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

Correlation

The correlation between BWX and IEF is 0.39, 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.


-0.50.00.51.00.4

Performance

BWX vs. IEF - 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 7-10 Year Treasury Bond ETF (IEF). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
5.51%
66.93%
BWX
IEF

Key characteristics

Sharpe Ratio

BWX:

-0.50

IEF:

-0.07

Sortino Ratio

BWX:

-0.64

IEF:

-0.06

Omega Ratio

BWX:

0.92

IEF:

0.99

Calmar Ratio

BWX:

-0.14

IEF:

-0.02

Martin Ratio

BWX:

-0.84

IEF:

-0.18

Ulcer Index

BWX:

4.98%

IEF:

2.86%

Daily Std Dev

BWX:

8.36%

IEF:

6.73%

Max Drawdown

BWX:

-34.00%

IEF:

-23.93%

Current Drawdown

BWX:

-27.36%

IEF:

-17.25%

Returns By Period

In the year-to-date period, BWX achieves a -5.14% return, which is significantly lower than IEF's -0.46% return. Over the past 10 years, BWX has underperformed IEF with an annualized return of -1.48%, while IEF has yielded a comparatively higher 0.74% annualized return.


BWX

YTD

-5.14%

1M

-0.27%

6M

1.16%

1Y

-4.89%

5Y*

-4.14%

10Y*

-1.48%

IEF

YTD

-0.46%

1M

-0.42%

6M

0.28%

1Y

-0.35%

5Y*

-1.44%

10Y*

0.74%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BWX vs. IEF - Expense Ratio Comparison

BWX has a 0.35% expense ratio, which is higher than IEF's 0.15% expense ratio.


BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
Expense ratio chart for BWX: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for IEF: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

BWX vs. IEF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.


Sharpe ratio
The chart of Sharpe ratio for BWX, currently valued at -0.50, compared to the broader market0.002.004.00-0.50-0.07
The chart of Sortino ratio for BWX, currently valued at -0.64, compared to the broader market-2.000.002.004.006.008.0010.00-0.64-0.06
The chart of Omega ratio for BWX, currently valued at 0.92, compared to the broader market0.501.001.502.002.503.000.920.99
The chart of Calmar ratio for BWX, currently valued at -0.14, compared to the broader market0.005.0010.0015.00-0.14-0.02
The chart of Martin ratio for BWX, currently valued at -0.84, compared to the broader market0.0020.0040.0060.0080.00100.00-0.84-0.18
BWX
IEF

The current BWX Sharpe Ratio is -0.50, which is lower than the IEF Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of BWX and IEF, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.50
-0.07
BWX
IEF

Dividends

BWX vs. IEF - Dividend Comparison

BWX's dividend yield for the trailing twelve months is around 1.97%, less than IEF's 3.61% yield.


TTM20232022202120202019201820172016201520142013
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
1.97%1.62%1.23%1.00%0.95%1.16%1.17%0.46%0.00%0.00%1.77%1.88%
IEF
iShares 7-10 Year Treasury Bond ETF
3.61%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%1.77%

Drawdowns

BWX vs. IEF - Drawdown Comparison

The maximum BWX drawdown since its inception was -34.00%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for BWX and IEF. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-27.36%
-17.25%
BWX
IEF

Volatility

BWX vs. IEF - Volatility Comparison

SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) has a higher volatility of 2.41% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.89%. This indicates that BWX's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember
2.41%
1.89%
BWX
IEF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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