak-to-trough decline

-4.95%

-7.94%

+2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

3.06%

-2.23%

Volatility

NUAG vs. IJJ - Volatility Comparison

The current volatility for Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) is 1.17%, while iShares S&P Mid-Cap 400 Value ETF (IJJ) has a volatility of 3.81%. This indicates that NUAG experiences smaller price fluctuations and is considered to be less risky than IJJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUAGIJJDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

3.81%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

10.67%

-8.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

15.33%

-11.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

19.57%

-13.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.49%

22.04%

-16.55%

NUAG vs. IJJ - Expense Ratio Comparison

NUAG has a 0.19% expense ratio, which is higher than IJJ's 0.18% 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%.


Dividends

NUAG vs. IJJ - Dividend Comparison

NUAG's dividend yield for the trailing twelve months is around 4.49%, more than IJJ's 1.64% yield.


PositionTTM20252024202320222021202020192018201720162015
IJJ
iShares S&P Mid-Cap 400 Value ETF
1.64%1.79%1.81%1.68%1.97%1.62%1.78%1.70%2.01%1.52%1.67%1.83%
NUAG
Nuveen Enhanced Yield U.S. Aggregate Bond ETF
4.49%4.43%4.44%3.95%3.60%2.27%2.93%3.54%3.79%3.38%0.48%0.00%

Frequently Asked Questions


NUAG and IJJ have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJJ has higher volatility (3.81%) compared to NUAG (1.17%). In terms of maximum drawdown, NUAG dropped -19.79% vs IJJ's -58.00%.

On 5-year performance, IJJ leads with 7.43% vs 0.58% for NUAG. On fees, IJJ is cheaper at 0.18% per year. On volatility, NUAG has been the lower-risk option at 1.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IJJ has performed better with a 7.43% return vs 0.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJJ is cheaper with a 0.18% expense ratio, compared with 0.19% for NUAG.

NUAG has the higher dividend yield at 4.49%, compared with 1.64% for IJJ.

NUAG is categorized as Intermediate Core Bond, while IJJ is Mid Cap Value Equities. NUAG tracks ICE BofA Enhanced Yield US Broad Bond, while IJJ tracks S&P MidCap 400 Value Index. They also come from different issuers: Nuveen and iShares. Their fees differ too: 0.19% for NUAG and 0.18% for IJJ.

NUAG currently has the higher Sharpe Ratio (1.71 vs 1.36), 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

Find the right allocation for NUAG and IJJ

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