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NUBD vs. NUAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUBD vs. NUAG - Performance Comparison

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

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NUBD vs. NUAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUBD
Nuveen ESG U.S. Aggregate Bond ETF
-0.01%6.75%1.31%5.42%-12.90%-2.19%7.17%8.22%0.32%0.26%
NUAG
Nuveen Enhanced Yield U.S. Aggregate Bond ETF
-0.03%7.37%2.02%7.52%-13.97%-2.03%7.48%10.13%-1.45%0.21%

Returns By Period

In the year-to-date period, NUBD achieves a -0.01% return, which is significantly higher than NUAG's -0.03% return.


NUBD

1D
0.04%
1M
-1.45%
YTD
-0.01%
6M
0.63%
1Y
3.85%
3Y*
3.40%
5Y*
0.05%
10Y*

NUAG

1D
0.03%
1M
-1.41%
YTD
-0.03%
6M
0.67%
1Y
4.34%
3Y*
4.46%
5Y*
0.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUBD vs. NUAG - Expense Ratio Comparison

NUBD has a 0.15% expense ratio, which is lower than NUAG's 0.19% 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%.


Return for Risk

NUBD vs. NUAG — Risk / Return Rank

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

NUBD
NUBD Risk / Return Rank: 4848
Overall Rank
NUBD Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
NUBD Sortino Ratio Rank: 4747
Sortino Ratio Rank
NUBD Omega Ratio Rank: 3939
Omega Ratio Rank
NUBD Calmar Ratio Rank: 6060
Calmar Ratio Rank
NUBD Martin Ratio Rank: 4444
Martin Ratio Rank

NUAG
NUAG Risk / Return Rank: 5454
Overall Rank
NUAG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
NUAG Sortino Ratio Rank: 5151
Sortino Ratio Rank
NUAG Omega Ratio Rank: 4545
Omega Ratio Rank
NUAG Calmar Ratio Rank: 6868
Calmar Ratio Rank
NUAG Martin Ratio Rank: 5252
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. NUAG - Risk-Adjusted Trends Comparison

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


NUBDNUAGDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.02

-0.09

Sortino ratio

Return per unit of downside risk

1.34

1.45

-0.11

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.65

1.90

-0.24

Martin ratio

Return relative to average drawdown

4.48

5.51

-1.04

NUBD vs. NUAG - Sharpe Ratio Comparison

The current NUBD Sharpe Ratio is 0.94, which is comparable to the NUAG Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of NUBD and NUAG, 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


NUBDNUAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.02

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.09

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.30

-0.01

Correlation

The correlation between NUBD and NUAG is 0.87, 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. NUAG - Dividend Comparison

NUBD's dividend yield for the trailing twelve months is around 3.92%, less than NUAG's 4.54% yield.


TTM2025202420232022202120202019201820172016
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%
NUAG
Nuveen Enhanced Yield U.S. Aggregate Bond ETF
4.54%4.43%4.44%3.95%3.60%2.27%2.93%3.54%3.79%3.38%0.48%

Drawdowns

NUBD vs. NUAG - Drawdown Comparison

The maximum NUBD drawdown since its inception was -19.45%, roughly equal to the maximum NUAG drawdown of -19.79%. Use the drawdown chart below to compare losses from any high point for NUBD and NUAG.


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Drawdown Indicators


NUBDNUAGDifference

Max Drawdown

Largest peak-to-trough decline

-19.45%

-19.79%

+0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-2.54%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

-19.19%

+1.29%

Current Drawdown

Current decline from peak

-4.13%

-1.75%

-2.38%

Average Drawdown

Average peak-to-trough decline

-6.10%

-5.01%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.88%

+0.04%

Volatility

NUBD vs. NUAG - Volatility Comparison

Nuveen ESG U.S. Aggregate Bond ETF (NUBD) and Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) have volatilities of 1.59% and 1.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUBDNUAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

1.66%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

2.44%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

4.28%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.97%

6.00%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.14%

5.51%

-0.37%