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

Correlation

The correlation between NUBD and MBB is 0.82, 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.


-0.50.00.51.00.8

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.

-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.10%
0.99%
NUBD
MBB

Key characteristics

Sharpe Ratio

NUBD:

0.25

MBB:

0.22

Sortino Ratio

NUBD:

0.38

MBB:

0.35

Omega Ratio

NUBD:

1.05

MBB:

1.04

Calmar Ratio

NUBD:

0.09

MBB:

0.11

Martin Ratio

NUBD:

0.68

MBB:

0.61

Ulcer Index

NUBD:

1.98%

MBB:

2.27%

Daily Std Dev

NUBD:

5.35%

MBB:

6.30%

Max Drawdown

NUBD:

-19.45%

MBB:

-17.65%

Current Drawdown

NUBD:

-10.43%

MBB:

-8.07%

Returns By Period

In the year-to-date period, NUBD achieves a 1.03% return, which is significantly higher than MBB's 0.90% return.


NUBD

YTD

1.03%

1M

-0.47%

6M

1.10%

1Y

1.35%

5Y*

-0.57%

10Y*

N/A

MBB

YTD

0.90%

1M

-0.77%

6M

0.99%

1Y

1.39%

5Y*

-0.80%

10Y*

0.78%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


NUBD
Nuveen ESG U.S. Aggregate Bond ETF
Expense ratio chart for NUBD: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for MBB: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for NUBD, currently valued at 0.25, compared to the broader market0.002.004.000.250.22
The chart of Sortino ratio for NUBD, currently valued at 0.38, compared to the broader market-2.000.002.004.006.008.0010.000.380.35
The chart of Omega ratio for NUBD, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.04
The chart of Calmar ratio for NUBD, currently valued at 0.09, compared to the broader market0.005.0010.0015.000.090.11
The chart of Martin ratio for NUBD, currently valued at 0.68, compared to the broader market0.0020.0040.0060.0080.00100.000.680.61
NUBD
MBB

The current NUBD Sharpe Ratio is 0.25, which is comparable to the MBB Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of NUBD and MBB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.25
0.22
NUBD
MBB

Dividends

NUBD vs. MBB - Dividend Comparison

NUBD's dividend yield for the trailing twelve months is around 3.52%, less than MBB's 3.95% yield.


TTM20232022202120202019201820172016201520142013
NUBD
Nuveen ESG U.S. Aggregate Bond ETF
3.52%2.98%2.84%2.05%2.21%2.66%3.08%0.58%0.00%0.00%0.00%0.00%
MBB
iShares MBS Bond ETF
3.95%3.40%2.31%1.05%2.10%2.77%2.63%2.23%2.58%2.66%1.72%1.27%

Drawdowns

NUBD vs. MBB - Drawdown Comparison

The maximum NUBD drawdown since its inception was -19.45%, which is greater than MBB's maximum drawdown of -17.65%. Use the drawdown chart below to compare losses from any high point for NUBD and MBB. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-10.43%
-8.07%
NUBD
MBB

Volatility

NUBD vs. MBB - Volatility Comparison

The current volatility for Nuveen ESG U.S. Aggregate Bond ETF (NUBD) is 1.54%, while iShares MBS Bond ETF (MBB) has a volatility of 1.84%. This indicates that NUBD experiences smaller price fluctuations and is considered to be less risky than MBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.54%
1.84%
NUBD
MBB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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