NUSA vs. STOT
NUSA (Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF) and STOT (State Street DoubleLine Short Duration Total Return Tactical ETF) are both Short-Term Bond funds - NUSA tracks the ICE BofA Enhanced Yield US Broad Bond (1-5 Y) while STOT tracks the Bloomberg U.S. Aggregate 1-3 Year Index. Both are passively managed. Over the past 5 years, NUSA returned 1.48%/yr vs 2.80%/yr for STOT. At a 0.41 correlation, their price movements are largely independent. NUSA charges 0.15%/yr vs 0.45%/yr for STOT.
Performance
NUSA vs. STOT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NUSA achieves a 0.24% return, which is significantly lower than STOT's 0.91% return.
NUSA
- 1D
- -0.24%
- 1M
- -0.23%
- YTD
- 0.24%
- 6M
- 0.52%
- 1Y
- 3.50%
- 3Y*
- 4.31%
- 5Y*
- 1.48%
- 10Y*
- —
STOT
- 1D
- -0.14%
- 1M
- -0.05%
- YTD
- 0.91%
- 6M
- 1.24%
- 1Y
- 4.09%
- 3Y*
- 5.23%
- 5Y*
- 2.80%
- 10Y*
- 2.43%
NUSA vs. STOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NUSA Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF | 0.24% | 5.89% | 3.52% | 5.19% | -5.91% | -1.04% | 4.85% | 5.62% | 1.40% | 1.00% |
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 0.91% | 5.56% | 5.26% | 6.39% | -3.75% | 0.27% | 2.43% | 4.40% | 0.95% | 1.13% |
Correlation
The correlation between NUSA and STOT is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2017 | 0.41 |
Over the past year, NUSA and STOT have become more correlated (0.70) than their long-term average of 0.41, meaning their price movements have been converging.
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
NUSA vs. STOT — Risk / Return Rank
NUSA
STOT
NUSA vs. STOT - 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 State Street DoubleLine Short Duration Total Return Tactical ETF (STOT). 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.
| NUSA | STOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.76 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 5.37 | -2.63 |
| Martin ratioReturn relative to average drawdown | 9.65 | 23.46 | -13.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| NUSA | STOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 3.69 | -1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 1.62 | -1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 1.11 | -0.30 |
Drawdowns
NUSA vs. STOT - Drawdown Comparison
The maximum NUSA drawdown since its inception was -9.44%, which is greater than STOT's maximum drawdown of -6.07%. Use the drawdown chart below to compare losses from any high point for NUSA and STOT.
Loading charts...
Drawdown Indicators
| NUSA | STOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.44% | -6.07% | -3.37% |
Max Drawdown (1Y)Largest decline over 1 year | -1.28% | -0.76% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -1.62% | -0.76% | -0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -9.44% | -6.07% | -3.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.07% | — |
Current DrawdownCurrent decline from peak | -0.70% | -0.14% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -1.65% | -0.84% | -0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 0.17% | +0.19% |
Volatility
NUSA vs. STOT - Volatility Comparison
Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA) has a higher volatility of 0.67% compared to State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) at 0.35%. This indicates that NUSA's price experiences larger fluctuations and is considered to be riskier than STOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NUSA | STOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.67% | 0.35% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 1.35% | 0.86% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.83% | 1.11% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.80% | 1.73% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.73% | 2.20% | +0.53% |
NUSA vs. STOT - Expense Ratio Comparison
NUSA has a 0.15% expense ratio, which is lower than STOT's 0.45% expense ratio.
Dividends
NUSA vs. STOT - Dividend Comparison
NUSA's dividend yield for the trailing twelve months is around 3.87%, less than STOT's 4.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
NUSA Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF | 3.87% | 3.83% | 3.93% | 3.54% | 2.44% | 2.16% | 2.51% | 2.85% | 3.22% | 2.20% | 0.00% |
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 4.41% | 4.52% | 5.10% | 4.53% | 2.54% | 1.76% | 1.66% | 2.61% | 2.50% | 1.95% | 2.08% |
Frequently Asked Questions
NUSA and STOT have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NUSA has higher volatility (0.67%) compared to STOT (0.35%). In terms of maximum drawdown, NUSA dropped -9.44% vs STOT's -6.07%.
On 5-year performance, STOT leads with 2.80% vs 1.48% for NUSA. On fees, NUSA is cheaper at 0.15% per year. On volatility, STOT has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, STOT has performed better with a 2.80% return vs 1.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NUSA is cheaper with a 0.15% expense ratio, compared with 0.45% for STOT.
STOT has the higher dividend yield at 4.41%, compared with 3.87% for NUSA.
NUSA tracks ICE BofA Enhanced Yield US Broad Bond (1-5 Y), while STOT tracks Bloomberg U.S. Aggregate 1-3 Year Index. They also come from different issuers: Nuveen and State Street. Their fees differ too: 0.15% for NUSA and 0.45% for STOT.
STOT currently has the higher Sharpe Ratio (3.69 vs 1.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for NUSA and STOT
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