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BWX vs. BNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BWX and BNDX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

BWX vs. BNDX - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%December2025FebruaryMarchAprilMay
-9.94%
32.17%
BWX
BNDX

Key characteristics

Sharpe Ratio

BWX:

0.70

BNDX:

1.40

Sortino Ratio

BWX:

1.12

BNDX:

1.97

Omega Ratio

BWX:

1.13

BNDX:

1.24

Calmar Ratio

BWX:

0.21

BNDX:

0.57

Martin Ratio

BWX:

1.30

BNDX:

6.11

Ulcer Index

BWX:

4.77%

BNDX:

0.83%

Daily Std Dev

BWX:

9.00%

BNDX:

3.73%

Max Drawdown

BWX:

-34.00%

BNDX:

-16.23%

Current Drawdown

BWX:

-22.81%

BNDX:

-3.01%

Returns By Period

In the year-to-date period, BWX achieves a 7.16% return, which is significantly higher than BNDX's 1.10% return. Over the past 10 years, BWX has underperformed BNDX with an annualized return of -0.56%, while BNDX has yielded a comparatively higher 2.07% annualized return.


BWX

YTD

7.16%

1M

4.08%

6M

4.44%

1Y

6.30%

5Y*

-2.69%

10Y*

-0.56%

BNDX

YTD

1.10%

1M

1.05%

6M

1.65%

1Y

5.21%

5Y*

0.06%

10Y*

2.07%

*Annualized

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BWX vs. BNDX - Expense Ratio Comparison

BWX has a 0.35% expense ratio, which is higher than BNDX's 0.07% expense ratio.


Risk-Adjusted Performance

BWX vs. BNDX — Risk-Adjusted Performance Rank

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

BWX
The Risk-Adjusted Performance Rank of BWX is 5858
Overall Rank
The Sharpe Ratio Rank of BWX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of BWX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of BWX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of BWX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of BWX is 4848
Martin Ratio Rank

BNDX
The Risk-Adjusted Performance Rank of BNDX is 8484
Overall Rank
The Sharpe Ratio Rank of BNDX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BNDX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BNDX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BNDX is 8888
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.

BWX vs. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) and Vanguard Total International Bond ETF (BNDX). 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 current BWX Sharpe Ratio is 0.70, which is lower than the BNDX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of BWX and BNDX, 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.70
1.40
BWX
BNDX

Dividends

BWX vs. BNDX - Dividend Comparison

BWX's dividend yield for the trailing twelve months is around 1.88%, less than BNDX's 4.29% yield.


TTM20242023202220212020201920182017201620152014
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
1.88%1.99%1.62%1.23%1.00%0.95%1.16%1.17%0.46%0.00%0.00%1.77%
BNDX
Vanguard Total International Bond ETF
4.29%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%

Drawdowns

BWX vs. BNDX - Drawdown Comparison

The maximum BWX drawdown since its inception was -34.00%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for BWX and BNDX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-22.81%
-3.01%
BWX
BNDX

Volatility

BWX vs. BNDX - Volatility Comparison

SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) has a higher volatility of 4.12% compared to Vanguard Total International Bond ETF (BNDX) at 1.08%. This indicates that BWX's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%December2025FebruaryMarchAprilMay
4.12%
1.08%
BWX
BNDX