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NUHY vs. USHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUHY vs. USHY - 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 Broad USD High Yield Corporate Bond ETF (USHY). The values are adjusted to include any dividend payments, if applicable.

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NUHY vs. USHY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NUHY
Nuveen ESG High Yield Corporate Bond ETF
-0.50%9.12%7.26%11.18%-11.80%2.46%4.14%2.21%
USHY
iShares Broad USD High Yield Corporate Bond ETF
-0.05%8.81%8.45%12.73%-11.18%5.02%6.17%2.30%

Returns By Period

In the year-to-date period, NUHY achieves a -0.50% return, which is significantly lower than USHY's -0.05% return.


NUHY

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

USHY

1D
0.33%
1M
-0.67%
YTD
-0.05%
6M
0.98%
1Y
7.26%
3Y*
8.45%
5Y*
4.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUHY vs. USHY - Expense Ratio Comparison

NUHY has a 0.30% expense ratio, which is higher than USHY's 0.15% expense ratio.


Return for Risk

NUHY vs. USHY — 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

USHY
USHY Risk / Return Rank: 7676
Overall Rank
USHY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 7474
Sortino Ratio Rank
USHY Omega Ratio Rank: 7979
Omega Ratio Rank
USHY Calmar Ratio Rank: 7171
Calmar Ratio Rank
USHY Martin Ratio Rank: 8383
Martin Ratio Rank
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. USHY - 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 Broad USD High Yield Corporate Bond ETF (USHY). 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.


NUHYUSHYDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.32

-0.07

Sortino ratio

Return per unit of downside risk

1.78

1.94

-0.16

Omega ratio

Gain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratio

Return relative to maximum drawdown

1.83

1.91

-0.08

Martin ratio

Return relative to average drawdown

8.64

9.64

-1.00

NUHY vs. USHY - Sharpe Ratio Comparison

The current NUHY Sharpe Ratio is 1.25, which is comparable to the USHY Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of NUHY and USHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NUHYUSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.32

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.58

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.56

-0.16

Correlation

The correlation between NUHY and USHY is 0.86, 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

NUHY vs. USHY - Dividend Comparison

NUHY's dividend yield for the trailing twelve months is around 6.63%, less than USHY's 6.95% yield.


TTM202520242023202220212020201920182017
NUHY
Nuveen ESG High Yield Corporate Bond ETF
6.63%6.51%6.59%6.64%6.36%4.88%5.10%1.37%0.00%0.00%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.95%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%

Drawdowns

NUHY vs. USHY - Drawdown Comparison

The maximum NUHY drawdown since its inception was -20.14%, smaller than the maximum USHY drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for NUHY and USHY.


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Drawdown Indicators


NUHYUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-20.14%

-22.44%

+2.30%

Max Drawdown (1Y)

Largest decline over 1 year

-3.96%

-3.92%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.92%

-15.56%

-1.36%

Current Drawdown

Current decline from peak

-1.34%

-1.03%

-0.31%

Average Drawdown

Average peak-to-trough decline

-3.61%

-2.71%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.77%

+0.07%

Volatility

NUHY vs. USHY - Volatility Comparison

Nuveen ESG High Yield Corporate Bond ETF (NUHY) and iShares Broad USD High Yield Corporate Bond ETF (USHY) have volatilities of 2.20% and 2.21%, 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


NUHYUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

2.21%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

2.84%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

5.61%

5.52%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.29%

7.33%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.59%

8.32%

+0.27%