Nuveen ESG U.S. Aggregate Bond ETF (NUBD): Historical Returns

Data Source: from May 1993 to February 2024 (~31 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
Category: Fixed Income
Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.41%
1 Day
Mar 01 2024
0.41%
Current Month
March 2024

In the last 30 Years, the Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF obtained a 4.85% compound annual return, with a 4.56% standard deviation.

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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 Currency
Stocks/Bonds 40/60 ESG 60.00% USD
Stocks/Bonds 60/40 ESG 40.00% USD

Investment Returns as of Feb 29, 2024

The Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
NUVEEN ESG U.S. AGGREGATE BOND ETF (NUBD) ETF
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~31Y)
Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF 0.41 0.41 -1.18 2.42 3.36 0.32 1.16 4.85 4.85
US Inflation Adjusted return -1.18 1.26 0.63 -3.63 -1.57 2.27 2.27
Returns over 1 year are annualized | Available data source: since May 1993
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF granted a 3.09% 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.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 4.14$, with a total return of 314.10% (4.85% annualized).

The Inflation Adjusted Capital now would be 1.96$, with a net total return of 96.16% (2.27% annualized).
An investment of 1$, since May 1993, now would be worth 4.30$, with a total return of 330.14% (4.85% annualized).

The Inflation Adjusted Capital now would be 2.00$, with a net total return of 99.73% (2.27% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
NUVEEN ESG U.S. AGGREGATE BOND ETF (NUBD) ETF
Advanced Metrics
Data Source: 1 May 1993 - 29 February 2024 (~31 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~31Y)
Investment Return (%) -1.18 2.12 2.42 3.36 -3.30 0.32 1.16 3.36 4.85 4.85
Infl. Adjusted Return (%) details -1.18 1.57 1.26 0.63 -8.36 -3.63 -1.57 0.77 2.27 2.27
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.52
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -6.01 -16.49 -18.08 -18.08 -18.08 -18.08 -18.08
Start to Recovery (# months) details 8 31* 43* 43* 43* 43* 43*
Start (yyyy mm) 2023 05 2021 08 2020 08 2020 08 2020 08 2020 08 2020 08
Start to Bottom (# months) 6 15 27 27 27 27 27
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 2 16 16 16 16 16 16
End (yyyy mm) 2023 12 - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 05 2021 08 2020 08 2020 08 2020 08 2020 08 2020 08
Start to Bottom (# months) 6 15 27 27 27 27 27
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 2 16 16 16 16 16 16
End (yyyy mm) 2023 12 - - - - - -
Longest negative period (# months) details 8 36* 59* 105 105 105 105
Period Start (yyyy mm) 2023 03 2021 03 2019 04 2015 02 2015 02 2015 02 2015 02
Period End (yyyy mm) 2023 10 2024 02 2024 02 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -4.50 -3.30 -0.07 -0.03 -0.03 -0.03 -0.03
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -7.38 -27.27 -31.00 -31.00 -31.00 -31.00 -31.00
Start to Recovery (# months) details 10* 36* 43* 43* 43* 43* 43*
Start (yyyy mm) 2023 05 2021 03 2020 08 2020 08 2020 08 2020 08 2020 08
Start to Bottom (# months) 6 32 39 39 39 39 39
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 4 4 4 4 4 4 4
End (yyyy mm) - - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 05 2021 03 2020 08 2020 08 2020 08 2020 08 2020 08
Start to Bottom (# months) 6 32 39 39 39 39 39
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 4 4 4 4 4 4 4
End (yyyy mm) - - - - - - -
Longest negative period (# months) details 11* 36* 60* 120* 174* 174* 174*
Period Start (yyyy mm) 2023 04 2021 03 2019 03 2014 03 2009 09 2009 09 2009 09
Period End (yyyy mm) 2024 02 2024 02 2024 02 2024 02 2024 02 2024 02 2024 02
Annualized Return (%) -2.10 -8.36 -3.63 -1.57 -0.09 -0.09 -0.09
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 7.13 7.05 6.09 4.83 4.60 4.56 4.55
Sharpe Ratio -0.26 -0.80 -0.25 0.00 0.44 0.57 0.19
Sortino Ratio -0.45 -1.23 -0.36 -0.01 0.61 0.78 0.26
Ulcer Index 2.38 9.96 8.92 6.45 4.73 3.96 3.95
Ratio: Return / Standard Deviation 0.47 -0.47 0.05 0.24 0.73 1.06 1.06
Ratio: Return / Deepest Drawdown 0.56 -0.20 0.02 0.06 0.19 0.27 0.27
% Positive Months details 33% 36% 46% 50% 60% 64% 64%
Positive Months 4 13 28 61 145 231 238
Negative Months 8 23 32 59 95 129 132
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 1.16 5.97 8.65 8.65
Worst 10 Years Return (%) - Annualized 0.56 0.56 0.56
Best 10 Years Return (%) - Annualized -1.57 4.05 6.03 6.03
Worst 10 Years Return (%) - Annualized -2.08 -2.08 -2.08
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 22.28 11.86 9.04 8.65 7.11 4.85
Worst Rolling Return (%) - Annualized -15.34 -5.79 -0.71 0.56 3.20
% Positive Periods 80% 92% 98% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.17 27.45 19.32 9.94 6.17 5.70
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.72 2.79
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 20.92 9.15 6.49 6.03 4.76 2.27
Worst Rolling Return (%) - Annualized -21.43 -10.89 -4.39 -2.08 0.61
% Positive Periods 68% 86% 90% 90% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.17 27.45 19.32 9.94 6.17 5.70
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.72 2.79
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (May 1993 - Feb 2024)
Best Rolling Return (%) - Annualized 22.28 11.86 9.04 8.65 7.11 4.98
Worst Rolling Return (%) - Annualized -15.34 -5.79 -0.71 0.56 3.20 4.59
% Positive Periods 79% 93% 98% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.17 27.45 19.32 9.94 6.17 5.53
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.72 2.49
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 20.92 9.15 6.49 6.03 4.76 2.40
Worst Rolling Return (%) - Annualized -21.43 -10.89 -4.39 -2.08 0.61 2.01
% Positive Periods 66% 86% 90% 90% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.17 27.45 19.32 9.94 6.17 5.53
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.72 2.49
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Feb 29, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

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 29 February 2024
Swipe left to see all data
Correlation vs NUBD
Asset Class 1 Year 5 Years 10 Years 30 Years Since
May 1993
VTI
US Total Stock Market
0.70
0.44
0.33
0.21
0.22
SPY
US Large Cap
0.71
0.45
0.33
0.23
0.23
IJR
US Small Cap
0.57
0.31
0.20
0.11
0.12
VNQ
US REITs
0.76
0.53
0.52
0.34
0.34
QQQ
US Technology
0.68
0.54
0.41
0.15
0.15
PFF
Preferred Stocks
0.55
0.56
0.54
0.51
0.50
EFA
EAFE Stocks
0.79
0.49
0.39
0.24
0.24
VT
World All Countries
0.74
0.47
0.37
0.24
0.24
EEM
Emerging Markets
0.61
0.46
0.38
0.22
0.23
VGK
Europe
0.80
0.47
0.39
0.25
0.25
VPL
Pacific
0.76
0.50
0.38
0.21
0.21
FLLA
Latin America
0.66
0.22
0.18
0.16
0.17
BND
US Total Bond Market
1.00
0.98
0.98
0.89
0.89
TLT
Long Term Treasuries
0.98
0.90
0.89
0.67
0.67
BIL
US Cash
0.15
0.13
0.09
0.11
0.11
TIP
TIPS
0.96
0.84
0.83
0.80
0.81
LQD
Invest. Grade Bonds
0.99
0.92
0.91
0.85
0.85
HYG
High Yield Bonds
0.93
0.58
0.51
0.47
0.47
CWB
US Convertible Bonds
0.67
0.40
0.34
0.25
0.26
BNDX
International Bonds
0.97
0.87
0.85
0.71
0.71
EMB
Emerg. Market Bonds
0.88
0.65
0.64
0.47
0.47
GLD
Gold
0.43
0.45
0.45
0.28
0.26
DBC
Commodities
-0.19
-0.16
-0.14
0.10
0.11

