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NUAG vs. NURE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUAG vs. NURE - 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 Nuveen Short-Term REIT ETF (NURE). 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 0.67% return, which is significantly lower than NURE's 13.59% return.


NUAG

1D
0.17%
1M
0.39%
YTD
0.67%
6M
0.70%
1Y
5.51%
3Y*
4.97%
5Y*
0.51%
10Y*

NURE

1D
2.34%
1M
5.22%
YTD
13.59%
6M
16.03%
1Y
10.17%
3Y*
5.79%
5Y*
2.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUAG vs. NURE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUAG
Nuveen Enhanced Yield U.S. Aggregate Bond ETF
0.67%7.37%2.02%7.52%-13.97%-2.03%7.48%10.13%-1.45%3.98%
NURE
Nuveen Short-Term REIT ETF
13.59%-7.51%6.65%13.09%-28.48%53.41%-7.24%25.10%0.02%8.41%

Correlation

The correlation between NUAG and NURE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.33

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

0.29

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2016

0.20

The correlation between NUAG and NURE shifts across timeframes, from 0.20 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

NUAG vs. NURE — Risk / Return Rank

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

NUAG
NUAG Risk / Return Rank: 4545
Overall Rank
NUAG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
NUAG Sortino Ratio Rank: 4848
Sortino Ratio Rank
NUAG Omega Ratio Rank: 4444
Omega Ratio Rank
NUAG Calmar Ratio Rank: 4545
Calmar Ratio Rank
NUAG Martin Ratio Rank: 4242
Martin Ratio Rank

NURE
NURE Risk / Return Rank: 2121
Overall Rank
NURE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
NURE Sortino Ratio Rank: 2020
Sortino Ratio Rank
NURE Omega Ratio Rank: 1919
Omega Ratio Rank
NURE Calmar Ratio Rank: 2424
Calmar Ratio Rank
NURE Martin Ratio Rank: 2020
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. NURE - 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 Nuveen Short-Term REIT ETF (NURE). 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.


NUAGNUREDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.28

1.12

+0.16

Calmar ratioReturn relative to maximum drawdown

2.18

1.12

+1.06

Martin ratioReturn relative to average drawdown

6.58

2.32

+4.26

NUAG vs. NURE - Sharpe Ratio Comparison

The current NUAG Sharpe Ratio is 1.56, which is higher than the NURE Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of NUAG and NURE, 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


NUAGNUREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

0.64

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.10

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.28

+0.04

Drawdowns

NUAG vs. NURE - Drawdown Comparison

The maximum NUAG drawdown since its inception was -19.79%, smaller than the maximum NURE drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for NUAG and NURE.


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Drawdown Indicators


NUAGNUREDifference

Max Drawdown

Largest peak-to-trough decline

-19.79%

-46.05%

+26.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-9.13%

+6.59%

Max Drawdown (3Y)

Largest decline over 3 years

-5.61%

-21.03%

+15.42%

Max Drawdown (5Y)

Largest decline over 5 years

-19.19%

-35.98%

+16.79%

Current Drawdown

Current decline from peak

-1.06%

-10.45%

+9.39%

Average Drawdown

Average peak-to-trough decline

-4.95%

-12.30%

+7.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

4.39%

-3.55%

Volatility

NUAG vs. NURE - Volatility Comparison

The current volatility for Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) is 1.15%, while Nuveen Short-Term REIT ETF (NURE) has a volatility of 4.58%. This indicates that NUAG experiences smaller price fluctuations and is considered to be less risky than NURE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUAGNUREDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

4.58%

-3.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.59%

11.65%

-9.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

15.95%

-12.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

19.67%

-13.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.48%

21.81%

-16.33%

NUAG vs. NURE - Expense Ratio Comparison

NUAG has a 0.19% expense ratio, which is lower than NURE's 0.35% expense ratio.


Dividends

NUAG vs. NURE - Dividend Comparison

NUAG's dividend yield for the trailing twelve months is around 4.49%, more than NURE's 4.38% yield.


PositionTTM2025202420232022202120202019201820172016
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%
NURE
Nuveen Short-Term REIT ETF
4.38%4.56%3.51%3.73%2.80%1.34%3.41%3.28%4.11%3.86%0.48%

Frequently Asked Questions


NUAG and NURE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NURE has higher volatility (4.58%) compared to NUAG (1.15%). In terms of maximum drawdown, NUAG dropped -19.79% vs NURE's -46.05%.

On 5-year performance, NURE leads with 2.02% vs 0.51% for NUAG. On fees, NUAG is cheaper at 0.19% per year. On volatility, NUAG has been the lower-risk option at 1.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, NURE has performed better with a 2.02% return vs 0.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NUAG is cheaper with a 0.19% expense ratio, compared with 0.35% for NURE.

NUAG has the higher dividend yield at 4.49%, compared with 4.38% for NURE.

NUAG is categorized as Intermediate Core Bond, while NURE is REIT. NUAG tracks ICE BofA Enhanced Yield US Broad Bond, while NURE tracks Dow Jones U.S. Select Short-Term REIT Index. Their fees differ too: 0.19% for NUAG and 0.35% for NURE.

NUAG currently has the higher Sharpe Ratio (1.56 vs 0.64), 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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