Data Source: from May 1993 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 16 2022
Category: Fixed Income
ETF: Nuveen ESG U.S. Aggregate Bond ETF (NUBD)
ETF • LIVE PERFORMANCE (USD currency)
0.22%
1 Day
Aug 16 2022
0.79%
Current Month
August 2022

In the last 25 Years, the Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF obtained a 4.78% compound annual return, with a 4.10% standard deviation.

In 2021, the ETF granted a 1.98% dividend yield. If you are interested in getting periodic income, please refer to the Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: All-Term

The Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF is part of the following Lazy Portfolios:

Portfolio Name Author NUBD Weight
Stocks/Bonds 60/40 ESG 40.0%
Stocks/Bonds 40/60 ESG 60.0%

Historical Returns as of Jul 31, 2022

Historical returns and stats of Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

NUVEEN ESG U.S. AGGREGATE BOND ETF (NUBD) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from May 1993 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
2.53
2.54
0.00
1 - 0
3M
1.71
-0.75
-1.54
Jun 2022 - Jun 2022
2 - 1
6M
-5.94
-10.74
-8.26
Feb 2022 - Jun 2022
2 - 4
YTD
-7.87
-13.31
-10.14
Jan 2022 - Jun 2022
2 - 5
1Y
-9.09
-16.23
5.61
-11.33
Aug 2021 - Jun 2022
3 - 9
25% pos
3Y(*)
-0.49
-5.15
4.74
-13.03
Aug 2020 - Jun 2022
18 - 18
50% pos
5Y(*)
1.11
-2.68
4.17
-13.03
Aug 2020 - Jun 2022
32 - 28
53% pos
10Y(*)
1.56
-1.02
3.78
-13.03
Aug 2020 - Jun 2022
69 - 51
58% pos
15Y(*)
3.84
1.43
4.26
-13.03
Aug 2020 - Jun 2022
113 - 67
63% pos
20Y(*)
4.11
1.55
4.17
-13.03
Aug 2020 - Jun 2022
155 - 85
65% pos
25Y(*)
4.78
2.24
4.10
-13.03
Aug 2020 - Jun 2022
198 - 102
66% pos
MAX(*)
01 May 1993
5.18
2.62
4.24
-13.03
Aug 2020 - Jun 2022
232 - 119
66% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%

ETF Returns, up to October 2017, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Jul 31, 2022

Monthly correlations of Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

NUVEEN ESG U.S. AGGREGATE BOND ETF (NUBD) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs NUBD
 
Asset Class 1 Year 5 Years 10 Years Since
May 1993
US Total Stock Market
VTI
0.68
0.20
0.16
0.16
US Large Cap
SPY
0.67
0.20
0.16
0.18
US Small Cap
IJR
0.76
0.07
0.01
0.06
US REITs
VNQ
0.40
0.26
0.39
0.28
US Technology
QQQ
0.72
0.33
0.26
0.10
Preferred Stocks
PFF
0.78
0.39
0.43
0.49
EAFE Stocks
EFA
0.63
0.14
0.19
0.17
World All Countries
VT
0.67
0.18
0.19
0.18
Emerging Markets
EEM
0.55
0.11
0.21
0.18
Europe
VGK
0.58
0.16
0.19
0.19
Pacific
VPL
0.67
0.12
0.18
0.15
Latin America
FLLA
0.23
0.01
0.12
0.14
US Total Bond Market
BND
1.00
0.96
0.96
0.86
Long Term Treasuries
TLT
0.85
0.86
0.84
0.62
US Cash
BIL
0.03
0.31
0.19
0.13
TIPS
TIP
0.81
0.79
0.81
0.80
Investment Grade Bonds
LQD
0.97
0.82
0.85
0.83
High Yield Bonds
HYG
0.78
0.39
0.41
0.44
International Bond Market
BNDX
0.92
0.80
0.82
0.67
Emerging Market Bonds
EMB
0.75
0.48
0.57
0.44
Gold
GLD
-0.10
0.32
0.39
0.23
Commodities
DBC
-0.41
-0.33
-0.24
0.10

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF: Dividend Yield page.

An investment of 1000$, since August 1997, now would be worth 3211.32$, with a total return of 221.13% (4.78% annualized).

The Inflation Adjusted Capital now would be 1739.65$, with a net total return of 73.96% (2.24% annualized).
An investment of 1000$, since May 1993, now would be worth 4383.12$, with a total return of 338.31% (5.18% annualized).

The Inflation Adjusted Capital now would be 2130.34$, with a net total return of 113.03% (2.62% annualized).

Drawdowns

Worst drawdowns since August 1997.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-13.03% Aug 2020 Jun 2022 23 in progress 1 24
-7.02% Mar 2008 Nov 2008 9 Apr 2009 5 14
-4.72% May 2013 Aug 2013 4 May 2014 9 13
-4.00% Jun 2003 Jul 2003 2 Dec 2003 5 7
-3.96% Aug 2016 Nov 2016 4 Dec 2018 25 29
-3.36% Feb 1999 Aug 1999 7 Mar 2000 7 14
-3.32% Feb 2015 Aug 2015 7 Mar 2016 7 14
-3.03% Apr 2004 May 2004 2 Aug 2004 3 5
-2.11% Nov 2010 Dec 2010 2 Apr 2011 4 6
-2.05% Mar 2002 Mar 2002 1 May 2002 2 3
-1.90% Sep 2005 Oct 2005 2 Jul 2006 9 11
-1.79% Aug 2011 Sep 2011 2 Dec 2011 3 5
-1.78% Nov 2001 Dec 2001 2 Feb 2002 2 4
-1.64% May 2007 Jun 2007 2 Aug 2007 2 4
-1.31% Dec 2006 Jan 2007 2 Feb 2007 1 3
-1.14% Aug 1997 Aug 1997 1 Sep 1997 1 2
-0.85% Sep 2019 Sep 2019 1 Jan 2020 4 5
-0.75% Apr 2001 Apr 2001 1 Jul 2001 3 4
-0.74% Sep 2014 Sep 2014 1 Oct 2014 1 2
-0.72% Jul 2005 Jul 2005 1 Aug 2005 1 2

Worst drawdowns since May 1993.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-13.03% Aug 2020 Jun 2022 23 in progress 1 24
-7.02% Mar 2008 Nov 2008 9 Apr 2009 5 14
-5.91% Feb 1994 May 1994 4 Mar 1995 10 14
-4.72% May 2013 Aug 2013 4 May 2014 9 13
-4.11% Feb 1996 May 1996 4 Sep 1996 4 8
-4.00% Jun 2003 Jul 2003 2 Dec 2003 5 7
-3.96% Aug 2016 Nov 2016 4 Dec 2018 25 29
-3.36% Feb 1999 Aug 1999 7 Mar 2000 7 14
-3.32% Feb 2015 Aug 2015 7 Mar 2016 7 14
-3.03% Apr 2004 May 2004 2 Aug 2004 3 5
-2.11% Nov 2010 Dec 2010 2 Apr 2011 4 6
-2.05% Mar 2002 Mar 2002 1 May 2002 2 3
-1.90% Sep 2005 Oct 2005 2 Jul 2006 9 11
-1.79% Aug 2011 Sep 2011 2 Dec 2011 3 5
-1.78% Nov 2001 Dec 2001 2 Feb 2002 2 4
-1.64% May 2007 Jun 2007 2 Aug 2007 2 4
-1.41% Nov 1993 Nov 1993 1 Jan 1994 2 3
-1.40% Dec 1996 Mar 1997 4 Apr 1997 1 5
-1.31% Dec 2006 Jan 2007 2 Feb 2007 1 3
-1.14% Aug 1997 Aug 1997 1 Sep 1997 1 2

Rolling Returns ( more details)

Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
5.54 22.28
Dec 2008 - Nov 2009
-10.45
Jul 2021 - Jun 2022
18.24%
2 Years
5.78 15.49
Nov 2008 - Oct 2010
-6.10
Jul 2020 - Jun 2022
3.66%
3 Years
5.81 11.86
Jan 1995 - Dec 1997
-1.25
Jul 2019 - Jun 2022
1.27%
5 Years
5.75 9.04
Sep 1996 - Aug 2001
0.70
Jul 2017 - Jun 2022
0.00%
7 Years
5.77 9.69
Nov 1994 - Oct 2001
1.10
May 2015 - Apr 2022
0.00%
10 Years
5.85 8.65
Jan 1995 - Dec 2004
1.49
Jul 2012 - Jun 2022
0.00%
15 Years
5.91 7.90
Dec 1994 - Nov 2009
3.71
May 2007 - Apr 2022
0.00%
20 Years
5.82 7.11
Feb 1995 - Jan 2015
4.03
Jul 2002 - Jun 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF: Rolling Returns page.

Seasonality

Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.81
79%
0.12
66%
0.02
55%
0.45
72%
0.42
60%
0.34
60%
0.75
80%
0.78
72%
0.43
59%
0.43
69%
0.21
66%
0.40
55%
Best
Year
3.4
2008
2.7
1995
2.3
2009
3.3
2009
3.9
2009
2.2
1993
3.3
2001
2.6
2019
3.1
1998
2.9
1996
2.4
2007
3.6
2008
Worst
Year
-2.1
2022
-2.7
1996
-2.8
2022
-3.9
2022
-2.2
2013
-2.2
2013
-3.8
2003
-1.1
1997
-4.3
2008
-0.9
2005
-2.9
2016
-1.1
2006
Statistics calculated for the period May 1993 - Jul 2022

