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NUAG vs. PAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUAG vs. PAB - 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 PGIM Active Aggregate Bond ETF (PAB). 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 0.50% return, which is significantly higher than PAB's 0.17% return.


NUAG

1D
-0.19%
1M
0.41%
YTD
0.50%
6M
0.32%
1Y
5.90%
3Y*
4.89%
5Y*
0.47%
10Y*

PAB

1D
-0.20%
1M
0.26%
YTD
0.17%
6M
0.12%
1Y
5.49%
3Y*
4.45%
5Y*
0.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUAG vs. PAB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NUAG
Nuveen Enhanced Yield U.S. Aggregate Bond ETF
0.50%7.37%2.02%7.52%-13.97%0.58%
PAB
PGIM Active Aggregate Bond ETF
0.17%7.55%1.89%6.37%-14.24%0.90%

Correlation

The correlation between NUAG and PAB is 0.94, 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

0.94

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

0.96

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

0.95

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2021

0.95

The correlation between NUAG and PAB has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

NUAG vs. PAB — Risk / Return Rank

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

NUAG
NUAG Risk / Return Rank: 4747
Overall Rank
NUAG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
NUAG Sortino Ratio Rank: 5151
Sortino Ratio Rank
NUAG Omega Ratio Rank: 4747
Omega Ratio Rank
NUAG Calmar Ratio Rank: 4747
Calmar Ratio Rank
NUAG Martin Ratio Rank: 4444
Martin Ratio Rank

PAB
PAB Risk / Return Rank: 4040
Overall Rank
PAB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PAB Sortino Ratio Rank: 4343
Sortino Ratio Rank
PAB Omega Ratio Rank: 3939
Omega Ratio Rank
PAB Calmar Ratio Rank: 3939
Calmar Ratio Rank
PAB Martin Ratio Rank: 3838
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. PAB - 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 PGIM Active Aggregate Bond ETF (PAB). 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.


NUAGPABDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.04

Calmar ratioReturn relative to maximum drawdown

2.33

1.92

+0.40

Martin ratioReturn relative to average drawdown

7.06

5.81

+1.25

NUAG vs. PAB - Sharpe Ratio Comparison

The current NUAG Sharpe Ratio is 1.65, which is comparable to the PAB Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of NUAG and PAB, 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


NUAGPABDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.42

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.02

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.03

+0.28

Drawdowns

NUAG vs. PAB - Drawdown Comparison

The maximum NUAG drawdown since its inception was -19.79%, roughly equal to the maximum PAB drawdown of -19.27%. Use the drawdown chart below to compare losses from any high point for NUAG and PAB.


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Drawdown Indicators


NUAGPABDifference

Max Drawdown

Largest peak-to-trough decline

-19.79%

-19.27%

-0.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-2.86%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-5.61%

-5.95%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-19.19%

-19.27%

+0.08%

Current Drawdown

Current decline from peak

-1.23%

-1.70%

+0.47%

Average Drawdown

Average peak-to-trough decline

-4.95%

-7.83%

+2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.95%

-0.11%

Volatility

NUAG vs. PAB - Volatility Comparison

The current volatility for Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) is 1.15%, while PGIM Active Aggregate Bond ETF (PAB) has a volatility of 1.35%. This indicates that NUAG experiences smaller price fluctuations and is considered to be less risky than PAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUAGPABDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.35%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.59%

2.79%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

3.89%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

6.22%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.49%

6.16%

-0.67%

NUAG vs. PAB - Expense Ratio Comparison

Both NUAG and PAB have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

NUAG vs. PAB - Dividend Comparison

NUAG's dividend yield for the trailing twelve months is around 4.50%, less than PAB's 4.56% yield.


PositionTTM2025202420232022202120202019201820172016
NUAG
Nuveen Enhanced Yield U.S. Aggregate Bond ETF
4.50%4.43%4.44%3.95%3.60%2.27%2.93%3.54%3.79%3.38%0.48%
PAB
PGIM Active Aggregate Bond ETF
4.56%4.28%4.25%3.70%2.81%2.34%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, NUAG and PAB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PAB has higher volatility (1.35%) compared to NUAG (1.15%). In terms of maximum drawdown, NUAG dropped -19.79% vs PAB's -19.27%.

On 5-year performance, NUAG leads with 0.47% vs 0.15% for PAB. Both ETFs have the same 0.19% expense ratio. 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, NUAG has performed better with a 0.47% return vs 0.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NUAG and PAB have the same expense ratio: 0.19% per year.

PAB has the higher dividend yield at 4.56%, compared with 4.50% for NUAG.

They also come from different issuers: Nuveen and PGIM.

NUAG currently has the higher Sharpe Ratio (1.65 vs 1.42), 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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