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BNDW vs. QDV5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNDW vs. QDV5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Bond ETF (BNDW) and iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BNDW is traded in USD, while QDV5.DE is traded in EUR. To make them comparable, the QDV5.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BNDW achieves a 0.76% return, which is significantly higher than QDV5.DE's -11.90% return.


BNDW

1D
0.03%
1M
0.68%
YTD
0.76%
6M
1.04%
1Y
3.18%
3Y*
4.25%
5Y*
0.18%
10Y*

QDV5.DE

1D
2.38%
1M
0.93%
YTD
-11.90%
6M
-11.31%
1Y
-13.14%
3Y*
5.11%
5Y*
3.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNDW vs. QDV5.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BNDW
Vanguard Total World Bond ETF
0.76%5.02%2.42%7.18%-12.88%-2.10%6.22%8.37%1.27%
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
-11.90%3.85%8.94%18.55%-7.15%24.44%13.56%8.20%-3.57%

Correlation

The correlation between BNDW and QDV5.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2018

0.08

The correlation between BNDW and QDV5.DE shifts across timeframes, from 0.08 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BNDW vs. QDV5.DE — Risk / Return Rank

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

BNDW
BNDW Risk / Return Rank: 2828
Overall Rank
BNDW Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
BNDW Sortino Ratio Rank: 2828
Sortino Ratio Rank
BNDW Omega Ratio Rank: 2727
Omega Ratio Rank
BNDW Calmar Ratio Rank: 2828
Calmar Ratio Rank
BNDW Martin Ratio Rank: 2626
Martin Ratio Rank

QDV5.DE
QDV5.DE Risk / Return Rank: 33
Overall Rank
QDV5.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
QDV5.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
QDV5.DE Omega Ratio Rank: 44
Omega Ratio Rank
QDV5.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
QDV5.DE Martin Ratio Rank: 11
Martin Ratio Rank
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.

BNDW vs. QDV5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Bond ETF (BNDW) and iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE). 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.


BNDWQDV5.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+2.39

Omega ratioGain probability vs. loss probability

1.17

0.89

+0.28

Calmar ratioReturn relative to maximum drawdown

1.18

-0.62

+1.81

Martin ratioReturn relative to average drawdown

3.24

-1.45

+4.69

BNDW vs. QDV5.DE - Sharpe Ratio Comparison

The current BNDW Sharpe Ratio is 0.95, which is higher than the QDV5.DE Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of BNDW and QDV5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BNDW vs. QDV5.DE - Drawdown Comparison

The maximum BNDW drawdown since its inception was -17.22%, smaller than the maximum QDV5.DE drawdown of -42.70%. Use the drawdown chart below to compare losses from any high point for BNDW and QDV5.DE.


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Drawdown Indicators


BNDWQDV5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.22%

-42.70%

+25.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-21.08%

+18.38%

Max Drawdown (3Y)

Largest decline over 3 years

-4.27%

-25.43%

+21.16%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

-25.43%

+8.50%

Current Drawdown

Current decline from peak

-1.20%

-20.10%

+18.90%

Average Drawdown

Average peak-to-trough decline

-4.96%

-8.85%

+3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

9.06%

-8.07%

Volatility

BNDW vs. QDV5.DE - Volatility Comparison

The current volatility for Vanguard Total World Bond ETF (BNDW) is 1.29%, while iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) has a volatility of 5.64%. This indicates that BNDW experiences smaller price fluctuations and is considered to be less risky than QDV5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDWQDV5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

5.64%

-4.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

14.79%

-12.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.37%

17.33%

-13.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.21%

17.57%

-12.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

22.41%

-17.51%

BNDW vs. QDV5.DE - Expense Ratio Comparison

BNDW has a 0.05% expense ratio, which is lower than QDV5.DE's 0.65% expense ratio.


Dividends

BNDW vs. QDV5.DE - Dividend Comparison

BNDW's dividend yield for the trailing twelve months is around 4.20%, while QDV5.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BNDW
Vanguard Total World Bond ETF
4.20%4.12%3.90%3.73%2.02%2.58%1.56%3.05%1.66%
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BNDW and QDV5.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BNDW is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BNDW is cheaper with a 0.05% expense ratio, compared with 0.65% for QDV5.DE.

BNDW is categorized as Global Bonds, while QDV5.DE is Asia Pacific Equities. BNDW tracks Bloomberg Global Aggregate Float Adjusted Composite Index, while QDV5.DE tracks MSCI India. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for BNDW and 0.65% for QDV5.DE.

Portfolio Optimizer

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