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BNDW vs. VXUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BNDW vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Bond ETF (BNDW) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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BNDW vs. VXUS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BNDW
Vanguard Total World Bond ETF
0.09%5.02%2.42%7.18%-12.88%-2.10%6.22%8.37%1.21%
VXUS
Vanguard Total International Stock ETF
3.51%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-9.33%

Returns By Period

In the year-to-date period, BNDW achieves a 0.09% return, which is significantly lower than VXUS's 3.51% return.


BNDW

1D
0.13%
1M
-1.46%
YTD
0.09%
6M
0.53%
1Y
3.34%
3Y*
3.77%
5Y*
0.23%
10Y*

VXUS

1D
1.17%
1M
-5.23%
YTD
3.51%
6M
7.51%
1Y
29.24%
3Y*
15.95%
5Y*
7.57%
10Y*
9.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BNDW vs. VXUS - Expense Ratio Comparison

Both BNDW and VXUS have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

BNDW vs. VXUS — Risk / Return Rank

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

BNDW
BNDW Risk / Return Rank: 4747
Overall Rank
BNDW Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BNDW Sortino Ratio Rank: 4747
Sortino Ratio Rank
BNDW Omega Ratio Rank: 4141
Omega Ratio Rank
BNDW Calmar Ratio Rank: 5050
Calmar Ratio Rank
BNDW Martin Ratio Rank: 4949
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 8585
Overall Rank
VXUS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 8585
Sortino Ratio Rank
VXUS Omega Ratio Rank: 8585
Omega Ratio Rank
VXUS Calmar Ratio Rank: 8585
Calmar Ratio Rank
VXUS Martin Ratio Rank: 8484
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. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Bond ETF (BNDW) and Vanguard Total International Stock ETF (VXUS). 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.


BNDWVXUSDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.71

-0.75

Sortino ratio

Return per unit of downside risk

1.34

2.33

-0.99

Omega ratio

Gain probability vs. loss probability

1.17

1.35

-0.18

Calmar ratio

Return relative to maximum drawdown

1.35

2.63

-1.28

Martin ratio

Return relative to average drawdown

4.95

10.05

-5.11

BNDW vs. VXUS - Sharpe Ratio Comparison

The current BNDW Sharpe Ratio is 0.95, which is lower than the VXUS Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BNDW and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BNDWVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.71

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.48

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.35

+0.02

Correlation

The correlation between BNDW and VXUS is 0.11, 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

BNDW vs. VXUS - Dividend Comparison

BNDW's dividend yield for the trailing twelve months is around 4.18%, more than VXUS's 2.93% yield.


TTM20252024202320222021202020192018201720162015
BNDW
Vanguard Total World Bond ETF
4.18%4.12%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.93%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Drawdowns

BNDW vs. VXUS - Drawdown Comparison

The maximum BNDW drawdown since its inception was -17.22%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for BNDW and VXUS.


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Drawdown Indicators


BNDWVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-17.22%

-35.97%

+18.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-11.27%

+8.57%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

-29.44%

+12.51%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-1.85%

-7.26%

+5.41%

Average Drawdown

Average peak-to-trough decline

-5.05%

-8.29%

+3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

2.95%

-2.22%

Volatility

BNDW vs. VXUS - Volatility Comparison

The current volatility for Vanguard Total World Bond ETF (BNDW) is 1.67%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 7.72%. This indicates that BNDW experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDWVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

7.72%

-6.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

11.54%

-9.25%

Volatility (1Y)

Calculated over the trailing 1-year period

3.53%

17.21%

-13.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.17%

15.81%

-10.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

17.09%

-12.17%