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NUBD vs. MBB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NUBD and MBB is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

NUBD vs. MBB - Performance Comparison

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

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Key characteristics

Daily Std Dev

NUBD:

4.52%

MBB:

5.89%

Max Drawdown

NUBD:

-0.47%

MBB:

-17.64%

Current Drawdown

NUBD:

-0.47%

MBB:

-5.34%

Returns By Period


NUBD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

MBB

YTD

2.53%

1M

1.19%

6M

1.63%

1Y

6.30%

5Y*

-0.96%

10Y*

0.99%

*Annualized

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NUBD vs. MBB - Expense Ratio Comparison

NUBD has a 0.15% expense ratio, which is higher than MBB's 0.06% 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. MBB — Risk-Adjusted Performance Rank

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

NUBD
The Risk-Adjusted Performance Rank of NUBD is 7373
Overall Rank
The Sharpe Ratio Rank of NUBD is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of NUBD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of NUBD is 7878
Omega Ratio Rank
The Calmar Ratio Rank of NUBD is 5252
Calmar Ratio Rank
The Martin Ratio Rank of NUBD is 6868
Martin Ratio Rank

MBB
The Risk-Adjusted Performance Rank of MBB is 7878
Overall Rank
The Sharpe Ratio Rank of MBB is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of MBB is 8484
Sortino Ratio Rank
The Omega Ratio Rank of MBB is 8080
Omega Ratio Rank
The Calmar Ratio Rank of MBB is 6969
Calmar Ratio Rank
The Martin Ratio Rank of MBB is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NUBD vs. MBB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG U.S. Aggregate Bond ETF (NUBD) and iShares MBS Bond ETF (MBB). 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.



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Dividends

NUBD vs. MBB - Dividend Comparison

NUBD has not paid dividends to shareholders, while MBB's dividend yield for the trailing twelve months is around 4.07%.


TTM20242023202220212020201920182017201620152014
NUBD
Nuveen ESG U.S. Aggregate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MBB
iShares MBS Bond ETF
4.07%3.94%3.40%2.31%1.05%2.10%2.77%2.64%2.23%2.58%2.66%1.72%

Drawdowns

NUBD vs. MBB - Drawdown Comparison

The maximum NUBD drawdown since its inception was -0.47%, smaller than the maximum MBB drawdown of -17.64%. Use the drawdown chart below to compare losses from any high point for NUBD and MBB. For additional features, visit the drawdowns tool.


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Volatility

NUBD vs. MBB - Volatility Comparison


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