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

NUVEEN ESG U.S. AGGREGATE BOND ETF (NUBD) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 May 1993 - 29 February 2024 (~31 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-18.08% Aug 2020 Oct 2022 27 in progress 16 43 10.51
-7.02% Mar 2008 Nov 2008 9 Apr 2009 5 14 3.57
-4.72% May 2013 Aug 2013 4 May 2014 9 13 2.69
-4.13% Mar 1994 May 1994 3 Feb 1995 9 12 2.72
-4.11% Feb 1996 May 1996 4 Sep 1996 4 8 2.65
-4.00% Jun 2003 Jul 2003 2 Dec 2003 5 7 1.88
-3.96% Aug 2016 Nov 2016 4 Dec 2018 25 29 1.87
-3.36% Feb 1999 Aug 1999 7 Mar 2000 7 14 1.88
-3.32% Feb 2015 Aug 2015 7 Mar 2016 7 14 2.21
-3.03% Apr 2004 May 2004 2 Aug 2004 3 5 2.01
-2.11% Nov 2010 Dec 2010 2 Apr 2011 4 6 1.29
-2.05% Mar 2002 Mar 2002 1 May 2002 2 3 1.04
-1.90% Sep 2005 Oct 2005 2 Jul 2006 9 11 1.05
-1.79% Aug 2011 Sep 2011 2 Dec 2011 3 5 0.89
-1.78% Nov 2001 Dec 2001 2 Feb 2002 2 4 1.08
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 150 2.4 Months 41.55%
 
DD = 0% 41.55%
 
0% < DD <= -5% 182 2.0 Months 50.42%
 
DD <= -5% 91.97%
 
-5% < DD <= -10% 6 60.2 Months 1.66%
 
DD <= -10% 93.63%
 
-10% < DD <= -15% 16 22.6 Months 4.43%
 
DD <= -15% 98.06%
 
-15% < DD <= -20% 7 51.6 Months 1.94%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-31.00% Aug 2020 Oct 2023 39 in progress 4 43 19.89
-8.53% Mar 2008 Sep 2008 7 Apr 2009 7 14 4.57
-7.14% Aug 2016 Oct 2018 27 Aug 2019 10 37 4.18
-5.74% Mar 1994 Dec 1994 10 Apr 1995 4 14 3.68
-5.40% May 2013 Aug 2013 4 Jan 2015 17 21 2.94
-5.16% Feb 1996 May 1996 4 Oct 1996 5 9 3.35
-4.86% Jul 2005 Jun 2006 12 Nov 2006 5 17 2.92
-4.75% Feb 1999 Aug 1999 7 Aug 2000 12 19 3.08
-4.66% Feb 2015 Aug 2015 7 Jun 2016 10 17 2.97
-4.42% Jun 2003 Jul 2003 2 Feb 2004 7 9 2.24
-3.60% Apr 2004 May 2004 2 Oct 2004 5 7 2.20
-3.15% Dec 2006 Jun 2007 7 Sep 2007 3 10 1.65
-2.99% Nov 2010 Sep 2011 11 Jan 2012 4 15 1.92
-2.32% Mar 2002 Mar 2002 1 Jul 2002 4 5 1.08
-2.08% Dec 1996 Mar 1997 4 May 1997 2 6 1.05
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 100 3.6 Months 27.70%
 
DD = 0% 27.70%
 
0% < DD <= -5% 205 1.8 Months 56.79%
 
DD <= -5% 84.49%
 
-5% < DD <= -10% 29 12.4 Months 8.03%
 
DD <= -10% 92.52%
 
-10% < DD <= -15% 3 120.3 Months 0.83%
 
DD <= -15% 93.35%
 
-15% < DD <= -20% 1 361.0 Months 0.28%
 
DD <= -20% 93.63%
 
-20% < DD <= -25% 5 72.2 Months 1.39%
 
DD <= -25% 95.01%
 
-25% < DD <= -30% 17 21.2 Months 4.71%
 
DD <= -30% 99.72%
 
-30% < DD <= -35% 1 361.0 Months 0.28%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-18.08% Aug 2020 Oct 2022 27 in progress 16 43 10.51
-7.02% Mar 2008 Nov 2008 9 Apr 2009 5 14 3.57
-5.91% Feb 1994 May 1994 4 Mar 1995 10 14 4.06
-4.72% May 2013 Aug 2013 4 May 2014 9 13 2.69
-4.11% Feb 1996 May 1996 4 Sep 1996 4 8 2.65
-4.00% Jun 2003 Jul 2003 2 Dec 2003 5 7 1.88
-3.96% Aug 2016 Nov 2016 4 Dec 2018 25 29 1.87
-3.36% Feb 1999 Aug 1999 7 Mar 2000 7 14 1.88
-3.32% Feb 2015 Aug 2015 7 Mar 2016 7 14 2.21
-3.03% Apr 2004 May 2004 2 Aug 2004 3 5 2.01
-2.11% Nov 2010 Dec 2010 2 Apr 2011 4 6 1.29
-2.05% Mar 2002 Mar 2002 1 May 2002 2 3 1.04
-1.90% Sep 2005 Oct 2005 2 Jul 2006 9 11 1.05
-1.79% Aug 2011 Sep 2011 2 Dec 2011 3 5 0.89
-1.78% Nov 2001 Dec 2001 2 Feb 2002 2 4 1.08
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 155 2.4 Months 41.78%
 
DD = 0% 41.78%
 
0% < DD <= -5% 181 2.0 Months 48.79%
 
DD <= -5% 90.57%
 
-5% < DD <= -10% 12 30.9 Months 3.23%
 
DD <= -10% 93.80%
 
-10% < DD <= -15% 16 23.2 Months 4.31%
 
DD <= -15% 98.11%
 
-15% < DD <= -20% 7 53.0 Months 1.89%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-31.00% Aug 2020 Oct 2023 39 in progress 4 43 19.89
-8.53% Mar 2008 Sep 2008 7 Apr 2009 7 14 4.57
-7.75% Feb 1994 Dec 1994 11 May 1995 5 16 5.20
-7.14% Aug 2016 Oct 2018 27 Aug 2019 10 37 4.18
-5.40% May 2013 Aug 2013 4 Jan 2015 17 21 2.94
-5.16% Feb 1996 May 1996 4 Oct 1996 5 9 3.35
-4.86% Jul 2005 Jun 2006 12 Nov 2006 5 17 2.92
-4.75% Feb 1999 Aug 1999 7 Aug 2000 12 19 3.08
-4.66% Feb 2015 Aug 2015 7 Jun 2016 10 17 2.97
-4.42% Jun 2003 Jul 2003 2 Feb 2004 7 9 2.24
-3.60% Apr 2004 May 2004 2 Oct 2004 5 7 2.20
-3.15% Dec 2006 Jun 2007 7 Sep 2007 3 10 1.65
-2.99% Nov 2010 Sep 2011 11 Jan 2012 4 15 1.92
-2.32% Mar 2002 Mar 2002 1 Jul 2002 4 5 1.08
-2.08% Dec 1996 Mar 1997 4 May 1997 2 6 1.05
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 104 3.6 Months 28.03%
 
DD = 0% 28.03%
 
0% < DD <= -5% 204 1.8 Months 54.99%
 
DD <= -5% 83.02%
 
-5% < DD <= -10% 36 10.3 Months 9.70%
 
DD <= -10% 92.72%
 
-10% < DD <= -15% 3 123.7 Months 0.81%
 
DD <= -15% 93.53%
 
-15% < DD <= -20% 1 371.0 Months 0.27%
 
DD <= -20% 93.80%
 
-20% < DD <= -25% 5 74.2 Months 1.35%
 
DD <= -25% 95.15%
 
-25% < DD <= -30% 17 21.8 Months 4.58%
 
DD <= -30% 99.73%
 
-30% < DD <= -35% 1 371.0 Months 0.27%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

NUVEEN ESG U.S. AGGREGATE BOND ETF (NUBD) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 May 1993 - 29 February 2024 (~31 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -15.34 11/2021
10/2022
0.84$ -0.57 0.99$ 5.53 1.05$ 10.80 1.10$ 22.28 12/2008
11/2009
1.22$ 3.36 19.20%
2Y -8.67 11/2020
10/2022
0.83$ 1.93 1.03$ 5.26 1.10$ 9.53 1.19$ 15.49 11/2008
10/2010
1.33$ -3.41 9.20%
3Y -5.79 11/2020
10/2023
0.83$ 1.96 1.06$ 5.35 1.16$ 9.01 1.29$ 11.86 01/1995
12/1997
1.39$ -3.30 7.08%
5Y -0.71 11/2017
10/2022
0.96$ 2.32 1.12$ 5.79 1.32$ 8.13 1.47$ 9.04 09/1996
08/2001
1.54$ 0.32 1.66%
7Y -0.35 11/2016
10/2023
0.97$ 2.55 1.19$ 6.21 1.52$ 7.44 1.65$ 9.69 11/1994
10/2001
1.91$ 0.80 0.72%
10Y 0.56 11/2012
10/2022
1.05$ 3.29 1.38$ 5.68 1.73$ 7.20 2.00$ 8.65 01/1995
12/2004
2.29$ 1.16 0.00%
15Y 2.78 03/2008
02/2023
1.50$ 4.36 1.89$ 5.59 2.25$ 7.15 2.81$ 7.90 12/1994
11/2009
3.12$ 3.33 0.00%
20Y 3.20 11/2003
10/2023
1.87$ 3.67 2.05$ 5.56 2.95$ 6.44 3.48$ 7.11 02/1995
01/2015
3.95$ 3.36 0.00%
30Y 4.85 03/1994
02/2024
4.14$ 4.85 4.14$ 4.85 4.14$ 4.85 4.14$ 4.85 03/1994
02/2024
4.14$ 4.85 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -21.43 11/2021
10/2022
0.78$ -2.92 0.97$ 3.20 1.03$ 8.72 1.08$ 20.92 11/2008
10/2009
1.20$ 0.63 31.52%
2Y -14.63 11/2020
10/2022
0.72$ -0.44 0.99$ 2.73 1.05$ 7.47 1.15$ 14.95 11/2008
10/2010
1.32$ -7.41 18.10%
3Y -10.89 11/2020
10/2023
0.70$ 0.20 1.00$ 3.16 1.09$ 6.81 1.21$ 9.15 06/2000
05/2003
1.30$ -8.36 13.54%
5Y -4.39 11/2017
10/2022
0.79$ 0.50 1.02$ 3.21 1.17$ 5.66 1.31$ 6.49 08/2007
07/2012
1.36$ -3.63 9.97%
7Y -3.72 11/2016
10/2023
0.76$ 0.91 1.06$ 3.67 1.28$ 5.00 1.40$ 7.01 11/1994
10/2001
1.60$ -2.57 9.39%
10Y -2.08 11/2013
10/2023
0.81$ 1.52 1.16$ 3.46 1.40$ 4.50 1.55$ 6.03 01/1995
12/2004
1.79$ -1.57 9.96%
15Y 0.42 03/2008
02/2023
1.06$ 2.17 1.38$ 3.46 1.66$ 4.61 1.96$ 5.26 12/1994
11/2009
2.15$ 0.78 0.00%
20Y 0.61 11/2003
10/2023
1.12$ 1.12 1.25$ 3.37 1.94$ 4.17 2.26$ 4.76 02/1995
01/2015
2.53$ 0.77 0.00%
30Y 2.27 03/1994
02/2024
1.96$ 2.27 1.96$ 2.27 1.96$ 2.27 1.96$ 2.27 03/1994
02/2024
1.96$ 2.27 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -15.34 11/2021
10/2022
0.84$ -0.85 0.99$ 5.36 1.05$ 10.72 1.10$ 22.28 12/2008
11/2009
1.22$ 3.36 20.89%
2Y -8.67 11/2020
10/2022
0.83$ 1.93 1.03$ 5.28 1.10$ 9.52 1.19$ 15.49 11/2008
10/2010
1.33$ -3.41 8.93%
3Y -5.79 11/2020
10/2023
0.83$ 1.97 1.06$ 5.47 1.17$ 8.96 1.29$ 11.86 01/1995
12/1997
1.39$ -3.30 6.87%
5Y -0.71 11/2017
10/2022
0.96$ 2.36 1.12$ 5.97 1.33$ 8.13 1.47$ 9.04 09/1996
08/2001
1.54$ 0.32 1.61%
7Y -0.35 11/2016
10/2023
0.97$ 2.57 1.19$ 6.23 1.52$ 7.42 1.64$ 9.69 11/1994
10/2001
1.91$ 0.80 0.70%
10Y 0.56 11/2012
10/2022
1.05$ 3.46 1.40$ 5.75 1.74$ 7.41 2.04$ 8.65 01/1995
12/2004
2.29$ 1.16 0.00%
15Y 2.78 03/2008
02/2023
1.50$ 4.39 1.90$ 5.68 2.28$ 7.13 2.80$ 7.90 12/1994
11/2009
3.12$ 3.33 0.00%
20Y 3.20 11/2003
10/2023
1.87$ 4.03 2.20$ 5.61 2.97$ 6.61 3.59$ 7.11 02/1995
01/2015
3.95$ 3.36 0.00%
30Y 4.59 11/1993
10/2023
3.83$ 4.65 3.90$ 4.85 4.14$ 4.89 4.18$ 4.98 05/1993
04/2023
4.29$ 4.85 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -21.43 11/2021
10/2022
0.78$ -3.03 0.96$ 3.05 1.03$ 8.62 1.08$ 20.92 11/2008
10/2009
1.20$ 0.63 33.43%
2Y -14.63 11/2020
10/2022
0.72$ -0.38 0.99$ 2.73 1.05$ 7.40 1.15$ 14.95 11/2008
10/2010
1.32$ -7.41 17.58%
3Y -10.89 11/2020
10/2023
0.70$ 0.20 1.00$ 3.15 1.09$ 6.79 1.21$ 9.15 06/2000
05/2003
1.30$ -8.36 13.13%
5Y -4.39 11/2017
10/2022
0.79$ 0.56 1.02$ 3.33 1.17$ 5.65 1.31$ 6.49 08/2007
07/2012
1.36$ -3.63 9.65%
7Y -3.72 11/2016
10/2023
0.76$ 0.91 1.06$ 3.76 1.29$ 4.96 1.40$ 7.01 11/1994
10/2001
1.60$ -2.57 9.06%
10Y -2.08 11/2013
10/2023
0.81$ 1.70 1.18$ 3.53 1.41$ 4.75 1.58$ 6.03 01/1995
12/2004
1.79$ -1.57 9.56%
15Y 0.42 03/2008
02/2023
1.06$ 2.23 1.39$ 3.55 1.68$ 4.61 1.96$ 5.26 12/1994
11/2009
2.15$ 0.78 0.00%
20Y 0.61 11/2003
10/2023
1.12$ 1.48 1.34$ 3.44 1.96$ 4.18 2.26$ 4.76 02/1995
01/2015
2.53$ 0.77 0.00%
30Y 2.01 11/1993
10/2023
1.81$ 2.06 1.84$ 2.27 1.96$ 2.31 1.98$ 2.40 05/1993
04/2023
2.03$ 2.27 0.00%
Annualized rolling and percentiles/median 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

