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NUHY vs. HYXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUHY vs. HYXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG High Yield Corporate Bond ETF (NUHY) and iShares Euro High Yield Corporate Bond USD Hedged ETF (HYXU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


NUHY

1D
0.14%
1M
0.75%
YTD
1.49%
6M
1.82%
1Y
6.51%
3Y*
8.51%
5Y*
3.43%
10Y*

HYXU

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUHY vs. HYXU - Yearly Performance Comparison


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Return for Risk

NUHY vs. HYXU — Risk / Return Rank

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

NUHY
NUHY Risk / Return Rank: 5353
Overall Rank
NUHY Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
NUHY Sortino Ratio Rank: 5656
Sortino Ratio Rank
NUHY Omega Ratio Rank: 5555
Omega Ratio Rank
NUHY Calmar Ratio Rank: 4747
Calmar Ratio Rank
NUHY Martin Ratio Rank: 5858
Martin Ratio Rank

HYXU
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.

NUHY vs. HYXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG High Yield Corporate Bond ETF (NUHY) and iShares Euro High Yield Corporate Bond USD Hedged ETF (HYXU). 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.


NUHYHYXUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.28

Martin ratioReturn relative to average drawdown

10.16

NUHY vs. HYXU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NUHYHYXUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

Drawdowns

NUHY vs. HYXU - Drawdown Comparison

The maximum NUHY drawdown since its inception was -20.14%, which is greater than HYXU's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for NUHY and HYXU.


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Drawdown Indicators


NUHYHYXUDifference

Max Drawdown

Largest peak-to-trough decline

-20.14%

0.00%

-20.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-16.92%

Current Drawdown

Current decline from peak

-0.12%

0.00%

-0.12%

Average Drawdown

Average peak-to-trough decline

-3.53%

0.00%

-3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

Volatility

NUHY vs. HYXU - Volatility Comparison


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Volatility by Period


NUHYHYXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

0.00%

+3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.31%

0.00%

+7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.51%

0.00%

+8.51%

NUHY vs. HYXU - Expense Ratio Comparison

NUHY has a 0.30% expense ratio, which is lower than HYXU's 0.35% expense ratio.


Dividends

NUHY vs. HYXU - Dividend Comparison

NUHY's dividend yield for the trailing twelve months is around 6.63%, while HYXU has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
HYXU
iShares Euro High Yield Corporate Bond USD Hedged ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NUHY
Nuveen ESG High Yield Corporate Bond ETF
6.63%6.51%6.59%6.64%6.36%4.88%5.10%1.37%

Frequently Asked Questions


On fees, NUHY is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NUHY is cheaper with a 0.30% expense ratio, compared with 0.35% for HYXU.

NUHY has the higher dividend yield at 6.63%, compared with 0.00% for HYXU.

NUHY tracks Bloomberg Barclays MSCI US Aggregate ESG Select Index, while HYXU tracks BBG Pan-European High Yield (Euro) Total Return 100% USD Hedged Index. They also come from different issuers: Nuveen and iShares. Their fees differ too: 0.30% for NUHY and 0.35% for HYXU.

Portfolio Optimizer

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