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NUBD vs. VTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUBD vs. VTG - Performance Comparison

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

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Returns By Period

In the year-to-date period, NUBD achieves a 0.20% return, which is significantly higher than VTG's -0.11% return.


NUBD

1D
-0.18%
1M
0.31%
YTD
0.20%
6M
0.09%
1Y
4.97%
3Y*
3.77%
5Y*
-0.06%
10Y*

VTG

1D
-0.17%
1M
0.11%
YTD
-0.11%
6M
-0.30%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUBD vs. VTG - Yearly Performance Comparison


2026 (YTD)2025
NUBD
Nuveen ESG U.S. Aggregate Bond ETF
0.20%3.33%
VTG
Vanguard Total Treasury ETF
-0.11%2.88%

Correlation

The correlation between NUBD and VTG is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 10, 2025

0.91

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Return for Risk

NUBD vs. VTG — Risk / Return Rank

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

NUBD
NUBD Risk / Return Rank: 3636
Overall Rank
NUBD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
NUBD Sortino Ratio Rank: 3737
Sortino Ratio Rank
NUBD Omega Ratio Rank: 3535
Omega Ratio Rank
NUBD Calmar Ratio Rank: 3737
Calmar Ratio Rank
NUBD Martin Ratio Rank: 3535
Martin Ratio Rank

VTG
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. VTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG U.S. Aggregate Bond ETF (NUBD) and Vanguard Total Treasury ETF (VTG). 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.


NUBDVTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.81

Martin ratioReturn relative to average drawdown

5.38

NUBD vs. VTG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NUBDVTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.88

-0.59

Drawdowns

NUBD vs. VTG - Drawdown Comparison

The maximum NUBD drawdown since its inception was -19.45%, which is greater than VTG's maximum drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for NUBD and VTG.


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Drawdown Indicators


NUBDVTGDifference

Max Drawdown

Largest peak-to-trough decline

-19.45%

-2.89%

-16.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

Current Drawdown

Current decline from peak

-3.93%

-1.89%

-2.04%

Average Drawdown

Average peak-to-trough decline

-6.05%

-0.73%

-5.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

Volatility

NUBD vs. VTG - Volatility Comparison


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Volatility by Period


NUBDVTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

3.51%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.99%

3.51%

+2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.12%

3.51%

+1.61%

NUBD vs. VTG - Expense Ratio Comparison

NUBD has a 0.15% expense ratio, which is higher than VTG'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%.


Dividends

NUBD vs. VTG - Dividend Comparison

NUBD's dividend yield for the trailing twelve months is around 3.99%, more than VTG's 3.21% yield.


PositionTTM202520242023202220212020201920182017
NUBD
Nuveen ESG U.S. Aggregate Bond ETF
3.99%3.90%3.51%2.99%2.83%2.05%2.21%2.66%3.08%0.58%
VTG
Vanguard Total Treasury ETF
3.21%1.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, NUBD and VTG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VTG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTG is cheaper with a 0.03% expense ratio, compared with 0.15% for NUBD.

NUBD has the higher dividend yield at 3.99%, compared with 3.21% for VTG.

NUBD tracks Bloomberg MSCI U.S. Aggregate ESG Select Index, while VTG tracks Bloomberg U.S. Treasury Total Return Unhedged USD Index. They also come from different issuers: Nuveen and Vanguard. Their fees differ too: 0.15% for NUBD and 0.03% for VTG.

Portfolio Optimizer

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