NUBD vs. BND
Compare and contrast key facts about Nuveen ESG U.S. Aggregate Bond ETF (NUBD) and Vanguard Total Bond Market ETF (BND).
NUBD and BND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NUBD is a passively managed fund by Nuveen that tracks the performance of the Bloomberg Barclays MSCI US Aggregate ESG Select Index. It was launched on Sep 29, 2017. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007. Both NUBD and BND are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NUBD or BND.
Key characteristics
| NUBD | BND | |
|---|---|---|
| YTD Return | 2.12% | 2.40% |
| 1Y Return | 8.66% | 8.91% |
| 3Y Return (Ann) | -2.40% | -2.38% |
| 5Y Return (Ann) | -0.20% | 0.01% |
| Sharpe Ratio | 1.31 | 1.38 |
| Sortino Ratio | 1.93 | 2.03 |
| Omega Ratio | 1.24 | 1.24 |
| Calmar Ratio | 0.47 | 0.51 |
| Martin Ratio | 4.67 | 4.99 |
| Ulcer Index | 1.66% | 1.62% |
| Daily Std Dev | 5.91% | 5.85% |
| Max Drawdown | -19.45% | -18.84% |
| Current Drawdown | -9.46% | -8.44% |
Correlation
The correlation between NUBD and BND is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
NUBD vs. BND - Performance Comparison
In the year-to-date period, NUBD achieves a 2.12% return, which is significantly lower than BND's 2.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NUBD vs. BND - Expense Ratio Comparison
NUBD has a 0.15% expense ratio, which is higher than BND'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%.
Risk-Adjusted Performance
NUBD vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG U.S. Aggregate Bond ETF (NUBD) and Vanguard Total Bond Market ETF (BND). 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.
Dividends
NUBD vs. BND - Dividend Comparison
NUBD's dividend yield for the trailing twelve months is around 3.49%, less than BND's 3.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUBD Nuveen ESG U.S. Aggregate Bond ETF | 3.49% | 2.98% | 2.84% | 2.05% | 2.21% | 2.66% | 3.08% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.55% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
NUBD vs. BND - Drawdown Comparison
The maximum NUBD drawdown since its inception was -19.45%, roughly equal to the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for NUBD and BND. For additional features, visit the drawdowns tool.
Volatility
NUBD vs. BND - Volatility Comparison
The current volatility for Nuveen ESG U.S. Aggregate Bond ETF (NUBD) is 1.49%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.67%. This indicates that NUBD experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.