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NUSA vs. NUBD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUSA vs. NUBD - 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 Nuveen ESG U.S. Aggregate Bond ETF (NUBD). The values are adjusted to include any dividend payments, if applicable.

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NUSA vs. NUBD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUSA
Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF
0.25%5.89%3.52%5.19%-5.91%-1.04%4.85%5.62%1.40%-0.17%
NUBD
Nuveen ESG U.S. Aggregate Bond ETF
-0.04%6.75%1.31%5.42%-12.90%-2.19%7.17%8.22%0.32%0.26%

Returns By Period

In the year-to-date period, NUSA achieves a 0.25% return, which is significantly higher than NUBD's -0.04% return.


NUSA

1D
0.28%
1M
-0.68%
YTD
0.25%
6M
1.27%
1Y
3.93%
3Y*
4.32%
5Y*
1.60%
10Y*

NUBD

1D
0.23%
1M
-1.84%
YTD
-0.04%
6M
0.85%
1Y
4.10%
3Y*
3.39%
5Y*
0.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUSA vs. NUBD - Expense Ratio Comparison

Both NUSA and NUBD have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

NUSA vs. NUBD — Risk / Return Rank

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

NUSA
NUSA Risk / Return Rank: 9292
Overall Rank
NUSA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
NUSA Sortino Ratio Rank: 9595
Sortino Ratio Rank
NUSA Omega Ratio Rank: 9191
Omega Ratio Rank
NUSA Calmar Ratio Rank: 9191
Calmar Ratio Rank
NUSA Martin Ratio Rank: 9191
Martin Ratio Rank

NUBD
NUBD Risk / Return Rank: 5555
Overall Rank
NUBD Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
NUBD Sortino Ratio Rank: 5555
Sortino Ratio Rank
NUBD Omega Ratio Rank: 4646
Omega Ratio Rank
NUBD Calmar Ratio Rank: 6969
Calmar Ratio Rank
NUBD Martin Ratio Rank: 5050
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. NUBD - 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 Nuveen ESG U.S. Aggregate Bond ETF (NUBD). 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.


NUSANUBDDifference

Sharpe ratio

Return per unit of total volatility

2.02

1.00

+1.02

Sortino ratio

Return per unit of downside risk

3.11

1.42

+1.69

Omega ratio

Gain probability vs. loss probability

1.39

1.18

+0.22

Calmar ratio

Return relative to maximum drawdown

3.19

1.74

+1.45

Martin ratio

Return relative to average drawdown

12.36

4.74

+7.62

NUSA vs. NUBD - Sharpe Ratio Comparison

The current NUSA Sharpe Ratio is 2.02, which is higher than the NUBD Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of NUSA and NUBD, 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


NUSANUBDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

1.00

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.01

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.29

+0.53

Correlation

The correlation between NUSA and NUBD is 0.70, 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. NUBD - Dividend Comparison

NUSA's dividend yield for the trailing twelve months is around 3.84%, less than NUBD's 3.92% yield.


TTM202520242023202220212020201920182017
NUSA
Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF
3.84%3.83%3.93%3.54%2.44%2.16%2.51%2.85%3.22%2.20%
NUBD
Nuveen ESG U.S. Aggregate Bond ETF
3.92%3.90%3.51%2.99%2.83%2.05%2.21%2.66%3.08%0.58%

Drawdowns

NUSA vs. NUBD - Drawdown Comparison

The maximum NUSA drawdown since its inception was -9.44%, smaller than the maximum NUBD drawdown of -19.45%. Use the drawdown chart below to compare losses from any high point for NUSA and NUBD.


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Drawdown Indicators


NUSANUBDDifference

Max Drawdown

Largest peak-to-trough decline

-9.44%

-19.45%

+10.01%

Max Drawdown (1Y)

Largest decline over 1 year

-1.28%

-2.50%

+1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-9.44%

-17.90%

+8.46%

Current Drawdown

Current decline from peak

-0.68%

-4.16%

+3.48%

Average Drawdown

Average peak-to-trough decline

-1.67%

-6.10%

+4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

0.92%

-0.59%

Volatility

NUSA vs. NUBD - Volatility Comparison

The current volatility for Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA) is 0.80%, while Nuveen ESG U.S. Aggregate Bond ETF (NUBD) has a volatility of 1.59%. This indicates that NUSA experiences smaller price fluctuations and is considered to be less risky than NUBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUSANUBDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

1.59%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

2.49%

-1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

1.96%

4.13%

-2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.78%

5.98%

-3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.74%

5.14%

-2.40%