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NUBD vs. BIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUBD vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG U.S. Aggregate Bond ETF (NUBD) and Vanguard Intermediate-Term Bond Index ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NUBD achieves a 0.36% return, which is significantly higher than BIV's -0.11% return.


NUBD

1D
0.16%
1M
0.30%
YTD
0.36%
6M
0.43%
1Y
4.51%
3Y*
3.82%
5Y*
-0.03%
10Y*

BIV

1D
0.13%
1M
0.04%
YTD
-0.11%
6M
-0.10%
1Y
4.33%
3Y*
4.34%
5Y*
0.28%
10Y*
1.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUBD vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUBD
Nuveen ESG U.S. Aggregate Bond ETF
0.36%6.75%1.31%5.42%-12.90%-2.19%7.17%8.22%0.32%0.26%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.11%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%-0.19%-0.06%

Correlation

The correlation between NUBD and BIV 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

0.94

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2017

0.89

The correlation between NUBD and BIV has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

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Return for Risk

NUBD vs. BIV — Risk / Return Rank

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

NUBD
NUBD Risk / Return Rank: 3333
Overall Rank
NUBD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
NUBD Sortino Ratio Rank: 3434
Sortino Ratio Rank
NUBD Omega Ratio Rank: 3232
Omega Ratio Rank
NUBD Calmar Ratio Rank: 3434
Calmar Ratio Rank
NUBD Martin Ratio Rank: 3333
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 3030
Overall Rank
BIV Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3030
Sortino Ratio Rank
BIV Omega Ratio Rank: 2828
Omega Ratio Rank
BIV Calmar Ratio Rank: 2929
Calmar Ratio Rank
BIV Martin Ratio Rank: 2929
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.

NUBD vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG U.S. Aggregate Bond ETF (NUBD) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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.


NUBDBIVDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.21

1.19

+0.03

Calmar ratioReturn relative to maximum drawdown

1.64

1.37

+0.27

Martin ratioReturn relative to average drawdown

4.87

4.13

+0.74

NUBD vs. BIV - Sharpe Ratio Comparison

The current NUBD Sharpe Ratio is 1.21, which is comparable to the BIV Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of NUBD and BIV, 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


NUBDBIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.08

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.04

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.65

-0.35

Drawdowns

NUBD vs. BIV - Drawdown Comparison

The maximum NUBD drawdown since its inception was -19.45%, roughly equal to the maximum BIV drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for NUBD and BIV.


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Drawdown Indicators


NUBDBIVDifference

Max Drawdown

Largest peak-to-trough decline

-19.45%

-18.95%

-0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-3.18%

+0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-5.94%

-6.07%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

-18.74%

+0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

Current Drawdown

Current decline from peak

-3.77%

-1.91%

-1.86%

Average Drawdown

Average peak-to-trough decline

-6.05%

-3.39%

-2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

1.05%

-0.12%

Volatility

NUBD vs. BIV - Volatility Comparison

The current volatility for Nuveen ESG U.S. Aggregate Bond ETF (NUBD) is 1.22%, while Vanguard Intermediate-Term Bond Index ETF (BIV) has a volatility of 1.36%. This indicates that NUBD experiences smaller price fluctuations and is considered to be less risky than BIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUBDBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.36%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

2.90%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

4.06%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.99%

6.40%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.12%

5.50%

-0.38%

NUBD vs. BIV - Expense Ratio Comparison

NUBD has a 0.15% expense ratio, which is higher than BIV'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

NUBD vs. BIV - Dividend Comparison

NUBD's dividend yield for the trailing twelve months is around 3.98%, less than BIV's 4.21% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.21%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
NUBD
Nuveen ESG U.S. Aggregate Bond ETF
3.98%3.90%3.51%2.99%2.83%2.05%2.21%2.66%3.08%0.58%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, NUBD and BIV 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.

BIV has higher volatility (1.36%) compared to NUBD (1.22%). In terms of maximum drawdown, NUBD dropped -19.45% vs BIV's -18.95%.

On 5-year performance, BIV leads with 0.28% vs -0.03% for NUBD. On fees, BIV is cheaper at 0.03% per year. On volatility, NUBD has been the lower-risk option at 1.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BIV has performed better with a 0.28% return vs -0.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIV is cheaper with a 0.03% expense ratio, compared with 0.15% for NUBD.

BIV has the higher dividend yield at 4.21%, compared with 3.98% for NUBD.

NUBD tracks Bloomberg MSCI U.S. Aggregate ESG Select Index, while BIV tracks Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index. They also come from different issuers: Nuveen and Vanguard. Their fees differ too: 0.15% for NUBD and 0.03% for BIV.

NUBD currently has the higher Sharpe Ratio (1.21 vs 1.08), 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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