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NUBD vs. DDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUBD vs. DDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG U.S. Aggregate Bond ETF (NUBD) and Defined Duration 5 ETF (DDV). 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 0.20% return, which is significantly lower than DDV's 2.23% return.


NUBD

1D
-0.18%
1M
0.31%
YTD
0.20%
6M
0.09%
1Y
4.97%
3Y*
3.77%
5Y*
-0.06%
10Y*

DDV

1D
-0.02%
1M
0.73%
YTD
2.23%
6M
2.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUBD vs. DDV - Yearly Performance Comparison


2026 (YTD)2025
NUBD
Nuveen ESG U.S. Aggregate Bond ETF
0.20%0.44%
DDV
Defined Duration 5 ETF
2.23%0.71%

Correlation

The correlation between NUBD and DDV is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 14, 2025

0.71

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Return for Risk

NUBD vs. DDV — Risk / Return Rank

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

NUBD
NUBD Risk / Return Rank: 3636
Overall Rank
NUBD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
NUBD Sortino Ratio Rank: 3737
Sortino Ratio Rank
NUBD Omega Ratio Rank: 3535
Omega Ratio Rank
NUBD Calmar Ratio Rank: 3737
Calmar Ratio Rank
NUBD Martin Ratio Rank: 3535
Martin Ratio Rank

DDV
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. DDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG U.S. Aggregate Bond ETF (NUBD) and Defined Duration 5 ETF (DDV). 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.


NUBDDDVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.81

Martin ratioReturn relative to average drawdown

5.38

NUBD vs. DDV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NUBDDDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

2.06

-1.77

Drawdowns

NUBD vs. DDV - Drawdown Comparison

The maximum NUBD drawdown since its inception was -19.45%, which is greater than DDV's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for NUBD and DDV.


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Drawdown Indicators


NUBDDDVDifference

Max Drawdown

Largest peak-to-trough decline

-19.45%

-1.92%

-17.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

Current Drawdown

Current decline from peak

-3.93%

-0.12%

-3.81%

Average Drawdown

Average peak-to-trough decline

-6.05%

-0.35%

-5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

Volatility

NUBD vs. DDV - Volatility Comparison


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Volatility by Period


NUBDDDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

2.68%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.99%

2.68%

+3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.12%

2.68%

+2.44%

NUBD vs. DDV - Expense Ratio Comparison

NUBD has a 0.15% expense ratio, which is lower than DDV's 0.25% expense ratio. Despite the difference, 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. DDV - Dividend Comparison

NUBD's dividend yield for the trailing twelve months is around 3.99%, more than DDV's 1.21% yield.


PositionTTM202520242023202220212020201920182017
DDV
Defined Duration 5 ETF
1.21%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NUBD
Nuveen ESG U.S. Aggregate Bond ETF
3.99%3.90%3.51%2.99%2.83%2.05%2.21%2.66%3.08%0.58%

Frequently Asked Questions


NUBD and DDV have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NUBD is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NUBD is cheaper with a 0.15% expense ratio, compared with 0.25% for DDV.

NUBD has the higher dividend yield at 3.99%, compared with 1.21% for DDV.

They also come from different issuers: Nuveen and Discipline Funds. Their fees differ too: 0.15% for NUBD and 0.25% for DDV.

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