PortfoliosLab logoPortfoliosLab logo
NUHY vs. IBHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period


NUHY

1D
-0.26%
1M
0.60%
YTD
1.35%
6M
1.61%
1Y
6.66%
3Y*
8.37%
5Y*
3.40%
10Y*

IBHD

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

NUHY vs. IBHD - Yearly Performance Comparison


Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 5454
Overall Rank
NUHY Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
NUHY Sortino Ratio Rank: 5757
Sortino Ratio Rank
NUHY Omega Ratio Rank: 5656
Omega Ratio Rank
NUHY Calmar Ratio Rank: 4747
Calmar Ratio Rank
NUHY Martin Ratio Rank: 5959
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 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

2.33

Martin ratioReturn relative to average drawdown

10.39

NUHY vs. IBHD - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


NUHYIBHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

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. 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.


Loading charts...

Drawdown Indicators


NUHYIBHDDifference

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

-0.26%

0.00%

-0.26%

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. IBHD - Volatility Comparison


Loading charts...

Volatility by Period


NUHYIBHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

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. IBHD - Expense Ratio Comparison

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


Dividends

NUHY vs. IBHD - Dividend Comparison

NUHY's dividend yield for the trailing twelve months is around 6.64%, while IBHD has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
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%
NUHY
Nuveen ESG High Yield Corporate Bond ETF
6.64%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 IBHD.

NUHY has the higher dividend yield at 6.64%, compared with 0.00% for IBHD.

NUHY tracks Bloomberg Barclays MSCI US Aggregate ESG Select Index, while IBHD tracks Bloomberg 2024 Term High Yield and Income Index. They also come from different issuers: Nuveen and iShares. Their fees differ too: 0.30% for NUHY and 0.35% for IBHD.

Portfolio Optimizer

Find the right allocation for NUHY and IBHD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer