Global Bonds
to compare and analyze best in class for 5 year global fixed income asset category
Asset Allocation
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Dec 30, 2019, corresponding to the inception date of SPSK
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.39% | 12.89% | 1.19% | 12.45% | 14.95% | 10.86% |
| Global Bonds | 5.71% | -0.25% | 4.90% | 6.70% | -0.25% | N/A |
| Portfolio components: | ||||||
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | 6.83% | -1.07% | 5.17% | 5.58% | -2.91% | -0.47% |
IAGG iShares Core International Aggregate Bond ETF | 1.54% | 0.32% | 2.15% | 6.17% | 0.66% | N/A |
IBND SPDR Bloomberg Barclays International Corporate Bond ETF | 9.68% | -1.03% | 7.48% | 8.56% | 0.53% | 0.66% |
SPSK SP Funds Dow Jones Global Sukuk ETF | 2.13% | 1.13% | 2.71% | 5.80% | 0.67% | N/A |
BWZ SPDR Bloomberg Barclays Short Term International Treasury Bond ETF | 8.52% | -0.48% | 6.83% | 6.79% | -0.64% | -0.40% |
Monthly Returns
The table below presents the monthly returns of Global Bonds, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.32% | 1.04% | 1.17% | 3.79% | -0.68% | 5.71% | |||||||
| 2024 | -1.73% | -0.74% | 0.56% | -2.10% | 1.19% | -0.29% | 2.77% | 2.24% | 1.51% | -2.72% | 0.01% | -1.84% | -1.30% |
| 2023 | 2.33% | -3.12% | 3.23% | 0.51% | -1.62% | 0.42% | 0.93% | -1.16% | -2.72% | -0.34% | 4.24% | 3.66% | 6.20% |
| 2022 | -1.86% | -1.16% | -2.76% | -4.87% | 0.32% | -3.20% | 1.76% | -3.84% | -4.59% | 0.36% | 5.62% | 0.18% | -13.61% |
| 2021 | -0.95% | -1.52% | -1.59% | 1.32% | 0.59% | -1.00% | 0.75% | -0.44% | -1.77% | -0.30% | -0.55% | -0.05% | -5.43% |
| 2020 | 0.14% | -0.19% | -4.19% | 2.19% | 1.12% | 1.33% | 3.08% | 0.55% | -0.76% | 0.27% | 1.93% | 1.69% | 7.19% |
| 2019 | 0.17% | 0.17% |
Expense Ratio
Global Bonds has an expense ratio of 0.39%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Global Bonds is 56, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | 0.61 | 0.88 | 1.10 | 0.17 | 1.04 |
IAGG iShares Core International Aggregate Bond ETF | 1.91 | 2.59 | 1.31 | 0.98 | 9.73 |
IBND SPDR Bloomberg Barclays International Corporate Bond ETF | 0.97 | 1.41 | 1.16 | 0.35 | 2.16 |
SPSK SP Funds Dow Jones Global Sukuk ETF | 0.86 | 1.31 | 1.15 | 0.96 | 4.94 |
BWZ SPDR Bloomberg Barclays Short Term International Treasury Bond ETF | 0.85 | 1.29 | 1.15 | 0.33 | 1.63 |
Loading data...
Dividends
Dividend yield
Global Bonds provided a 2.84% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.84% | 2.98% | 2.37% | 1.34% | 1.14% | 1.05% | 1.02% | 1.20% | 0.59% | 0.34% | 0.04% | 0.73% |
| Portfolio components: | ||||||||||||
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | 1.89% | 1.99% | 1.62% | 1.23% | 1.00% | 0.95% | 1.16% | 1.17% | 0.46% | 0.00% | 0.00% | 1.77% |
IAGG iShares Core International Aggregate Bond ETF | 4.21% | 4.28% | 3.55% | 2.27% | 1.16% | 1.95% | 2.82% | 3.02% | 1.74% | 1.56% | 0.13% | 0.00% |
IBND SPDR Bloomberg Barclays International Corporate Bond ETF | 2.35% | 2.61% | 2.08% | 0.54% | 0.37% | 0.45% | 0.67% | 0.71% | 0.34% | 0.01% | 0.01% | 1.66% |
SPSK SP Funds Dow Jones Global Sukuk ETF | 3.48% | 3.53% | 2.95% | 2.22% | 2.56% | 1.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BWZ SPDR Bloomberg Barclays Short Term International Treasury Bond ETF | 2.26% | 2.47% | 1.63% | 0.44% | 0.60% | 0.13% | 0.43% | 1.10% | 0.40% | 0.13% | 0.06% | 0.19% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Global Bonds. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Global Bonds was 24.34%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current Global Bonds drawdown is 9.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.34% | Jan 6, 2021 | 452 | Oct 20, 2022 | — | — | — |
| -9.01% | Mar 9, 2020 | 9 | Mar 19, 2020 | 84 | Jul 20, 2020 | 93 |
| -1.27% | Aug 19, 2020 | 27 | Sep 25, 2020 | 10 | Oct 9, 2020 | 37 |
| -1.17% | Feb 3, 2020 | 13 | Feb 20, 2020 | 7 | Mar 2, 2020 | 20 |
| -0.92% | Oct 22, 2020 | 8 | Nov 2, 2020 | 3 | Nov 5, 2020 | 11 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | SPSK | IAGG | BWZ | IBND | BWX | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.21 | 0.10 | 0.24 | 0.30 | 0.21 | 0.28 |
| SPSK | 0.21 | 1.00 | 0.35 | 0.26 | 0.29 | 0.34 | 0.50 |
| IAGG | 0.10 | 0.35 | 1.00 | 0.30 | 0.44 | 0.57 | 0.60 |
| BWZ | 0.24 | 0.26 | 0.30 | 1.00 | 0.76 | 0.79 | 0.84 |
| IBND | 0.30 | 0.29 | 0.44 | 0.76 | 1.00 | 0.77 | 0.89 |
| BWX | 0.21 | 0.34 | 0.57 | 0.79 | 0.77 | 1.00 | 0.92 |
| Portfolio | 0.28 | 0.50 | 0.60 | 0.84 | 0.89 | 0.92 | 1.00 |