NUAG vs. VTG
NUAG (Nuveen Enhanced Yield U.S. Aggregate Bond ETF) and VTG (Vanguard Total Treasury ETF) are both Intermediate Core Bond funds - NUAG tracks the ICE BofA Enhanced Yield US Broad Bond while VTG tracks the Bloomberg U.S. Treasury Total Return Unhedged USD Index. Both are passively managed. Their correlation of 0.94 suggests significant overlap in exposure. NUAG charges 0.19%/yr vs 0.03%/yr for VTG.
Performance
NUAG vs. VTG - Performance Comparison
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Returns By Period
In the year-to-date period, NUAG achieves a 0.67% return, which is significantly higher than VTG's 0.01% return.
NUAG
- 1D
- 0.17%
- 1M
- 0.39%
- YTD
- 0.67%
- 6M
- 0.70%
- 1Y
- 5.51%
- 3Y*
- 4.97%
- 5Y*
- 0.51%
- 10Y*
- —
VTG
- 1D
- 0.11%
- 1M
- 0.10%
- YTD
- 0.01%
- 6M
- 0.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NUAG vs. VTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NUAG Nuveen Enhanced Yield U.S. Aggregate Bond ETF | 0.67% | 3.79% |
VTG Vanguard Total Treasury ETF | 0.01% | 2.88% |
Correlation
The correlation between NUAG and VTG 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 (All Time) Calculated using the full available price history since Jul 10, 2025 | 0.94 |
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Return for Risk
NUAG vs. VTG — Risk / Return Rank
NUAG
VTG
NUAG vs. VTG - 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 Vanguard Total Treasury ETF (VTG). 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.
| NUAG | VTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.28 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | — | — |
| Martin ratioReturn relative to average drawdown | 6.58 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NUAG | VTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.91 | -0.60 |
Drawdowns
NUAG vs. VTG - Drawdown Comparison
The maximum NUAG drawdown since its inception was -19.79%, which is greater than VTG's maximum drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for NUAG and VTG.
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Drawdown Indicators
| NUAG | VTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.79% | -2.89% | -16.90% |
Max Drawdown (1Y)Largest decline over 1 year | -2.54% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -5.61% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.19% | — | — |
Current DrawdownCurrent decline from peak | -1.06% | -1.78% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -0.74% | -4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | — | — |
Volatility
NUAG vs. VTG - Volatility Comparison
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Volatility by Period
| NUAG | VTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.58% | 3.51% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.01% | 3.51% | +2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.48% | 3.51% | +1.97% |
NUAG vs. VTG - Expense Ratio Comparison
NUAG has a 0.19% expense ratio, which is higher than VTG's 0.03% 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. VTG - Dividend Comparison
NUAG's dividend yield for the trailing twelve months is around 4.49%, more than VTG's 3.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTG Vanguard Total Treasury ETF | 3.20% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, NUAG and VTG 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.
On fees, VTG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VTG is cheaper with a 0.03% expense ratio, compared with 0.19% for NUAG.
NUAG has the higher dividend yield at 4.49%, compared with 3.20% for VTG.
NUAG tracks ICE BofA Enhanced Yield US Broad Bond, while VTG tracks Bloomberg U.S. Treasury Total Return Unhedged USD Index. They also come from different issuers: Nuveen and Vanguard. Their fees differ too: 0.19% for NUAG and 0.03% for VTG.
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