NXUS vs. NURE

Last updated Jun 27, 2026

NXUS (Nuveen International Aggregate Bond ETF) and NURE (Nuveen Short-Term REIT ETF) are both exchange-traded funds - NXUS is a Global Bonds fund tracking the Bloomberg Global Aggregate ex-USD Index (USD Hedged), while NURE is a REIT fund tracking the Dow Jones U.S. Select Short-Term REIT Index. Both are passively managed. At a 0.33 correlation, their price movements are largely independent. NXUS charges 0.08%/yr vs 0.35%/yr for NURE.

Performance

NXUS vs. NURE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen International Aggregate Bond ETF (NXUS) and Nuveen Short-Term REIT ETF (NURE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NXUS achieves a 1.52% return, which is significantly lower than NURE's 18.65% return.

NXUS

• 1D: 0.06%
• 1M: 0.96%
• YTD: 1.52%
• 6M: 1.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

NURE

• 1D: 1.75%
• 1M: 6.53%
• YTD: 18.65%
• 6M: 18.48%
• 1Y: 15.09%
• 3Y*: 7.21%
• 5Y*: 2.31%
• 10Y*: —

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

NXUS vs. NURE - Yearly Performance Comparison

	2026 (YTD)	2025
NXUS Nuveen International Aggregate Bond ETF	1.52%	0.45%
NURE Nuveen Short-Term REIT ETF	18.65%	-1.40%

Correlation

The correlation between NXUS and NURE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.33

Return for Risk

NXUS vs. NURE — Risk / Return Rank

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

NXUS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NURE

NURE Risk / Return Rank: 29
NURE Sharpe Ratio Rank: 28
NURE Sortino Ratio Rank: 28
NURE Omega Ratio Rank: 25
NURE Calmar Ratio Rank: 36
NURE Martin Ratio Rank: 27

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.

NXUS vs. NURE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen International Aggregate Bond ETF (NXUS) and Nuveen Short-Term REIT ETF (NURE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	NXUS	NURE	Difference
Sharpe ratio: Return per unit of total volatility	—	0.95	—
Sortino ratio: Return per unit of downside risk	—	1.45	—
Omega ratio: Gain probability vs. loss probability	—	1.17	—
Calmar ratio: Return relative to maximum drawdown	—	1.66	—
Martin ratio: Return relative to average drawdown	—	3.45	—

Drawdowns

NXUS vs. NURE - Drawdown Comparison

The maximum NXUS drawdown since its inception was -2.81%, smaller than the maximum NURE drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for NXUS and NURE.

Drawdown Indicators

	NXUS	NURE	Difference
Max Drawdown Largest peak-to-trough decline	-2.81%	-46.05%	+43.24%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.13%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-21.03%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.98%	—
Current Drawdown Current decline from peak	-0.32%	-6.46%	+6.14%
Average Drawdown Average peak-to-trough decline	-0.90%	-12.27%	+11.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.38%	—

Volatility

Volatility by Period

	NXUS	NURE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.61%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.69%	—
Volatility (1Y) Calculated over the trailing 1-year period	3.71%	15.99%	-12.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.71%	19.68%	-15.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.71%	21.77%	-18.06%

NXUS vs. NURE - Expense Ratio Comparison

NXUS has a 0.08% expense ratio, which is lower than NURE's 0.35% expense ratio.

Dividends

NXUS vs. NURE - Dividend Comparison

NXUS's dividend yield for the trailing twelve months is around 1.65%, less than NURE's 4.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
NURE Nuveen Short-Term REIT ETF	4.19%	4.56%	3.51%	3.73%	2.80%	1.34%	3.41%	3.28%	4.11%	3.86%	0.48%
NXUS Nuveen International Aggregate Bond ETF	1.65%	0.39%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both NXUS and NURE in my portfolio?

NXUS and NURE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, NXUS or NURE?

On fees, NXUS is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, NXUS or NURE?

NXUS is cheaper with a 0.08% expense ratio, compared with 0.35% for NURE.

Which ETF pays a higher dividend yield, NXUS or NURE?

NURE has the higher dividend yield at 4.19%, compared with 1.65% for NXUS.

What is the main difference between NXUS and NURE?

NXUS is categorized as Global Bonds, while NURE is REIT. NXUS tracks Bloomberg Global Aggregate ex-USD Index (USD Hedged), while NURE tracks Dow Jones U.S. Select Short-Term REIT Index. Their fees differ too: 0.08% for NXUS and 0.35% for NURE.