BIV vs. WMB
BIV (Vanguard Intermediate-Term Bond Index ETF) is Intermediate Core Bond fund tracking the Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index, while WMB (The Williams Companies, Inc.) is a stock. Over the past 10 years, BIV returned 1.89%/yr vs 19.28%/yr for WMB. At a correlation of -0.11, they often move in opposite directions.
Performance
BIV vs. WMB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BIV achieves a -0.06% return, which is significantly lower than WMB's 21.67% return. Over the past 10 years, BIV has underperformed WMB with an annualized return of 1.89%, while WMB has yielded a comparatively higher 19.28% annualized return.
BIV
- 1D
- -0.13%
- 1M
- 0.18%
- YTD
- -0.06%
- 6M
- 0.31%
- 1Y
- 4.29%
- 3Y*
- 4.62%
- 5Y*
- 0.16%
- 10Y*
- 1.89%
WMB
- 1D
- 1.39%
- 1M
- -4.09%
- YTD
- 21.67%
- 6M
- 22.42%
- 1Y
- 24.82%
- 3Y*
- 38.58%
- 5Y*
- 26.67%
- 10Y*
- 19.28%
BIV vs. WMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIV Vanguard Intermediate-Term Bond Index ETF | -0.06% | 8.52% | 1.57% | 6.07% | -13.21% | -2.40% | 9.67% | 10.34% | -0.19% | 3.65% |
WMB The Williams Companies, Inc. | 21.67% | 14.91% | 62.35% | 11.86% | 32.83% | 38.36% | -8.20% | 14.18% | -23.88% | 2.02% |
Correlation
The correlation between BIV and WMB is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2007 | -0.11 |
The correlation between BIV and WMB shifts across timeframes, from -0.11 (all time) to 0.07 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BIV vs. WMB — Risk / Return Rank
BIV
WMB
BIV vs. WMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index ETF (BIV) and The Williams Companies, Inc. (WMB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BIV | WMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.02 | -0.66 |
| Martin ratioReturn relative to average drawdown | 3.90 | 4.27 | -0.37 |
Loading charts...
Drawdowns
BIV vs. WMB - Drawdown Comparison
The maximum BIV drawdown since its inception was -18.95%, smaller than the maximum WMB drawdown of -98.03%. Use the drawdown chart below to compare losses from any high point for BIV and WMB.
Loading charts...
Drawdown Indicators
| BIV | WMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.95% | -98.03% | +79.08% |
Max Drawdown (1Y)Largest decline over 1 year | -3.18% | -12.36% | +9.18% |
Max Drawdown (3Y)Largest decline over 3 years | -6.07% | -12.36% | +6.29% |
Max Drawdown (5Y)Largest decline over 5 years | -18.74% | -23.01% | +4.27% |
Max Drawdown (10Y)Largest decline over 10 years | -18.95% | -68.08% | +49.13% |
Current DrawdownCurrent decline from peak | -1.86% | -8.55% | +6.69% |
Average DrawdownAverage peak-to-trough decline | -3.39% | -27.07% | +23.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 5.82% | -4.72% |
Volatility
BIV vs. WMB - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Bond Index ETF (BIV) is 1.45%, while The Williams Companies, Inc. (WMB) has a volatility of 7.36%. This indicates that BIV experiences smaller price fluctuations and is considered to be less risky than WMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BIV | WMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 7.36% | -5.91% |
Volatility (6M)Calculated over the trailing 6-month period | 2.98% | 15.58% | -12.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.03% | 23.00% | -18.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.41% | 23.62% | -17.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.51% | 30.95% | -25.44% |
Dividends
BIV vs. WMB - Dividend Comparison
BIV's dividend yield for the trailing twelve months is around 4.21%, more than WMB's 3.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIV Vanguard Intermediate-Term Bond Index ETF | 4.21% | 4.01% | 3.79% | 3.09% | 2.41% | 3.42% | 2.95% | 2.75% | 2.88% | 2.69% | 3.01% | 3.02% |
WMB The Williams Companies, Inc. | 3.54% | 3.33% | 3.51% | 5.14% | 5.17% | 6.30% | 7.98% | 6.41% | 6.17% | 3.94% | 5.39% | 9.53% |
Frequently Asked Questions
BIV and WMB have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMB has higher volatility (7.36%) compared to BIV (1.45%). In terms of maximum drawdown, BIV dropped -18.95% vs WMB's -98.03%.
WMB currently has the higher Sharpe Ratio (1.08 vs 1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for BIV and WMB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer