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NUBD vs. NUSA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUBD vs. NUSA - 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 ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA). The values are adjusted to include any dividend payments, if applicable.

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NUBD vs. NUSA - 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%
NUSA
Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF
0.18%5.89%3.52%5.19%-5.91%-1.04%4.85%5.62%1.40%-0.17%

Returns By Period

In the year-to-date period, NUBD achieves a -0.01% return, which is significantly lower than NUSA's 0.18% return.


NUBD

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

NUSA

1D
-0.07%
1M
-0.59%
YTD
0.18%
6M
1.07%
1Y
3.87%
3Y*
4.29%
5Y*
1.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUBD vs. NUSA - Expense Ratio Comparison

Both NUBD and NUSA have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

NUBD vs. NUSA — 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

NUSA
NUSA Risk / Return Rank: 9090
Overall Rank
NUSA Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
NUSA Sortino Ratio Rank: 9494
Sortino Ratio Rank
NUSA Omega Ratio Rank: 8989
Omega Ratio Rank
NUSA Calmar Ratio Rank: 8888
Calmar Ratio Rank
NUSA Martin Ratio Rank: 8888
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. NUSA - 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 ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA). 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.


NUBDNUSADifference

Sharpe ratio

Return per unit of total volatility

0.94

1.99

-1.05

Sortino ratio

Return per unit of downside risk

1.34

3.06

-1.72

Omega ratio

Gain probability vs. loss probability

1.16

1.39

-0.22

Calmar ratio

Return relative to maximum drawdown

1.65

3.01

-1.35

Martin ratio

Return relative to average drawdown

4.48

11.54

-7.06

NUBD vs. NUSA - Sharpe Ratio Comparison

The current NUBD Sharpe Ratio is 0.94, which is lower than the NUSA Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of NUBD and NUSA, 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


NUBDNUSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.99

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.57

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.82

-0.53

Correlation

The correlation between NUBD and NUSA is 0.70, 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. NUSA - Dividend Comparison

NUBD's dividend yield for the trailing twelve months is around 3.92%, more than NUSA's 3.82% yield.


TTM202520242023202220212020201920182017
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%
NUSA
Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF
3.82%3.83%3.93%3.54%2.44%2.16%2.51%2.85%3.22%2.20%

Drawdowns

NUBD vs. NUSA - Drawdown Comparison

The maximum NUBD drawdown since its inception was -19.45%, which is greater than NUSA's maximum drawdown of -9.44%. Use the drawdown chart below to compare losses from any high point for NUBD and NUSA.


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Drawdown Indicators


NUBDNUSADifference

Max Drawdown

Largest peak-to-trough decline

-19.45%

-9.44%

-10.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-1.28%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

-9.44%

-8.46%

Current Drawdown

Current decline from peak

-4.13%

-0.76%

-3.37%

Average Drawdown

Average peak-to-trough decline

-6.10%

-1.67%

-4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.33%

+0.59%

Volatility

NUBD vs. NUSA - Volatility Comparison

Nuveen ESG U.S. Aggregate Bond ETF (NUBD) has a higher volatility of 1.59% compared to Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA) at 0.80%. This indicates that NUBD's price experiences larger fluctuations and is considered to be riskier than NUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUBDNUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

0.80%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

1.19%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

1.95%

+2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.97%

2.78%

+3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.14%

2.74%

+2.40%