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NUBD vs. MBB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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NUBD vs. MBB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUBD
Nuveen ESG U.S. Aggregate Bond ETF
-0.04%6.75%1.31%5.42%-12.90%-2.19%7.17%8.22%0.32%0.26%
MBB
iShares MBS Bond ETF
0.41%8.38%1.31%5.01%-11.74%-1.43%4.08%6.18%0.82%0.05%

Returns By Period

In the year-to-date period, NUBD achieves a -0.04% return, which is significantly lower than MBB's 0.41% return.


NUBD

1D
0.23%
1M
-1.84%
YTD
-0.04%
6M
0.85%
1Y
4.10%
3Y*
3.39%
5Y*
0.04%
10Y*

MBB

1D
0.24%
1M
-1.69%
YTD
0.41%
6M
1.92%
1Y
5.63%
3Y*
4.09%
5Y*
0.40%
10Y*
1.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

NUBD vs. MBB — Risk / Return Rank

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

NUBD
NUBD Risk / Return Rank: 5555
Overall Rank
NUBD Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
NUBD Sortino Ratio Rank: 5555
Sortino Ratio Rank
NUBD Omega Ratio Rank: 4646
Omega Ratio Rank
NUBD Calmar Ratio Rank: 6969
Calmar Ratio Rank
NUBD Martin Ratio Rank: 5050
Martin Ratio Rank

MBB
MBB Risk / Return Rank: 6767
Overall Rank
MBB Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
MBB Sortino Ratio Rank: 6767
Sortino Ratio Rank
MBB Omega Ratio Rank: 5757
Omega Ratio Rank
MBB Calmar Ratio Rank: 8181
Calmar Ratio Rank
MBB Martin Ratio Rank: 6363
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. MBB - Risk-Adjusted Trends 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.


NUBDMBBDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.14

-0.14

Sortino ratio

Return per unit of downside risk

1.42

1.63

-0.21

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.03

Calmar ratio

Return relative to maximum drawdown

1.74

2.18

-0.44

Martin ratio

Return relative to average drawdown

4.74

6.00

-1.26

NUBD vs. MBB - Sharpe Ratio Comparison

The current NUBD Sharpe Ratio is 1.00, which is comparable to the MBB Sharpe Ratio of 1.14. 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.


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Sharpe Ratios by Period


NUBDMBBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.14

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.06

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.59

-0.30

Correlation

The correlation between NUBD and MBB is 0.83, 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.


Dividends

NUBD vs. MBB - Dividend Comparison

NUBD's dividend yield for the trailing twelve months is around 3.92%, less than MBB's 4.22% yield.


TTM20252024202320222021202020192018201720162015
NUBD
Nuveen ESG U.S. Aggregate Bond ETF
3.92%3.90%3.51%2.99%2.83%2.05%2.21%2.66%3.08%0.58%0.00%0.00%
MBB
iShares MBS Bond ETF
4.22%4.21%3.94%3.40%2.31%1.05%2.10%2.77%2.64%2.23%2.58%2.66%

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 -17.64%. Use the drawdown chart below to compare losses from any high point for NUBD and MBB.


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Drawdown Indicators


NUBDMBBDifference

Max Drawdown

Largest peak-to-trough decline

-19.45%

-17.64%

-1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-2.64%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

-17.19%

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-17.64%

Current Drawdown

Current decline from peak

-4.16%

-1.69%

-2.47%

Average Drawdown

Average peak-to-trough decline

-6.10%

-2.36%

-3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.96%

-0.04%

Volatility

NUBD vs. MBB - Volatility Comparison

The current volatility for Nuveen ESG U.S. Aggregate Bond ETF (NUBD) is 1.59%, while iShares MBS Bond ETF (MBB) has a volatility of 1.98%. 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.


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Volatility by Period


NUBDMBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

1.98%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

3.00%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

4.97%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.98%

6.77%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.14%

5.27%

-0.13%