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Vanguard Total World Bond ETF (BNDW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS92206C5655
CUSIP92206C565
IssuerVanguard
Inception DateSep 4, 2018
RegionDeveloped Markets (Broad)
CategoryTotal Bond Market
Index TrackedBloomberg Barclays Global Aggregate Float Adjusted TR Index
Home Pageadvisors.vanguard.com
Asset ClassBond

Expense Ratio

BNDW has an expense ratio of 0.06% which is considered to be low.


Expense ratio chart for BNDW: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard Total World Bond ETF

Popular comparisons: BNDW vs. BND, BNDW vs. BNDX, BNDW vs. VT, BNDW vs. VGIT, BNDW vs. SVOL, BNDW vs. VBTIX, BNDW vs. SCHZ, BNDW vs. EWU, BNDW vs. VOO, BNDW vs. AGG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Total World Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%2024FebruaryMarchAprilMayJune
6.66%
88.73%
BNDW (Vanguard Total World Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Total World Bond ETF had a return of 0.13% year-to-date (YTD) and 4.29% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.13%13.87%
1 month0.68%2.33%
6 months0.68%15.10%
1 year4.29%22.72%
5 years (annualized)0.00%13.49%
10 years (annualized)N/A10.85%

Monthly Returns

The table below presents the monthly returns of BNDW, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.48%-0.90%0.98%-1.90%0.99%0.13%
20232.82%-2.14%2.62%0.43%-0.48%-0.16%-0.17%-0.17%-2.08%-0.87%3.94%3.46%7.18%
2022-1.75%-1.17%-2.47%-3.53%0.08%-1.59%2.81%-3.28%-3.57%-0.47%3.26%-1.74%-12.88%
2021-0.76%-1.73%-0.42%0.24%0.13%0.66%1.27%-0.36%-0.99%-0.26%0.68%-0.53%-2.10%
20201.92%1.17%-1.72%1.82%0.62%0.62%1.16%-0.85%0.41%-0.17%0.86%0.26%6.22%
20191.07%0.07%1.90%-0.01%1.58%1.44%0.71%2.44%-0.57%-0.12%-0.20%-0.20%8.37%
2018-0.45%-0.32%0.53%1.47%1.22%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BNDW is 40, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of BNDW is 4040
BNDW (Vanguard Total World Bond ETF)
The Sharpe Ratio Rank of BNDW is 4444Sharpe Ratio Rank
The Sortino Ratio Rank of BNDW is 4343Sortino Ratio Rank
The Omega Ratio Rank of BNDW is 3939Omega Ratio Rank
The Calmar Ratio Rank of BNDW is 3030Calmar Ratio Rank
The Martin Ratio Rank of BNDW is 4242Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Total World Bond ETF (BNDW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BNDW
Sharpe ratio
The chart of Sharpe ratio for BNDW, currently valued at 0.85, compared to the broader market0.002.004.006.000.85
Sortino ratio
The chart of Sortino ratio for BNDW, currently valued at 1.27, compared to the broader market0.005.0010.001.27
Omega ratio
The chart of Omega ratio for BNDW, currently valued at 1.14, compared to the broader market1.002.003.001.14
Calmar ratio
The chart of Calmar ratio for BNDW, currently valued at 0.30, compared to the broader market0.005.0010.0015.0020.000.30
Martin ratio
The chart of Martin ratio for BNDW, currently valued at 2.60, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.006.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market0.005.0010.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.002.003.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.005.0010.0015.0020.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.02

Sharpe Ratio

The current Vanguard Total World Bond ETF Sharpe ratio is 0.85. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Total World Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.85
2.14
BNDW (Vanguard Total World Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Total World Bond ETF granted a 4.01% dividend yield in the last twelve months. The annual payout for that period amounted to $2.74 per share.


PeriodTTM202320222021202020192018
Dividend$2.74$2.58$1.36$2.02$1.28$2.39$1.24

Dividend yield

4.01%3.73%2.02%2.58%1.56%3.05%1.66%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Total World Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.16$0.16$0.17$0.16$0.17$0.82
2023$0.00$0.13$0.12$0.14$0.13$0.14$0.14$0.15$0.15$0.15$0.16$1.18$2.58
2022$0.00$0.10$0.08$0.09$0.09$0.10$0.10$0.11$0.11$0.11$0.12$0.35$1.36
2021$0.00$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$1.13$2.02
2020$0.00$0.12$0.11$0.12$0.11$0.11$0.11$0.10$0.10$0.10$0.10$0.19$1.28
2019$0.00$0.13$0.12$0.13$0.13$0.12$0.12$0.12$0.14$0.12$0.13$1.15$2.39
2018$0.12$0.13$1.00$1.24

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-8.46%
-0.04%
BNDW (Vanguard Total World Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Total World Bond ETF. 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 Vanguard Total World Bond ETF was 17.21%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Vanguard Total World Bond ETF drawdown is 8.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.21%Jan 4, 2021454Oct 20, 2022
-7.55%Mar 9, 20209Mar 19, 202070Jun 29, 202079
-1.96%Sep 4, 20198Sep 13, 201991Jan 24, 202099
-1.28%Sep 7, 201821Oct 5, 201841Dec 4, 201862
-1.14%Aug 5, 202018Aug 28, 202064Nov 30, 202082

Volatility

Volatility Chart

The current Vanguard Total World Bond ETF volatility is 1.45%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%2024FebruaryMarchAprilMayJune
1.45%
2.26%
BNDW (Vanguard Total World Bond ETF)
Benchmark (^GSPC)