NUSA vs. VGIT

Last updated Jun 4, 2026

NUSA (Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF) and VGIT (Vanguard Intermediate-Term Treasury ETF) are both exchange-traded funds - NUSA is a Short-Term Bond fund tracking the ICE BofA Enhanced Yield US Broad Bond (1-5 Y), while VGIT is a Government Bonds fund tracking the Bloomberg U.S. Treasury 3-10 Year Index. Both are passively managed. Over the past 5 years, NUSA returned 1.51%/yr vs 0.05%/yr for VGIT. A 0.71 correlation means they provide meaningful diversification when combined. NUSA charges 0.15%/yr vs 0.03%/yr for VGIT.

Performance

NUSA vs. VGIT - 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 Intermediate-Term Treasury ETF (VGIT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NUSA achieves a 0.39% return, which is significantly higher than VGIT's -0.46% return.

NUSA

• 1D: 0.00%
• 1M: 0.22%
• YTD: 0.39%
• 6M: 0.55%
• 1Y: 3.68%
• 3Y*: 4.34%
• 5Y*: 1.51%
• 10Y*: —

VGIT

• 1D: -0.19%
• 1M: -0.16%
• YTD: -0.46%
• 6M: -0.60%
• 1Y: 3.54%
• 3Y*: 3.40%
• 5Y*: 0.05%
• 10Y*: 1.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NUSA vs. VGIT - 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	0.39%	5.89%	3.52%	5.19%	-5.91%	-1.04%	4.85%	5.62%	1.40%	1.00%
VGIT Vanguard Intermediate-Term Treasury ETF	-0.46%	7.34%	1.39%	4.28%	-10.53%	-2.64%	7.71%	6.19%	1.35%	1.03%

Correlation

The correlation between NUSA and VGIT is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Apr 4, 2017	0.71

The correlation between NUSA and VGIT shifts across timeframes, from 0.71 (all time) to 0.89 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

NUSA vs. VGIT — Risk / Return Rank

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

NUSA

NUSA Risk / Return Rank: 63
NUSA Sharpe Ratio Rank: 60
NUSA Sortino Ratio Rank: 71
NUSA Omega Ratio Rank: 67
NUSA Calmar Ratio Rank: 59
NUSA Martin Ratio Rank: 58

VGIT

VGIT Risk / Return Rank: 27
VGIT Sharpe Ratio Rank: 28
VGIT Sortino Ratio Rank: 28
VGIT Omega Ratio Rank: 26
VGIT Calmar Ratio Rank: 26
VGIT Martin Ratio Rank: 26

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. VGIT - 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 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.

	NUSA	VGIT	Difference
Sharpe ratio: Return per unit of total volatility	2.03	1.05	+0.98
Sortino ratio: Return per unit of downside risk	3.22	1.59	+1.63
Omega ratio: Gain probability vs. loss probability	1.40	1.18	+0.22
Calmar ratio: Return relative to maximum drawdown	2.88	1.25	+1.63
Martin ratio: Return relative to average drawdown	10.19	3.75	+6.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NUSA vs. VGIT - Sharpe Ratio Comparison

The current NUSA Sharpe Ratio is 2.03, which is higher than the VGIT Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of NUSA and VGIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NUSA	VGIT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.03	1.05	+0.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.01	+0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.27	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.49	+0.32

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.

Drawdown Indicators

	NUSA	VGIT	Difference
Max Drawdown Largest peak-to-trough decline	-9.44%	-16.05%	+6.61%
Max Drawdown (1Y) Largest decline over 1 year	-1.28%	-2.83%	+1.55%
Max Drawdown (3Y) Largest decline over 3 years	-1.62%	-4.34%	+2.72%
Max Drawdown (5Y) Largest decline over 5 years	-9.44%	-15.02%	+5.58%
Max Drawdown (10Y) Largest decline over 10 years	—	-16.05%	—
Current Drawdown Current decline from peak	-0.55%	-2.39%	+1.84%
Average Drawdown Average peak-to-trough decline	-1.65%	-3.52%	+1.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.36%	0.94%	-0.58%

Volatility

NUSA vs. VGIT - Volatility Comparison

The current volatility for Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA) is 0.66%, while Vanguard Intermediate-Term Treasury ETF (VGIT) has a volatility of 1.05%. 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.

Volatility by Period

	NUSA	VGIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.66%	1.05%	-0.39%
Volatility (6M) Calculated over the trailing 6-month period	1.33%	2.33%	-1.00%
Volatility (1Y) Calculated over the trailing 1-year period	1.82%	3.38%	-1.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.80%	5.38%	-2.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.72%	4.50%	-1.78%

NUSA vs. VGIT - Expense Ratio Comparison

NUSA has a 0.15% expense ratio, which is higher than VGIT'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%.

Dividends

NUSA vs. VGIT - Dividend Comparison

NUSA's dividend yield for the trailing twelve months is around 3.86%, which matches VGIT's 3.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NUSA Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF	3.86%	3.83%	3.93%	3.54%	2.44%	2.16%	2.51%	2.85%	3.22%	2.20%	0.00%	0.00%
VGIT Vanguard Intermediate-Term Treasury ETF	3.87%	3.79%	3.67%	2.73%	1.74%	1.69%	2.23%	2.24%	2.05%	1.67%	1.69%	1.69%

Frequently Asked Questions

Can I hold both NUSA and VGIT in my portfolio?

NUSA and VGIT have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NUSA or VGIT?

VGIT has higher volatility (1.05%) compared to NUSA (0.66%). In terms of maximum drawdown, NUSA dropped -9.44% vs VGIT's -16.05%.

Which ETF is better, NUSA or VGIT?

On 5-year performance, NUSA leads with 1.51% vs 0.05% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, NUSA has been the lower-risk option at 0.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NUSA or VGIT?

Over the 5-year period, NUSA has performed better with a 1.51% return vs 0.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NUSA or VGIT?

VGIT is cheaper with a 0.03% expense ratio, compared with 0.15% for NUSA.

Which ETF pays a higher dividend yield, NUSA or VGIT?

NUSA and VGIT have nearly identical dividend yields, around 3.86%.

What is the main difference between NUSA and VGIT?

NUSA is categorized as Short-Term Bond, while VGIT is Government Bonds. NUSA tracks ICE BofA Enhanced Yield US Broad Bond (1-5 Y), while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. They also come from different issuers: Nuveen and Vanguard. Their fees differ too: 0.15% for NUSA and 0.03% for VGIT.

Which has better risk-adjusted returns?

NUSA currently has the higher Sharpe Ratio (2.03 vs 1.05), 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.