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

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
Gain Frequency
0.44
40%
-0.99
20%
0.23
60%
-0.28
60%
0.36
80%
0.20
60%
0.99
80%
-0.48
20%
-1.73
0%
-0.58
20%
1.86
100%
0.48
20%
Best 3.1
2023
1.7
2020
2.7
2023
1.5
2020
1.8
2019
1.2
2019
2.5
2022
2.6
2019
-0.1
2020
0.4
2019
4.4
2023
3.7
2023
Worst -2.1
2022
-2.6
2023
-2.8
2022
-3.9
2022
-1.2
2023
-1.5
2022
-0.1
2023
-3.1
2022
-4.1
2022
-1.5
2023
0.0
2019
-0.7
2022
Monthly Seasonality over the period Jun 1993 - Feb 2024
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
Gain Frequency
0.58
60%
-0.52
40%
0.15
50%
0.03
60%
0.43
80%
0.15
50%
0.61
70%
-0.03
40%
-0.98
10%
-0.32
40%
0.74
70%
0.43
40%
Best 3.1
2023
1.7
2020
2.7
2023
1.5
2020
1.8
2019
1.7
2016
2.5
2022
2.6
2019
0.7
2015
1.0
2014
4.4
2023
3.7
2023
Worst -2.1
2022
-2.6
2023
-2.8
2022
-3.9
2022
-1.2
2023
-1.5
2022
-0.6
2014
-3.1
2022
-4.1
2022
-1.5
2023
-2.9
2016
-0.7
2022
Monthly Seasonality over the period Jun 1993 - Feb 2024
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
Gain Frequency
0.85
77%
-0.01
61%
0.11
57%
0.45
73%
0.37
58%
0.32
58%
0.73
77%
0.60
68%
0.18
55%
0.32
65%
0.46
67%
0.47
55%
Best 3.4
2008
2.7
1995
2.7
2023
3.3
2009
3.9
2009
2.2
1993
3.3
2001
2.6
2019
3.1
1998
2.9
1996
4.4
2023
3.7
2023
Worst -2.1
2022
-2.7
1996
-2.8
2022
-3.9
2022
-2.2
2013
-2.2
2013
-3.8
2003
-3.1
2022
-4.3
2008
-1.5
2023
-2.9
2016
-1.1
2006
Monthly Seasonality over the period Jun 1993 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Nuveen ESG U.S. Aggregate Bond ETF (NUBD) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

NUVEEN ESG U.S. AGGREGATE BOND ETF (NUBD) ETF
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 May 1993 - 29 February 2024 (~31 years)
231 Positive Months (64%) - 129 Negative Months (36%)
238 Positive Months (64%) - 132 Negative Months (36%)
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(Scroll down to see all data)
Investment Returns, up to October 2017, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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