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SPDR Bloomberg Barclays International Treasury Bond ETF (BWX)

ETF · Currency in USD · Last updated Aug 6, 2022

BWX is a passive ETF by State Street tracking the investment results of the Bloomberg Global Treasury x US Capped (Inception 8/31/2007). BWX launched on Oct 2, 2007 and has a 0.35% expense ratio.

ETF Info

ISINUS78464A5166
CUSIP78464A516
IssuerState Street
Inception DateOct 2, 2007
RegionDeveloped Markets (Broad)
CategoryInternational Government Bonds
Expense Ratio0.35%
Index TrackedBloomberg Global Treasury x US Capped (Inception 8/31/2007)
Asset ClassBond

Trading Data

Previous Close$23.44
Year Range$22.51 - $29.32
EMA (50)$23.42
EMA (200)$25.56
Average Volume$515.93K

BWXShare Price Chart


Chart placeholderClick Calculate to get results

BWXPerformance

The chart shows the growth of $10,000 invested in SPDR Bloomberg Barclays International Treasury Bond ETF in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $9,572 for a total return of roughly -4.28%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-14.31%
-9.64%
BWX (SPDR Bloomberg Barclays International Treasury Bond ETF)
Benchmark (^GSPC)

BWXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M1.79%8.19%
6M-14.72%-7.42%
YTD-16.59%-13.03%
1Y-20.53%-5.85%
5Y-2.65%10.86%
10Y-1.49%11.53%

BWXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.62%-1.12%-4.23%-6.97%0.55%-4.64%2.04%-0.62%
2021-1.25%-2.69%-2.77%1.73%0.98%-1.73%1.40%-0.90%-2.37%-0.45%-0.62%-0.16%
20200.42%0.03%-3.76%1.47%0.90%1.85%3.73%0.41%-1.22%1.02%2.05%2.41%
20191.41%-1.08%0.89%-0.55%1.15%3.43%-1.29%1.85%-1.01%0.89%-1.46%1.35%
20182.92%-0.75%1.77%-2.80%-2.03%-1.02%0.29%-0.63%-0.74%-1.66%0.95%2.09%
20171.46%0.30%0.76%1.43%1.92%0.33%2.93%0.74%-1.87%-0.76%2.11%0.25%
20160.29%3.30%4.21%1.52%-2.69%3.77%1.12%-1.14%0.96%-4.20%-5.72%-0.27%
2015-1.57%-1.08%-1.39%1.96%-3.23%-0.74%-0.21%-0.19%0.50%0.42%-2.41%1.18%
20140.45%2.23%0.31%1.01%0.14%1.60%-1.37%0.23%-4.34%-0.25%-1.35%-1.07%
2013-0.93%-2.44%-0.35%2.69%-4.34%-1.72%2.40%-1.15%2.79%1.26%-1.35%-0.24%
20122.74%0.26%-0.77%1.10%-2.93%1.02%1.31%1.22%1.96%-0.39%0.16%0.15%
20110.82%0.66%0.84%4.88%-1.35%-0.01%1.65%1.08%-4.35%2.09%-2.77%0.64%
2010-1.74%0.24%-0.02%-1.45%-3.64%1.15%6.10%1.72%3.36%2.13%-6.84%3.13%

BWXSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current SPDR Bloomberg Barclays International Treasury Bond ETF Sharpe ratio is -2.24. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-3.00-2.00-1.000.001.00MarchAprilMayJuneJulyAugust
-2.24
-0.31
BWX (SPDR Bloomberg Barclays International Treasury Bond ETF)
Benchmark (^GSPC)

BWXDividend History

SPDR Bloomberg Barclays International Treasury Bond ETF granted a 1.20% dividend yield in the last twelve months. The annual payout for that period amounted to $0.28 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$0.28$0.28$0.30$0.33$0.32$0.13$0.00$0.00$0.49$0.54$0.62$0.98$0.27

Dividend yield

1.20%1.01%0.96%1.19%1.21%0.48%0.00%0.00%1.87%1.99%2.22%3.74%1.05%

BWXDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-24.29%
-13.58%
BWX (SPDR Bloomberg Barclays International Treasury Bond ETF)
Benchmark (^GSPC)

BWXWorst Drawdowns

The table below shows the maximum drawdowns of the SPDR Bloomberg Barclays International Treasury Bond ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the SPDR Bloomberg Barclays International Treasury Bond ETF is 27.31%, recorded on Jun 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.31%Jan 6, 2021363Jun 14, 2022
-15.41%Jul 1, 2014344Nov 9, 20151084Mar 3, 20201428
-13.37%Mar 10, 20207Mar 18, 202090Jul 27, 202097
-9.4%Jan 15, 201098Jun 7, 201040Aug 3, 2010138
-8.92%Oct 18, 2012177Jul 5, 2013210May 6, 2014387
-8.63%Nov 5, 201016Nov 29, 2010103Apr 27, 2011119
-8.11%Aug 24, 201166Nov 25, 2011199Sep 11, 2012265
-3.73%Aug 9, 20105Aug 13, 201027Sep 22, 201032
-3.41%May 3, 201115May 23, 20118Jun 3, 201123
-3.37%Jun 8, 201123Jul 11, 201121Aug 9, 201144

BWXVolatility Chart

Current SPDR Bloomberg Barclays International Treasury Bond ETF volatility is 12.81%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
12.81%
19.67%
BWX (SPDR Bloomberg Barclays International Treasury Bond ETF)
Benchmark (^GSPC)