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BGRN vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BGRN and BND is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

BGRN vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Green Bond ETF (BGRN) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

8.00%9.00%10.00%11.00%12.00%13.00%NovemberDecember2025FebruaryMarchApril
12.16%
11.91%
BGRN
BND

Key characteristics

Sharpe Ratio

BGRN:

1.55

BND:

1.33

Sortino Ratio

BGRN:

2.25

BND:

1.93

Omega Ratio

BGRN:

1.27

BND:

1.23

Calmar Ratio

BGRN:

0.57

BND:

0.52

Martin Ratio

BGRN:

4.96

BND:

3.43

Ulcer Index

BGRN:

1.37%

BND:

2.05%

Daily Std Dev

BGRN:

4.37%

BND:

5.31%

Max Drawdown

BGRN:

-19.16%

BND:

-18.84%

Current Drawdown

BGRN:

-5.54%

BND:

-6.87%

Returns By Period

In the year-to-date period, BGRN achieves a 2.27% return, which is significantly lower than BND's 2.74% return.


BGRN

YTD

2.27%

1M

0.62%

6M

1.77%

1Y

7.31%

5Y*

0.00%

10Y*

N/A

BND

YTD

2.74%

1M

0.67%

6M

1.94%

1Y

7.62%

5Y*

-0.84%

10Y*

1.43%

*Annualized

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BGRN vs. BND - Expense Ratio Comparison

BGRN has a 0.20% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for BGRN: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BGRN: 0.20%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

BGRN vs. BND — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGRN
The Risk-Adjusted Performance Rank of BGRN is 8484
Overall Rank
The Sharpe Ratio Rank of BGRN is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BGRN is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BGRN is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BGRN is 6666
Calmar Ratio Rank
The Martin Ratio Rank of BGRN is 8484
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 7979
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7676
Martin 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.

BGRN vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Green Bond ETF (BGRN) and Vanguard Total Bond Market ETF (BND). 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.


The chart of Sharpe ratio for BGRN, currently valued at 1.55, compared to the broader market-1.000.001.002.003.004.00
BGRN: 1.55
BND: 1.33
The chart of Sortino ratio for BGRN, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.00
BGRN: 2.25
BND: 1.93
The chart of Omega ratio for BGRN, currently valued at 1.27, compared to the broader market0.501.001.502.002.50
BGRN: 1.27
BND: 1.23
The chart of Calmar ratio for BGRN, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.0012.00
BGRN: 0.57
BND: 0.52
The chart of Martin ratio for BGRN, currently valued at 4.96, compared to the broader market0.0020.0040.0060.00
BGRN: 4.96
BND: 3.43

The current BGRN Sharpe Ratio is 1.55, which is comparable to the BND Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of BGRN and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.55
1.33
BGRN
BND

Dividends

BGRN vs. BND - Dividend Comparison

BGRN's dividend yield for the trailing twelve months is around 4.14%, more than BND's 3.69% yield.


TTM20242023202220212020201920182017201620152014
BGRN
iShares Global Green Bond ETF
4.14%4.07%3.52%2.66%0.78%1.82%3.66%0.21%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.69%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

BGRN vs. BND - Drawdown Comparison

The maximum BGRN drawdown since its inception was -19.16%, roughly equal to the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for BGRN and BND. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%NovemberDecember2025FebruaryMarchApril
-5.54%
-6.87%
BGRN
BND

Volatility

BGRN vs. BND - Volatility Comparison

The current volatility for iShares Global Green Bond ETF (BGRN) is 2.03%, while Vanguard Total Bond Market ETF (BND) has a volatility of 2.19%. This indicates that BGRN experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
2.03%
2.19%
BGRN
BND