BSR vs. ALLW

Last updated Apr 1, 2026

Compare and contrast key facts about Beacon Selective Risk ETF (BSR) and SPDR Bridgewater All Weather ETF (ALLW).

BSR and ALLW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSR is a passively managed fund by American Beacon that tracks the performance of the NONE. It was launched on Apr 17, 2023. ALLW is an actively managed fund by State Street. It was launched on Mar 5, 2025.

Performance

BSR vs. ALLW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Beacon Selective Risk ETF (BSR) and SPDR Bridgewater All Weather ETF (ALLW). The values are adjusted to include any dividend payments, if applicable.

BSR vs. ALLW - Yearly Performance Comparison

	2026 (YTD)	2025
BSR Beacon Selective Risk ETF	0.97%	4.52%
ALLW SPDR Bridgewater All Weather ETF	4.95%	15.04%

Returns By Period

In the year-to-date period, BSR achieves a 0.97% return, which is significantly lower than ALLW's 4.95% return.

BSR

• 1D: 0.87%
• 1M: -5.04%
• YTD: 0.97%
• 6M: 2.16%
• 1Y: 6.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ALLW

• 1D: 1.98%
• 1M: -4.28%
• YTD: 4.95%
• 6M: 8.24%
• 1Y: 19.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BSR vs. ALLW - Expense Ratio Comparison

BSR has a 1.10% expense ratio, which is higher than ALLW's 0.85% expense ratio.

BSR

Beacon Selective Risk ETF

ALLW

SPDR Bridgewater All Weather ETF

Return for Risk

BSR vs. ALLW — Risk / Return Rank

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

BSR

BSR Risk / Return Rank: 22
BSR Sharpe Ratio Rank: 18
BSR Sortino Ratio Rank: 20
BSR Omega Ratio Rank: 33
BSR Calmar Ratio Rank: 21
BSR Martin Ratio Rank: 17

ALLW

ALLW Risk / Return Rank: 84
ALLW Sharpe Ratio Rank: 83
ALLW Sortino Ratio Rank: 82
ALLW Omega Ratio Rank: 83
ALLW Calmar Ratio Rank: 84
ALLW Martin Ratio Rank: 88

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.

BSR vs. ALLW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Beacon Selective Risk ETF (BSR) and SPDR Bridgewater All Weather ETF (ALLW). 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.

	BSR	ALLW	Difference
Sharpe ratio Return per unit of total volatility	0.24	1.53	-1.29
Sortino ratio Return per unit of downside risk	0.55	2.06	-1.51
Omega ratio Gain probability vs. loss probability	1.14	1.31	-0.18
Calmar ratio Return relative to maximum drawdown	0.42	2.34	-1.91
Martin ratio Return relative to average drawdown	0.75	10.17	-9.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BSR vs. ALLW - Sharpe Ratio Comparison

The current BSR Sharpe Ratio is 0.24, which is lower than the ALLW Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of BSR and ALLW, 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

	BSR	ALLW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.24	1.53	-1.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	1.51	-1.06

Correlation

The correlation between BSR and ALLW is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BSR vs. ALLW - Dividend Comparison

BSR's dividend yield for the trailing twelve months is around 2.87%, less than ALLW's 4.45% yield.

	TTM	2025	2024	2023
BSR Beacon Selective Risk ETF	2.87%	2.89%	0.89%	1.08%
ALLW SPDR Bridgewater All Weather ETF	4.45%	4.67%	0.00%	0.00%

Drawdowns

BSR vs. ALLW - Drawdown Comparison

The maximum BSR drawdown since its inception was -15.68%, which is greater than ALLW's maximum drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for BSR and ALLW.

Drawdown Indicators

	BSR	ALLW	Difference
Max Drawdown Largest peak-to-trough decline	-15.68%	-8.78%	-6.90%
Max Drawdown (1Y) Largest decline over 1 year	-15.68%	-8.78%	-6.90%
Current Drawdown Current decline from peak	-6.65%	-4.28%	-2.37%
Average Drawdown Average peak-to-trough decline	-4.54%	-1.18%	-3.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.91%	2.02%	+6.89%

Volatility

BSR vs. ALLW - Volatility Comparison

The current volatility for Beacon Selective Risk ETF (BSR) is 3.55%, while SPDR Bridgewater All Weather ETF (ALLW) has a volatility of 5.41%. This indicates that BSR experiences smaller price fluctuations and is considered to be less risky than ALLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSR	ALLW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.55%	5.41%	-1.86%
Volatility (6M) Calculated over the trailing 6-month period	7.17%	8.56%	-1.39%
Volatility (1Y) Calculated over the trailing 1-year period	25.07%	13.08%	+11.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.65%	12.83%	+3.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.65%	12.83%	+3.82%