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SPDR Bloomberg Barclays International Treasury Bond ETF (BWX)

ETF · Currency in USD · Last updated Sep 27, 2023

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.

Summary

ETF Info

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

Expense Ratio

The SPDR Bloomberg Barclays International Treasury Bond ETF has a high expense ratio of 0.35%, indicating higher-than-average management fees.


0.35%
0.00%2.15%

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in SPDR Bloomberg Barclays International Treasury 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.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
-7.27%
5.50%
BWX (SPDR Bloomberg Barclays International Treasury Bond ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with BWX

SPDR Bloomberg Barclays International Treasury Bond ETF

Popular comparisons: BWX vs. IGOV, BWX vs. BNDX, BWX vs. CMF, BWX vs. BWZ, BWX vs. IAGG, BWX vs. VTI, BWX vs. TLT

Return

SPDR Bloomberg Barclays International Treasury Bond ETF had a return of -4.28% year-to-date (YTD) and 5.33% in the last 12 months. Over the past 10 years, SPDR Bloomberg Barclays International Treasury Bond ETF had an annualized return of -2.20%, while the S&P 500 had an annualized return of 9.73%, indicating that SPDR Bloomberg Barclays International Treasury Bond ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-3.10%-3.60%
6 months-7.03%6.10%
Year-To-Date-4.28%11.30%
1 year5.33%17.17%
5 years (annualized)-3.83%7.99%
10 years (annualized)-2.20%9.73%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-4.69%4.71%-0.25%-2.60%0.82%0.98%-2.41%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) and S&P 500 (^GSPC). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
0.18
^GSPC
S&P 500
0.91

Sharpe Ratio

The current SPDR Bloomberg Barclays International Treasury Bond ETF Sharpe ratio is 0.18. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.18
0.91
BWX (SPDR Bloomberg Barclays International Treasury Bond ETF)
Benchmark (^GSPC)

Dividend History

SPDR Bloomberg Barclays International Treasury Bond ETF granted a 1.68% dividend yield in the last twelve months. The annual payout for that period amounted to $0.36 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$0.36$0.28$0.28$0.30$0.33$0.32$0.13$0.00$0.00$0.49$0.54$0.62

Dividend yield

1.68%1.24%1.03%0.98%1.21%1.23%0.49%0.00%0.00%1.90%2.03%2.25%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Bloomberg Barclays International Treasury Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.03$0.03$0.03$0.03$0.03$0.03$0.03
2022$0.00$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.06
2021$0.00$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04$0.04
2020$0.00$0.03$0.02$0.03$0.02$0.03$0.03$0.02$0.02$0.02$0.02$0.05
2019$0.00$0.03$0.03$0.04$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.05
2018$0.00$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.06$0.05
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03$0.03$0.05
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.01$0.04$0.05$0.03$0.03$0.04$0.00$0.03$0.02$0.01$0.23
2013$0.00$0.05$0.08$0.04$0.02$0.04$0.04$0.02$0.03$0.06$0.06$0.10
2012$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.02$0.05$0.05$0.16

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-30.25%
-10.90%
BWX (SPDR Bloomberg Barclays International Treasury Bond ETF)
Benchmark (^GSPC)

Worst 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 34.00%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34%Jan 6, 2021452Oct 20, 2022
-16.86%Mar 17, 2008146Oct 10, 2008228Sep 8, 2009374
-15.41%Jul 1, 2014344Nov 9, 20151084Mar 3, 20201428
-13.37%Mar 10, 20207Mar 18, 202090Jul 27, 202097
-13.13%Dec 2, 2009128Jun 7, 201082Oct 1, 2010210

Volatility Chart

The current SPDR Bloomberg Barclays International Treasury Bond ETF volatility is 2.04%, 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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.04%
3.56%
BWX (SPDR Bloomberg Barclays International Treasury Bond ETF)
Benchmark (^GSPC)