SDSI vs. NUSA
SDSI (American Century Short Duration Strategic Income ETF) and NUSA (Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF) are both Short-Term Bond funds - SDSI tracks the Bloomberg U.S. 1-3 Year Government/Credit Bond Index while NUSA tracks the ICE BofA Enhanced Yield US Broad Bond (1-5 Y). Both are passively managed. Over the past 3 years, SDSI returned 5.85%/yr vs 4.46%/yr for NUSA. A 0.76 correlation means they provide meaningful diversification when combined. SDSI charges 0.33%/yr vs 0.15%/yr for NUSA.
Performance
SDSI vs. NUSA - Performance Comparison
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Returns By Period
In the year-to-date period, SDSI achieves a 1.41% return, which is significantly higher than NUSA's 0.67% return.
SDSI
- 1D
- 0.02%
- 1M
- 0.29%
- YTD
- 1.41%
- 6M
- 1.49%
- 1Y
- 4.74%
- 3Y*
- 5.85%
- 5Y*
- —
- 10Y*
- —
NUSA
- 1D
- 0.09%
- 1M
- 0.37%
- YTD
- 0.67%
- 6M
- 0.85%
- 1Y
- 3.34%
- 3Y*
- 4.46%
- 5Y*
- 1.62%
- 10Y*
- —
SDSI vs. NUSA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SDSI American Century Short Duration Strategic Income ETF | 1.41% | 6.54% | 5.63% | 5.88% | 1.99% |
NUSA Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF | 0.67% | 5.89% | 3.52% | 5.19% | 1.63% |
Correlation
The correlation between SDSI and NUSA is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2022 | 0.76 |
The correlation between SDSI and NUSA has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.
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Return for Risk
SDSI vs. NUSA — Risk / Return Rank
SDSI
NUSA
SDSI vs. NUSA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Short Duration Strategic Income ETF (SDSI) and Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA). 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.
| SDSI | NUSA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.36 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.07 | 2.62 | +1.45 |
| Martin ratioReturn relative to average drawdown | 19.15 | 8.86 | +10.29 |
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Drawdowns
SDSI vs. NUSA - Drawdown Comparison
The maximum SDSI drawdown since its inception was -1.29%, smaller than the maximum NUSA drawdown of -9.44%. Use the drawdown chart below to compare losses from any high point for SDSI and NUSA.
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Drawdown Indicators
| SDSI | NUSA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.29% | -9.44% | +8.15% |
Max Drawdown (1Y)Largest decline over 1 year | -1.17% | -1.28% | +0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -1.29% | -1.62% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | — | -9.44% | — |
Current DrawdownCurrent decline from peak | -0.01% | -0.27% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -0.24% | -1.64% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 0.38% | -0.13% |
Volatility
SDSI vs. NUSA - Volatility Comparison
The current volatility for American Century Short Duration Strategic Income ETF (SDSI) is 0.48%, while Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA) has a volatility of 0.58%. This indicates that SDSI experiences smaller price fluctuations and is considered to be less risky than NUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDSI | NUSA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.48% | 0.58% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 1.18% | 1.42% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.60% | 1.82% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.27% | 2.81% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.27% | 2.72% | -0.45% |
SDSI vs. NUSA - Expense Ratio Comparison
SDSI has a 0.33% expense ratio, which is higher than NUSA's 0.15% expense ratio.
Dividends
SDSI vs. NUSA - Dividend Comparison
SDSI's dividend yield for the trailing twelve months is around 4.78%, more than NUSA's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
NUSA Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF | 3.85% | 3.83% | 3.93% | 3.54% | 2.44% | 2.16% | 2.51% | 2.85% | 3.22% | 2.20% |
SDSI American Century Short Duration Strategic Income ETF | 4.78% | 4.91% | 5.49% | 5.37% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SDSI and NUSA have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NUSA has higher volatility (0.58%) compared to SDSI (0.48%). In terms of maximum drawdown, SDSI dropped -1.29% vs NUSA's -9.44%.
On 3-year performance, SDSI leads with 5.85% vs 4.46% for NUSA. On fees, NUSA is cheaper at 0.15% per year. On volatility, SDSI has been the lower-risk option at 0.48%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SDSI has performed better with a 5.85% return vs 4.46%. 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 0.33% for SDSI.
SDSI has the higher dividend yield at 4.78%, compared with 3.85% for NUSA.
SDSI tracks Bloomberg U.S. 1-3 Year Government/Credit Bond Index, while NUSA tracks ICE BofA Enhanced Yield US Broad Bond (1-5 Y). They also come from different issuers: American Century and Nuveen. Their fees differ too: 0.33% for SDSI and 0.15% for NUSA.
SDSI currently has the higher Sharpe Ratio (2.97 vs 1.84), 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.
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