Monthly/Yearly Returns

Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
232 Positive Months (66%) - 119 Negative Months (34%)
May 1993 - Jul 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-7.87 -13.31 -2.1 -1.1 -2.8 -3.9 0.8 -1.5 2.5
2021
-2.19 -8.62 -0.4 -1.8 -1.1 0.6 0.1 0.8 1.0 -0.2 -1.1 -0.1 0.4 -0.3
2020
+7.17 +5.73 2.0 1.7 0.4 1.5 0.3 0.8 1.4 -1.1 -0.1 -0.6 1.0 -0.2
2019
+8.21 +5.80 0.9 0.0 1.9 -0.1 1.8 1.2 0.2 2.6 -0.8 0.4 0.0 -0.1
2018
+0.32 -1.56 -1.3 -1.1 0.3 -0.1 0.7 0.0 -0.1 0.8 -0.6 -0.8 0.4 2.1
2017
+3.76 +1.62 0.1 0.9 -0.2 0.9 0.9 0.0 0.5 0.9 -0.4 0.2 -0.1 0.3
2016
+2.75 +0.66 1.3 0.9 1.2 0.5 0.2 1.7 0.9 -0.1 -0.1 -0.9 -2.9 0.3
2015
-0.57 -1.29 2.7 -0.9 -0.2 -0.3 -0.5 -1.3 0.4 -0.5 0.7 0.2 -0.3 -0.4
2014
+5.17 +4.38 1.4 0.8 -0.7 0.8 1.3 0.1 -0.6 1.1 -0.7 1.0 0.9 -0.4
2013
-1.99 -3.44 -0.5 0.5 0.2 1.0 -2.2 -2.2 0.4 -0.8 1.6 0.9 0.1 -1.0
2012
+8.63 +6.77 2.1 0.2 -0.1 1.3 0.7 0.4 1.9 0.2 0.9 0.3 0.4 0.1
2011
+4.79 +1.78 0.3 0.5 0.5 1.6 0.7 -0.2 1.0 -0.3 -1.5 1.1 -0.3 1.4
2010
+8.00 +6.40 1.9 0.5 0.4 1.1 0.0 1.7 1.3 1.6 0.6 0.8 -1.3 -0.8
2009
+17.20 +14.09 1.2 -2.2 2.3 3.3 3.9 0.8 2.4 1.7 1.7 0.9 0.9 -0.7
2008
-0.14 -0.23 3.4 0.3 -0.6 0.1 -0.8 -1.3 0.0 0.8 -4.3 -0.8 -0.5 3.6
2007
+8.84 +4.57 -0.2 2.0 0.2 0.2 -1.4 -0.2 1.5 1.0 1.8 1.1 2.4 0.3
2006
+3.39 +0.83 0.3 0.3 -1.0 0.1 -0.3 -0.2 1.5 1.5 0.7 0.5 1.1 -1.1
2005
+2.90 -0.49 0.2 -0.3 -0.4 1.6 1.1 0.6 -0.7 1.3 -1.0 -0.9 0.4 0.9
2004
+5.34 +2.02 0.8 1.2 1.0 -2.7 -0.4 0.6 1.1 2.1 0.4 0.9 -0.5 0.8
2003
+5.33 +3.39 0.4 1.6 0.1 1.2 1.9 -0.2 -3.8 1.0 2.6 -0.7 0.3 1.2
2002
+9.76 +7.21 1.0 1.5 -2.1 1.8 0.7 0.0 0.9 1.9 1.1 0.2 0.3 2.0
2001
+9.77 +8.09 1.4 1.0 0.6 -0.8 0.6 0.0 3.3 1.2 1.8 2.1 -1.4 -0.4
2000
+12.77 +9.07 -0.1 1.1 2.0 0.0 -0.1 2.0 0.9 2.0 0.0 0.8 2.0 1.6
1999
-1.24 -3.82 0.7 -2.0 1.0 0.3 -1.2 -0.6 -0.6 -0.3 1.4 0.5 0.2 -0.7
1998
+10.02 +8.27 1.5 -0.2 0.3 0.6 1.0 0.7 0.5 1.6 3.1 -0.2 0.5 0.3
1997
+9.72 +7.88 0.2 0.1 -0.9 2.0 1.0 1.3 3.0 -1.1 1.5 1.3 0.0 1.1
1996
+5.22 +1.84 1.0 -2.7 -0.4 -0.5 -0.6 1.7 0.1 0.2 2.6 2.9 1.7 -0.8
1995
+21.23 +18.23 2.2 2.7 0.9 1.9 3.7 0.6 -0.3 1.2 1.2 1.5 2.1 1.6
1994
-4.01 -6.51 1.4 -1.9 -2.3 -1.0 -0.9 0.7 1.8 0.3 -1.2 -0.6 -0.3 0.0
1993
- - -0.4 2.2 0.2 2.1 0.6 0.3 -1.4 0.7

ETF Returns, up to October 2017, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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