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

Correlation

The correlation between BGRN and BNDX 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. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Green Bond ETF (BGRN) and Vanguard Total International Bond ETF (BNDX). 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%
11.28%
BGRN
BNDX

Key characteristics

Sharpe Ratio

BGRN:

1.55

BNDX:

1.64

Sortino Ratio

BGRN:

2.25

BNDX:

2.38

Omega Ratio

BGRN:

1.27

BNDX:

1.29

Calmar Ratio

BGRN:

0.57

BNDX:

0.69

Martin Ratio

BGRN:

4.96

BNDX:

7.43

Ulcer Index

BGRN:

1.37%

BNDX:

0.83%

Daily Std Dev

BGRN:

4.37%

BNDX:

3.72%

Max Drawdown

BGRN:

-19.16%

BNDX:

-16.23%

Current Drawdown

BGRN:

-5.54%

BNDX:

-2.74%

Returns By Period

In the year-to-date period, BGRN achieves a 2.27% return, which is significantly higher than BNDX's 1.38% return.


BGRN

YTD

2.27%

1M

0.62%

6M

1.77%

1Y

7.31%

5Y*

0.00%

10Y*

N/A

BNDX

YTD

1.38%

1M

1.87%

6M

1.95%

1Y

6.72%

5Y*

0.16%

10Y*

1.85%

*Annualized

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BGRN vs. BNDX - Expense Ratio Comparison

BGRN has a 0.20% expense ratio, which is higher than BNDX's 0.07% 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 BNDX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BNDX: 0.07%

Risk-Adjusted Performance

BGRN vs. BNDX — 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

BNDX
The Risk-Adjusted Performance Rank of BNDX is 8787
Overall Rank
The Sharpe Ratio Rank of BNDX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BNDX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BNDX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BNDX is 9090
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. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Green Bond ETF (BGRN) and Vanguard Total International Bond ETF (BNDX). 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
BNDX: 1.64
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
BNDX: 2.38
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
BNDX: 1.29
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
BNDX: 0.69
The chart of Martin ratio for BGRN, currently valued at 4.96, compared to the broader market0.0020.0040.0060.00
BGRN: 4.96
BNDX: 7.43

The current BGRN Sharpe Ratio is 1.55, which is comparable to the BNDX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of BGRN and BNDX, 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 Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.55
1.64
BGRN
BNDX

Dividends

BGRN vs. BNDX - Dividend Comparison

BGRN's dividend yield for the trailing twelve months is around 4.14%, less than BNDX's 4.24% 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%
BNDX
Vanguard Total International Bond ETF
4.24%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%

Drawdowns

BGRN vs. BNDX - Drawdown Comparison

The maximum BGRN drawdown since its inception was -19.16%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for BGRN and BNDX. For additional features, visit the drawdowns tool.


-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%NovemberDecember2025FebruaryMarchApril
-5.54%
-2.74%
BGRN
BNDX

Volatility

BGRN vs. BNDX - Volatility Comparison

iShares Global Green Bond ETF (BGRN) has a higher volatility of 2.03% compared to Vanguard Total International Bond ETF (BNDX) at 1.14%. This indicates that BGRN's price experiences larger fluctuations and is considered to be riskier than BNDX 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%NovemberDecember2025FebruaryMarchApril
2.03%
1.14%
BGRN
BNDX