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NUSA vs. VGIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NUSA and VGIT is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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Performance

NUSA vs. VGIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF (NUSA) and Vanguard Intermediate-Term Treasury ETF (VGIT). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%December2025FebruaryMarchAprilMay
2.77%
2.79%
NUSA
VGIT

Key characteristics

Sharpe Ratio

NUSA:

2.30

VGIT:

1.35

Sortino Ratio

NUSA:

3.69

VGIT:

2.06

Omega Ratio

NUSA:

1.47

VGIT:

1.24

Calmar Ratio

NUSA:

2.39

VGIT:

0.53

Martin Ratio

NUSA:

9.23

VGIT:

3.24

Ulcer Index

NUSA:

0.65%

VGIT:

1.93%

Daily Std Dev

NUSA:

2.50%

VGIT:

4.60%

Max Drawdown

NUSA:

-9.44%

VGIT:

-16.05%

Current Drawdown

NUSA:

-0.49%

VGIT:

-5.74%

Returns By Period

In the year-to-date period, NUSA achieves a 2.41% return, which is significantly lower than VGIT's 3.17% return.


NUSA

YTD

2.41%

1M

0.45%

6M

2.76%

1Y

6.07%

5Y*

1.32%

10Y*

N/A

VGIT

YTD

3.17%

1M

0.55%

6M

2.79%

1Y

6.40%

5Y*

-0.96%

10Y*

1.32%

*Annualized

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NUSA vs. VGIT - Expense Ratio Comparison

NUSA has a 0.20% expense ratio, which is higher than VGIT's 0.04% 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%.


Risk-Adjusted Performance

NUSA vs. VGIT — Risk-Adjusted Performance Rank

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

NUSA
The Risk-Adjusted Performance Rank of NUSA is 9595
Overall Rank
The Sharpe Ratio Rank of NUSA is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of NUSA is 9797
Sortino Ratio Rank
The Omega Ratio Rank of NUSA is 9696
Omega Ratio Rank
The Calmar Ratio Rank of NUSA is 9595
Calmar Ratio Rank
The Martin Ratio Rank of NUSA is 9393
Martin Ratio Rank

VGIT
The Risk-Adjusted Performance Rank of VGIT is 8282
Overall Rank
The Sharpe Ratio Rank of VGIT is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VGIT is 9090
Sortino Ratio Rank
The Omega Ratio Rank of VGIT is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VGIT is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VGIT is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NUSA vs. VGIT - 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 Vanguard Intermediate-Term Treasury ETF (VGIT). 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.


The current NUSA Sharpe Ratio is 2.30, which is higher than the VGIT Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of NUSA and VGIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
2.30
1.35
NUSA
VGIT

Dividends

NUSA vs. VGIT - Dividend Comparison

NUSA's dividend yield for the trailing twelve months is around 3.95%, more than VGIT's 3.74% yield.


TTM20242023202220212020201920182017201620152014
NUSA
Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF
3.95%3.93%3.54%2.44%2.16%2.51%2.84%3.22%2.20%0.00%0.00%0.00%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.74%3.67%2.72%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%

Drawdowns

NUSA vs. VGIT - Drawdown Comparison

The maximum NUSA drawdown since its inception was -9.44%, smaller than the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for NUSA and VGIT. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.49%
-5.74%
NUSA
VGIT

Volatility

NUSA vs. VGIT - Volatility Comparison

The current volatility for Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF (NUSA) is 0.84%, while Vanguard Intermediate-Term Treasury ETF (VGIT) has a volatility of 1.51%. This indicates that NUSA experiences smaller price fluctuations and is considered to be less risky than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%December2025FebruaryMarchAprilMay
0.84%
1.51%
NUSA
VGIT

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