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NUSA vs. BSV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUSA vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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NUSA vs. BSV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUSA
Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF
0.18%5.89%3.52%5.19%-5.91%-1.04%4.85%5.62%1.40%1.00%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.16%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%0.45%

Returns By Period

In the year-to-date period, NUSA achieves a 0.18% return, which is significantly higher than BSV's 0.16% return.


NUSA

1D
-0.07%
1M
-0.59%
YTD
0.18%
6M
1.07%
1Y
3.87%
3Y*
4.29%
5Y*
1.59%
10Y*

BSV

1D
0.02%
1M
-0.57%
YTD
0.16%
6M
1.15%
1Y
4.05%
3Y*
4.27%
5Y*
1.68%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUSA vs. BSV - Expense Ratio Comparison

NUSA has a 0.15% expense ratio, which is higher than BSV's 0.03% 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%.


Return for Risk

NUSA vs. BSV — Risk / Return Rank

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

NUSA
NUSA Risk / Return Rank: 9090
Overall Rank
NUSA Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
NUSA Sortino Ratio Rank: 9494
Sortino Ratio Rank
NUSA Omega Ratio Rank: 8989
Omega Ratio Rank
NUSA Calmar Ratio Rank: 8888
Calmar Ratio Rank
NUSA Martin Ratio Rank: 8888
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 9292
Overall Rank
BSV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 9696
Sortino Ratio Rank
BSV Omega Ratio Rank: 9191
Omega Ratio Rank
BSV Calmar Ratio Rank: 9191
Calmar Ratio Rank
BSV Martin Ratio Rank: 9090
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.

NUSA vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


NUSABSVDifference

Sharpe ratio

Return per unit of total volatility

1.99

2.04

-0.05

Sortino ratio

Return per unit of downside risk

3.06

3.25

-0.19

Omega ratio

Gain probability vs. loss probability

1.39

1.40

-0.01

Calmar ratio

Return relative to maximum drawdown

3.01

3.23

-0.22

Martin ratio

Return relative to average drawdown

11.54

12.23

-0.70

NUSA vs. BSV - Sharpe Ratio Comparison

The current NUSA Sharpe Ratio is 1.99, which is comparable to the BSV Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of NUSA and BSV, 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


NUSABSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.04

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.62

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.86

-0.04

Correlation

The correlation between NUSA and BSV is 0.75, 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

NUSA vs. BSV - Dividend Comparison

NUSA's dividend yield for the trailing twelve months is around 3.82%, less than BSV's 3.93% yield.


TTM20252024202320222021202020192018201720162015
NUSA
Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF
3.82%3.83%3.93%3.54%2.44%2.16%2.51%2.85%3.22%2.20%0.00%0.00%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.93%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%

Drawdowns

NUSA vs. BSV - Drawdown Comparison

The maximum NUSA drawdown since its inception was -9.44%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for NUSA and BSV.


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Drawdown Indicators


NUSABSVDifference

Max Drawdown

Largest peak-to-trough decline

-9.44%

-8.54%

-0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-1.28%

-1.29%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-9.44%

-8.54%

-0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

Current Drawdown

Current decline from peak

-0.76%

-0.76%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.67%

-0.98%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

0.34%

-0.01%

Volatility

NUSA vs. BSV - Volatility Comparison

Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV) have volatilities of 0.80% and 0.78%, 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


NUSABSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

0.78%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

1.19%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

1.95%

2.00%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.78%

2.71%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.74%

2.37%

+0.37%