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BWX vs. BINC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BWX vs. BINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) and iShares Flexible Income Active ETF (BINC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BWX achieves a -1.42% return, which is significantly lower than BINC's 1.29% return.


BWX

1D
0.27%
1M
1.08%
YTD
-1.42%
6M
-1.46%
1Y
-2.80%
3Y*
1.02%
5Y*
-4.15%
10Y*
-1.31%

BINC

1D
0.15%
1M
0.92%
YTD
1.29%
6M
1.78%
1Y
5.90%
3Y*
7.04%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BWX vs. BINC - Yearly Performance Comparison


2026 (YTD)202520242023
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
-1.42%7.67%-5.93%4.01%
BINC
iShares Flexible Income Active ETF
1.29%7.57%5.76%7.12%

Correlation

The correlation between BWX and BINC is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.65

Correlation (All Time)
Calculated using the full available price history since May 23, 2023

0.65

The correlation between BWX and BINC has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.

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Return for Risk

BWX vs. BINC — Risk / Return Rank

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

BWX
BWX Risk / Return Rank: 66
Overall Rank
BWX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BWX Sortino Ratio Rank: 55
Sortino Ratio Rank
BWX Omega Ratio Rank: 55
Omega Ratio Rank
BWX Calmar Ratio Rank: 55
Calmar Ratio Rank
BWX Martin Ratio Rank: 55
Martin Ratio Rank

BINC
BINC Risk / Return Rank: 7474
Overall Rank
BINC Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BINC Sortino Ratio Rank: 9090
Sortino Ratio Rank
BINC Omega Ratio Rank: 9090
Omega Ratio Rank
BINC Calmar Ratio Rank: 4949
Calmar Ratio Rank
BINC Martin Ratio Rank: 5454
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.

BWX vs. BINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) and iShares Flexible Income Active ETF (BINC). 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.


BWXBINCDifference
Sharpe ratioReturn per unit of total volatility

-2.95

Sortino ratioReturn per unit of downside risk

-4.25

Omega ratioGain probability vs. loss probability

0.95

1.52

-0.57

Calmar ratioReturn relative to maximum drawdown

-0.46

2.20

-2.66

Martin ratioReturn relative to average drawdown

-0.90

8.60

-9.50

BWX vs. BINC - Sharpe Ratio Comparison

The current BWX Sharpe Ratio is -0.37, which is lower than the BINC Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of BWX and BINC, 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

BWX vs. BINC - Drawdown Comparison

The maximum BWX drawdown since its inception was -34.05%, which is greater than BINC's maximum drawdown of -2.69%. Use the drawdown chart below to compare losses from any high point for BWX and BINC.


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Drawdown Indicators


BWXBINCDifference

Max Drawdown

Largest peak-to-trough decline

-34.05%

-2.69%

-31.36%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-2.69%

-3.47%

Max Drawdown (3Y)

Largest decline over 3 years

-10.22%

-2.69%

-7.53%

Max Drawdown (5Y)

Largest decline over 5 years

-30.78%

Max Drawdown (10Y)

Largest decline over 10 years

-34.05%

Current Drawdown

Current decline from peak

-23.60%

-0.10%

-23.50%

Average Drawdown

Average peak-to-trough decline

-10.07%

-0.36%

-9.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

0.69%

+2.44%

Volatility

BWX vs. BINC - Volatility Comparison

SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) has a higher volatility of 2.49% compared to iShares Flexible Income Active ETF (BINC) at 0.75%. This indicates that BWX's price experiences larger fluctuations and is considered to be riskier than BINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BWXBINCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

0.75%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

5.92%

1.87%

+4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

7.66%

2.30%

+5.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.70%

2.99%

+6.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.67%

2.99%

+5.68%

BWX vs. BINC - Expense Ratio Comparison

BWX has a 0.35% expense ratio, which is lower than BINC's 0.40% expense ratio.


Dividends

BWX vs. BINC - Dividend Comparison

BWX's dividend yield for the trailing twelve months is around 2.36%, less than BINC's 5.84% yield.


PositionTTM202520242023202220212020201920182017
BINC
iShares Flexible Income Active ETF
5.84%5.86%6.14%3.13%0.00%0.00%0.00%0.00%0.00%0.00%
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
2.36%2.19%1.99%1.63%1.23%0.93%0.95%1.16%1.07%0.46%

Frequently Asked Questions


BWX and BINC have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWX has higher volatility (2.49%) compared to BINC (0.75%). In terms of maximum drawdown, BWX dropped -34.05% vs BINC's -2.69%.

On 3-year performance, BINC leads with 7.04% vs 1.02% for BWX. On fees, BWX is cheaper at 0.35% per year. On volatility, BINC has been the lower-risk option at 0.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BINC has performed better with a 7.04% return vs 1.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BWX is cheaper with a 0.35% expense ratio, compared with 0.40% for BINC.

BINC has the higher dividend yield at 5.84%, compared with 2.36% for BWX.

BWX is categorized as International Government Bonds, while BINC is Multisector Bonds. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for BWX and 0.40% for BINC.

BINC currently has the higher Sharpe Ratio (2.58 vs -0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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