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BWX vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BWX vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Bloomberg International Treasury Bond ETF (BWX) and SPDR Gold MiniShares Trust (GLDM). 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 -2.47% return, which is significantly higher than GLDM's -6.13% return.


BWX

1D
-0.23%
1M
0.18%
6M
-3.80%
YTD
-2.47%
1Y
-3.12%
3Y*
0.83%
5Y*
-4.46%
10Y*
-1.57%
ALL TIME*
0.47%

GLDM

1D
-1.46%
1M
-1.72%
6M
-16.53%
YTD
-6.13%
1Y
20.58%
3Y*
27.59%
5Y*
17.31%
10Y*
ALL TIME*
15.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.57M$8.76M$11.82M
$263.44M$251.25M$317.77M

BWX vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BWX
State Street SPDR Bloomberg International Treasury Bond ETF
-2.47%7.67%-5.93%5.10%-19.72%-8.67%9.50%5.58%0.02%
GLDM
SPDR Gold MiniShares Trust
-6.13%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%

Correlation

The correlation between BWX and GLDM is 0.46, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.46

Correlation (3Y)
Balances recent behavior with more history.

0.42

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.48

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.50

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Return for Risk

BWX vs. GLDM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BWX
BWX Risk / Return Rank: 77
Overall Rank
BWX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BWX Sortino Ratio Rank: 77
Sortino Ratio Rank
BWX Omega Ratio Rank: 77
Omega Ratio Rank
BWX Calmar Ratio Rank: 88
Calmar Ratio Rank
BWX Martin Ratio Rank: 88
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 3131
Overall Rank
GLDM Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3636
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2828
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BWX vs. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Bloomberg International Treasury Bond ETF (BWX) and SPDR Gold MiniShares Trust (GLDM). 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.


BWXGLDMDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.43

Omega ratioGain probability vs. loss probability

0.97

1.17

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.24

0.88

-1.12

Martin ratioReturn relative to average drawdown

-0.48

1.90

-2.38

BWX vs. GLDM - Sharpe Ratio Comparison

The current BWX Sharpe Ratio is -0.21, which is lower than the GLDM Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of BWX and GLDM, 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. GLDM - Drawdown Comparison

The maximum BWX drawdown since its inception was -34.05%, which is greater than GLDM's maximum drawdown of -26.27%. Use the drawdown chart below to compare losses from any high point for BWX and GLDM.


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Drawdown Indicators


BWXGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-34.05%

-26.27%

-7.78%

Max Drawdown (1Y)

Largest decline over 1 year

-6.53%

-26.27%

+19.74%

Max Drawdown (3Y)

Largest decline over 3 years

-10.22%

-26.27%

+16.05%

Max Drawdown (5Y)

Largest decline over 5 years

-30.78%

-26.27%

-4.51%

Max Drawdown (10Y)

Largest decline over 10 years

-34.05%

Current Drawdown

Current decline from peak

-24.42%

-24.94%

+0.52%

Average Drawdown

Average peak-to-trough decline

-10.17%

-6.56%

-3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

12.12%

-8.87%

Volatility

BWX vs. GLDM - Volatility Comparison

The current volatility for State Street SPDR Bloomberg International Treasury Bond ETF (BWX) is 1.99%, while SPDR Gold MiniShares Trust (GLDM) has a volatility of 6.35%. This indicates that BWX experiences smaller price fluctuations and is considered to be less risky than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BWXGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

6.35%

-4.36%

Volatility (6M)

Calculated over the trailing 6-month period

5.95%

23.37%

-17.42%

Volatility (1Y)

Calculated over the trailing 1-year period

7.54%

27.92%

-20.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.72%

18.39%

-8.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.65%

17.10%

-8.45%

BWX vs. GLDM - Expense Ratio Comparison

BWX has a 0.35% expense ratio, which is higher than GLDM's 0.10% expense ratio.


Dividends

BWX vs. GLDM - Dividend Comparison

BWX's dividend yield for the trailing twelve months is around 2.41%, while GLDM has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
BWX
State Street SPDR Bloomberg International Treasury Bond ETF
2.20%2.19%1.99%1.63%1.23%0.93%0.95%1.16%1.07%0.46%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BWX and GLDM have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLDM has higher volatility (6.35%) compared to BWX (1.99%). In terms of maximum drawdown, BWX dropped -34.05% vs GLDM's -26.27%.

On 5-year performance, GLDM leads with 17.31% vs -4.46% for BWX. On fees, GLDM is cheaper at 0.10% per year. On volatility, BWX has been the lower-risk option at 1.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GLDM has performed better with a 17.31% return vs -4.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLDM is cheaper with a 0.10% expense ratio, compared with 0.35% for BWX.

BWX has the higher dividend yield at 2.20%, compared with 0.00% for GLDM.

BWX is categorized as International Government Bonds, while GLDM is Gold. BWX tracks Bloomberg Global Treasury ex-US Capped Index, while GLDM tracks LBMA Gold Price PM. Their fees differ too: 0.35% for BWX and 0.10% for GLDM.

GLDM currently has the higher Sharpe Ratio (0.83 vs -0.21), 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

Find the right allocation for BWX and GLDM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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