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BNDW vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BNDW and AGG 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

BNDW vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Bond ETF (BNDW) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

7.00%8.00%9.00%10.00%11.00%12.00%NovemberDecember2025FebruaryMarchApril
11.23%
10.73%
BNDW
AGG

Key characteristics

Sharpe Ratio

BNDW:

1.54

AGG:

1.28

Sortino Ratio

BNDW:

2.28

AGG:

1.87

Omega Ratio

BNDW:

1.27

AGG:

1.22

Calmar Ratio

BNDW:

0.61

AGG:

0.53

Martin Ratio

BNDW:

5.68

AGG:

3.30

Ulcer Index

BNDW:

1.16%

AGG:

2.09%

Daily Std Dev

BNDW:

4.28%

AGG:

5.38%

Max Drawdown

BNDW:

-17.22%

AGG:

-18.43%

Current Drawdown

BNDW:

-4.54%

AGG:

-6.78%

Returns By Period

In the year-to-date period, BNDW achieves a 1.95% return, which is significantly lower than AGG's 2.37% return.


BNDW

YTD

1.95%

1M

0.98%

6M

1.65%

1Y

6.85%

5Y*

-0.34%

10Y*

N/A

AGG

YTD

2.37%

1M

0.12%

6M

1.37%

1Y

6.95%

5Y*

-0.87%

10Y*

1.38%

*Annualized

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BNDW vs. AGG - Expense Ratio Comparison

BNDW has a 0.06% expense ratio, which is higher than AGG's 0.05% 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 BNDW: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BNDW: 0.06%
Expense ratio chart for AGG: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGG: 0.05%

Risk-Adjusted Performance

BNDW vs. AGG — Risk-Adjusted Performance Rank

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

BNDW
The Risk-Adjusted Performance Rank of BNDW is 8686
Overall Rank
The Sharpe Ratio Rank of BNDW is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDW is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BNDW is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BNDW is 7171
Calmar Ratio Rank
The Martin Ratio Rank of BNDW is 8787
Martin Ratio Rank

AGG
The Risk-Adjusted Performance Rank of AGG is 8080
Overall Rank
The Sharpe Ratio Rank of AGG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AGG is 8888
Sortino Ratio Rank
The Omega Ratio Rank of AGG is 8484
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 7777
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.

BNDW vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Bond ETF (BNDW) and iShares Core U.S. Aggregate Bond ETF (AGG). 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 BNDW, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.00
BNDW: 1.54
AGG: 1.28
The chart of Sortino ratio for BNDW, currently valued at 2.28, compared to the broader market-2.000.002.004.006.008.00
BNDW: 2.28
AGG: 1.87
The chart of Omega ratio for BNDW, currently valued at 1.27, compared to the broader market0.501.001.502.002.50
BNDW: 1.27
AGG: 1.22
The chart of Calmar ratio for BNDW, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
BNDW: 0.61
AGG: 0.53
The chart of Martin ratio for BNDW, currently valued at 5.68, compared to the broader market0.0020.0040.0060.00
BNDW: 5.68
AGG: 3.30

The current BNDW Sharpe Ratio is 1.54, which is comparable to the AGG Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of BNDW and AGG, 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
1.54
1.28
BNDW
AGG

Dividends

BNDW vs. AGG - Dividend Comparison

BNDW's dividend yield for the trailing twelve months is around 3.95%, more than AGG's 3.78% yield.


TTM20242023202220212020201920182017201620152014
BNDW
Vanguard Total World Bond ETF
3.95%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF
3.78%3.74%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%

Drawdowns

BNDW vs. AGG - Drawdown Comparison

The maximum BNDW drawdown since its inception was -17.22%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for BNDW and AGG. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%NovemberDecember2025FebruaryMarchApril
-4.54%
-6.78%
BNDW
AGG

Volatility

BNDW vs. AGG - Volatility Comparison

The current volatility for Vanguard Total World Bond ETF (BNDW) is 1.51%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 2.24%. This indicates that BNDW experiences smaller price fluctuations and is considered to be less risky than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
1.51%
2.24%
BNDW
AGG