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NUHY vs. IBHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUHY vs. IBHD - 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 iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

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NUHY vs. IBHD - Yearly Performance Comparison


Returns By Period


NUHY

1D
0.43%
1M
-0.90%
YTD
-0.50%
6M
0.82%
1Y
6.99%
3Y*
7.78%
5Y*
3.21%
10Y*

IBHD

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

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NUHY vs. IBHD - Expense Ratio Comparison

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


Return for Risk

NUHY vs. IBHD — Risk / Return Rank

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

NUHY
NUHY Risk / Return Rank: 7070
Overall Rank
NUHY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
NUHY Sortino Ratio Rank: 6767
Sortino Ratio Rank
NUHY Omega Ratio Rank: 7676
Omega Ratio Rank
NUHY Calmar Ratio Rank: 6666
Calmar Ratio Rank
NUHY Martin Ratio Rank: 7575
Martin Ratio Rank

IBHD
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. IBHD - 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 iBonds 2024 Term High Yield & Income ETF (IBHD). 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.


NUHYIBHDDifference

Sharpe ratio

Return per unit of total volatility

1.25

Sortino ratio

Return per unit of downside risk

1.78

Omega ratio

Gain probability vs. loss probability

1.30

Calmar ratio

Return relative to maximum drawdown

1.83

Martin ratio

Return relative to average drawdown

8.64

NUHY vs. IBHD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NUHYIBHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

Dividends

NUHY vs. IBHD - Dividend Comparison

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


TTM2025202420232022202120202019
NUHY
Nuveen ESG High Yield Corporate Bond ETF
6.63%6.51%6.59%6.64%6.36%4.88%5.10%1.37%
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NUHY vs. IBHD - Drawdown Comparison

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


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Drawdown Indicators


NUHYIBHDDifference

Max Drawdown

Largest peak-to-trough decline

-20.14%

0.00%

-20.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-16.92%

Current Drawdown

Current decline from peak

-1.34%

0.00%

-1.34%

Average Drawdown

Average peak-to-trough decline

-3.61%

0.00%

-3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

Volatility

NUHY vs. IBHD - Volatility Comparison


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Volatility by Period


NUHYIBHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

5.61%

0.00%

+5.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.29%

0.00%

+7.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.59%

0.00%

+8.59%