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SPDR Bloomberg Barclays Short Term International T...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78464A3344
CUSIP78464A334
IssuerState Street
Inception DateJan 15, 2009
RegionDeveloped Markets (Broad)
CategoryInternational Government Bonds
Index TrackedBloomberg Global Treasury (1-3 Y) Customized
Asset ClassBond

Expense Ratio

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


0.50%1.00%1.50%2.00%0.35%

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.


SPDR Bloomberg Barclays Short Term International Treasury Bond ETF

Popular comparisons: BWZ vs. FEMB, BWZ vs. ISHG, BWZ vs. FLIA, BWZ vs. BWX, BWZ vs. SCHP, BWZ vs. TLT, BWZ vs. BNDX, BWZ vs. IAGG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR Bloomberg Barclays Short Term 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%15.00%20.00%NovemberDecember2024FebruaryMarchApril
1.41%
15.74%
BWZ (SPDR Bloomberg Barclays Short Term International Treasury Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR Bloomberg Barclays Short Term International Treasury Bond ETF had a return of -5.18% year-to-date (YTD) and -3.48% in the last 12 months. Over the past 10 years, SPDR Bloomberg Barclays Short Term International Treasury Bond ETF had an annualized return of -2.75%, while the S&P 500 had an annualized return of 10.53%, indicating that SPDR Bloomberg Barclays Short Term International Treasury Bond ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-5.18%6.12%
1 month-2.56%-1.08%
6 months1.41%15.73%
1 year-3.48%22.34%
5 years (annualized)-2.60%11.82%
10 years (annualized)-2.75%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.56%-0.73%-0.19%
2023-2.67%-0.10%3.58%3.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BWZ is 5, indicating that it is in the bottom 5% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of BWZ is 55
SPDR Bloomberg Barclays Short Term International Treasury Bond ETF(BWZ)
The Sharpe Ratio Rank of BWZ is 55Sharpe Ratio Rank
The Sortino Ratio Rank of BWZ is 55Sortino Ratio Rank
The Omega Ratio Rank of BWZ is 55Omega Ratio Rank
The Calmar Ratio Rank of BWZ is 99Calmar Ratio Rank
The Martin Ratio Rank of BWZ is 22Martin 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 SPDR Bloomberg Barclays Short Term International Treasury Bond ETF (BWZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BWZ
Sharpe ratio
The chart of Sharpe ratio for BWZ, currently valued at -0.64, compared to the broader market-1.000.001.002.003.004.005.00-0.64
Sortino ratio
The chart of Sortino ratio for BWZ, currently valued at -0.86, compared to the broader market-2.000.002.004.006.008.0010.00-0.86
Omega ratio
The chart of Omega ratio for BWZ, currently valued at 0.90, compared to the broader market1.001.502.002.500.90
Calmar ratio
The chart of Calmar ratio for BWZ, currently valued at -0.14, compared to the broader market0.002.004.006.008.0010.0012.00-0.14
Martin ratio
The chart of Martin ratio for BWZ, currently valued at -1.28, compared to the broader market0.0020.0040.0060.0080.00-1.28
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current SPDR Bloomberg Barclays Short Term International Treasury Bond ETF Sharpe ratio is -0.64. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.64
1.89
BWZ (SPDR Bloomberg Barclays Short Term International Treasury Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Bloomberg Barclays Short Term International Treasury Bond ETF granted a 1.99% dividend yield in the last twelve months. The annual payout for that period amounted to $0.51 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.51$0.45$0.12$0.18$0.04$0.13$0.34$0.13$0.04$0.02$0.06$0.03

Dividend yield

1.99%1.63%0.44%0.60%0.13%0.43%1.10%0.40%0.13%0.06%0.19%0.09%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.05$0.04
2023$0.00$0.03$0.03$0.03$0.03$0.04$0.04$0.04$0.04$0.05$0.04$0.09
2022$0.00$0.00$0.00$0.00$0.00$0.01$0.01$0.01$0.01$0.01$0.01$0.05
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18
2020$0.00$0.01$0.01$0.01$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.01$0.01$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.02
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01$0.01$0.01$0.28
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06
2013$0.03

Drawdowns

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-29.21%
-3.66%
BWZ (SPDR Bloomberg Barclays Short Term International Treasury Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Bloomberg Barclays Short Term International Treasury 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 SPDR Bloomberg Barclays Short Term International Treasury Bond ETF was 34.23%, occurring on Sep 27, 2022. The portfolio has not yet recovered.

The current SPDR Bloomberg Barclays Short Term International Treasury Bond ETF drawdown is 29.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.23%Aug 30, 20112788Sep 27, 2022
-13.89%Dec 2, 2009128Jun 7, 2010106Nov 4, 2010234
-6.59%Nov 5, 201032Dec 21, 201024Jan 26, 201156
-5.56%Feb 10, 200911Mar 3, 20098Mar 18, 200919
-5.07%Jan 27, 201118Feb 22, 201144Apr 26, 201162

Volatility

Volatility Chart

The current SPDR Bloomberg Barclays Short Term International Treasury Bond ETF volatility is 1.69%, 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%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.69%
3.44%
BWZ (SPDR Bloomberg Barclays Short Term International Treasury Bond ETF)
Benchmark (^GSPC)