NUBD vs. SCHZ
Compare and contrast key facts about Nuveen ESG U.S. Aggregate Bond ETF (NUBD) and Schwab U.S. Aggregate Bond ETF (SCHZ).
NUBD and SCHZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NUBD is a passively managed fund by Nuveen that tracks the performance of the Bloomberg MSCI U.S. Aggregate ESG Select Index. It was launched on Sep 29, 2017. SCHZ is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Aggregate Bond Index. It was launched on Jul 14, 2011. Both NUBD and SCHZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
NUBD vs. SCHZ - Performance Comparison
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NUBD vs. SCHZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHZ Schwab U.S. Aggregate Bond ETF | 0.13% | 7.24% | 1.26% | 5.60% | -13.17% | -1.72% | 7.46% | 8.65% | -0.26% | 0.21% |
Returns By Period
In the year-to-date period, NUBD achieves a -0.01% return, which is significantly lower than SCHZ's 0.13% return.
NUBD
- 1D
- 0.04%
- 1M
- -1.45%
- YTD
- -0.01%
- 6M
- 0.63%
- 1Y
- 3.85%
- 3Y*
- 3.40%
- 5Y*
- 0.05%
- 10Y*
- —
SCHZ
- 1D
- 0.08%
- 1M
- -1.32%
- YTD
- 0.13%
- 6M
- 0.79%
- 1Y
- 4.07%
- 3Y*
- 3.59%
- 5Y*
- 0.21%
- 10Y*
- 1.62%
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NUBD vs. SCHZ - Expense Ratio Comparison
NUBD has a 0.15% expense ratio, which is higher than SCHZ's 0.03% 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. SCHZ — Risk / Return Rank
NUBD
SCHZ
NUBD vs. SCHZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG U.S. Aggregate Bond ETF (NUBD) and Schwab U.S. Aggregate Bond ETF (SCHZ). 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.
| NUBD | SCHZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.96 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.36 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.17 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.79 | -0.14 |
Martin ratioReturn relative to average drawdown | 4.48 | 5.11 | -0.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NUBD | SCHZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.96 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.04 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.44 | -0.15 |
Correlation
The correlation between NUBD and SCHZ is 0.91, 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. SCHZ - Dividend Comparison
NUBD's dividend yield for the trailing twelve months is around 3.92%, less than SCHZ's 4.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHZ Schwab U.S. Aggregate Bond ETF | 4.10% | 4.05% | 3.96% | 3.28% | 2.63% | 2.16% | 2.43% | 2.79% | 2.56% | 2.40% | 2.24% | 2.11% |
Drawdowns
NUBD vs. SCHZ - Drawdown Comparison
The maximum NUBD drawdown since its inception was -19.45%, roughly equal to the maximum SCHZ drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for NUBD and SCHZ.
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Drawdown Indicators
| NUBD | SCHZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.45% | -18.74% | -0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -2.50% | -2.51% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -17.90% | -18.01% | +0.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.74% | — |
Current DrawdownCurrent decline from peak | -4.13% | -2.63% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -3.70% | -2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 0.88% | +0.04% |
Volatility
NUBD vs. SCHZ - Volatility Comparison
Nuveen ESG U.S. Aggregate Bond ETF (NUBD) and Schwab U.S. Aggregate Bond ETF (SCHZ) 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
| NUBD | SCHZ | Difference | |
|---|---|---|---|
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% | 2.50% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.13% | 4.29% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.97% | 6.06% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.14% | 5.40% | -0.26% |