BJWTY vs. VGIT

Last updated Apr 1, 2026

Compare and contrast key facts about Beijing Enterprises Water Group Limited (BJWTY) and Vanguard Intermediate-Term Treasury ETF (VGIT).

VGIT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 3-10 Year Government Float Adjusted Index. It was launched on Nov 19, 2009.

Performance

BJWTY vs. VGIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Beijing Enterprises Water Group Limited (BJWTY) and Vanguard Intermediate-Term Treasury ETF (VGIT). The values are adjusted to include any dividend payments, if applicable.

BJWTY vs. VGIT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BJWTY Beijing Enterprises Water Group Limited	0.00%	7.05%	51.28%	-3.75%	-47.49%	4.43%	4.13%
VGIT Vanguard Intermediate-Term Treasury ETF	-0.03%	7.34%	1.39%	4.28%	-10.53%	-2.64%	0.08%

Returns By Period

BJWTY

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: 3.09%
• 1Y: 7.05%
• 3Y*: 14.30%
• 5Y*: -3.09%
• 10Y*: —

VGIT

• 1D: 0.20%
• 1M: -1.66%
• YTD: -0.03%
• 6M: 1.07%
• 1Y: 4.13%
• 3Y*: 3.29%
• 5Y*: 0.32%
• 10Y*: 1.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BJWTY vs. VGIT — Risk / Return Rank

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

BJWTY

BJWTY Risk / Return Rank: 63
BJWTY Sharpe Ratio Rank: 54
BJWTY Sortino Ratio Rank: 46
BJWTY Omega Ratio Rank: 57
BJWTY Calmar Ratio Rank: 75
BJWTY Martin Ratio Rank: 84

VGIT

VGIT Risk / Return Rank: 64
VGIT Sharpe Ratio Rank: 65
VGIT Sortino Ratio Rank: 68
VGIT Omega Ratio Rank: 55
VGIT Calmar Ratio Rank: 73
VGIT Martin Ratio Rank: 61

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BJWTY vs. VGIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Beijing Enterprises Water Group Limited (BJWTY) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.

	BJWTY	VGIT	Difference
Sharpe ratio Return per unit of total volatility	0.36	1.09	-0.73
Sortino ratio Return per unit of downside risk	0.66	1.63	-0.97
Omega ratio Gain probability vs. loss probability	1.15	1.19	-0.05
Calmar ratio Return relative to maximum drawdown	1.91	1.78	+0.13
Martin ratio Return relative to average drawdown	7.45	5.53	+1.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BJWTY vs. VGIT - Sharpe Ratio Comparison

The current BJWTY Sharpe Ratio is 0.36, which is lower than the VGIT Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of BJWTY and VGIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BJWTY	VGIT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.36	1.09	-0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.10	0.06	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.29	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.07	0.50	-0.57

Correlation

The correlation between BJWTY and VGIT is 0.01, 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.

Dividends

BJWTY vs. VGIT - Dividend Comparison

BJWTY's dividend yield for the trailing twelve months is around 6.70%, more than VGIT's 3.81% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BJWTY Beijing Enterprises Water Group Limited	6.70%	6.70%	6.40%	9.04%	6.96%	4.29%	2.15%	0.00%	0.00%	0.00%	0.00%	0.00%
VGIT Vanguard Intermediate-Term Treasury ETF	3.81%	3.79%	3.67%	2.73%	1.74%	1.69%	2.23%	2.24%	2.05%	1.67%	1.69%	1.69%

Drawdowns

BJWTY vs. VGIT - Drawdown Comparison

The maximum BJWTY drawdown since its inception was -52.32%, which is greater than VGIT's maximum drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for BJWTY and VGIT.

Drawdown Indicators

	BJWTY	VGIT	Difference
Max Drawdown Largest peak-to-trough decline	-52.32%	-16.05%	-36.27%
Max Drawdown (1Y) Largest decline over 1 year	-3.70%	-2.42%	-1.28%
Max Drawdown (5Y) Largest decline over 5 years	-52.32%	-15.02%	-37.30%
Max Drawdown (10Y) Largest decline over 10 years	—	-16.05%	—
Current Drawdown Current decline from peak	-19.53%	-1.97%	-17.56%
Average Drawdown Average peak-to-trough decline	-22.18%	-3.54%	-18.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.95%	0.78%	+0.17%

Volatility

BJWTY vs. VGIT - Volatility Comparison

The current volatility for Beijing Enterprises Water Group Limited (BJWTY) is 0.00%, while Vanguard Intermediate-Term Treasury ETF (VGIT) has a volatility of 1.33%. This indicates that BJWTY experiences smaller price fluctuations and is considered to be less risky than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BJWTY	VGIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	1.33%	-1.33%
Volatility (6M) Calculated over the trailing 6-month period	17.60%	2.28%	+15.32%
Volatility (1Y) Calculated over the trailing 1-year period	20.13%	3.81%	+16.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.74%	5.36%	+27.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.67%	4.50%	+26.17%