NUSA vs. AGG
Compare and contrast key facts about Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF (NUSA) and iShares Core U.S. Aggregate Bond ETF (AGG).
NUSA and AGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NUSA is a passively managed fund by Nuveen that tracks the performance of the ICE BofA Enhanced Yield US Broad Bond (1-5 Y). It was launched on Mar 31, 2017. AGG is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Sep 22, 2003. Both NUSA and AGG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NUSA or AGG.
Performance
NUSA vs. AGG - Performance Comparison
Returns By Period
In the year-to-date period, NUSA achieves a 3.02% return, which is significantly higher than AGG's 1.78% return.
NUSA
3.02%
-0.66%
2.82%
5.37%
1.24%
N/A
AGG
1.78%
-1.97%
3.14%
6.87%
-0.18%
1.45%
Key characteristics
| NUSA | AGG | |
|---|---|---|
| Sharpe Ratio | 2.07 | 1.29 |
| Sortino Ratio | 3.18 | 1.88 |
| Omega Ratio | 1.42 | 1.23 |
| Calmar Ratio | 1.18 | 0.52 |
| Martin Ratio | 9.68 | 4.35 |
| Ulcer Index | 0.63% | 1.71% |
| Daily Std Dev | 2.88% | 5.79% |
| Max Drawdown | -9.44% | -18.43% |
| Current Drawdown | -1.47% | -8.52% |
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NUSA vs. AGG - Expense Ratio Comparison
NUSA has a 0.20% expense ratio, which is higher than AGG's 0.05% 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%.
Correlation
The correlation between NUSA and AGG is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
NUSA vs. AGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF (NUSA) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
Dividends
NUSA vs. AGG - Dividend Comparison
NUSA's dividend yield for the trailing twelve months is around 4.13%, more than AGG's 3.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUSA Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF | 4.13% | 3.54% | 2.44% | 2.16% | 2.51% | 2.85% | 3.22% | 2.21% | 0.00% | 0.00% | 0.00% | 0.00% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.64% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
Drawdowns
NUSA vs. AGG - Drawdown Comparison
The maximum NUSA drawdown since its inception was -9.44%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for NUSA and AGG. For additional features, visit the drawdowns tool.
Volatility
NUSA vs. AGG - Volatility Comparison
The current volatility for Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF (NUSA) is 0.66%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.64%. This indicates that NUSA experiences smaller price fluctuations and is considered to be less risky than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.