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

Correlation

The correlation between BWX and IEF is 0.13, 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.


-0.50.00.51.0
Correlation: 0.1

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%NovemberDecember2025FebruaryMarchApril
13.48%
72.56%
BWX
IEF

Key characteristics

Sharpe Ratio

BWX:

0.99

IEF:

1.10

Sortino Ratio

BWX:

1.61

IEF:

1.65

Omega Ratio

BWX:

1.19

IEF:

1.19

Calmar Ratio

BWX:

0.30

IEF:

0.35

Martin Ratio

BWX:

1.88

IEF:

2.32

Ulcer Index

BWX:

4.77%

IEF:

3.12%

Daily Std Dev

BWX:

9.04%

IEF:

6.59%

Max Drawdown

BWX:

-34.00%

IEF:

-23.93%

Current Drawdown

BWX:

-21.87%

IEF:

-14.46%

Returns By Period

In the year-to-date period, BWX achieves a 8.46% return, which is significantly higher than IEF's 3.55% return. Over the past 10 years, BWX has underperformed IEF with an annualized return of -0.53%, while IEF has yielded a comparatively higher 0.71% annualized return.


BWX

YTD

8.46%

1M

6.11%

6M

4.61%

1Y

9.16%

5Y*

-2.33%

10Y*

-0.53%

IEF

YTD

3.55%

1M

0.55%

6M

1.62%

1Y

7.42%

5Y*

-2.87%

10Y*

0.71%

*Annualized

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BWX vs. IEF - Expense Ratio Comparison

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


Expense ratio chart for BWX: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BWX: 0.35%
Expense ratio chart for IEF: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IEF: 0.15%

Risk-Adjusted Performance

BWX vs. IEF — 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 7070
Overall Rank
The Sharpe Ratio Rank of BWX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of BWX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BWX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of BWX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of BWX is 5858
Martin Ratio Rank

IEF
The Risk-Adjusted Performance Rank of IEF is 7373
Overall Rank
The Sharpe Ratio Rank of IEF is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of IEF is 8484
Sortino Ratio Rank
The Omega Ratio Rank of IEF is 7979
Omega Ratio Rank
The Calmar Ratio Rank of IEF is 5252
Calmar Ratio Rank
The Martin Ratio Rank of IEF is 6666
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. 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.


The chart of Sharpe ratio for BWX, currently valued at 0.99, compared to the broader market-1.000.001.002.003.004.00
BWX: 0.99
IEF: 1.10
The chart of Sortino ratio for BWX, currently valued at 1.61, compared to the broader market-2.000.002.004.006.008.00
BWX: 1.61
IEF: 1.65
The chart of Omega ratio for BWX, currently valued at 1.19, compared to the broader market0.501.001.502.002.50
BWX: 1.19
IEF: 1.19
The chart of Calmar ratio for BWX, currently valued at 0.30, compared to the broader market0.002.004.006.008.0010.0012.00
BWX: 0.30
IEF: 0.35
The chart of Martin ratio for BWX, currently valued at 1.88, compared to the broader market0.0020.0040.0060.00
BWX: 1.88
IEF: 2.32

The current BWX Sharpe Ratio is 0.99, which is comparable to the IEF Sharpe Ratio of 1.10. 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.99
1.10
BWX
IEF

Dividends

BWX vs. IEF - Dividend Comparison

BWX's dividend yield for the trailing twelve months is around 1.85%, less than IEF's 3.65% yield.


TTM20242023202220212020201920182017201620152014
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
1.85%1.99%1.62%1.23%1.00%0.95%1.16%1.17%0.46%0.00%0.00%1.77%
IEF
iShares 7-10 Year Treasury Bond ETF
3.65%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%

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%NovemberDecember2025FebruaryMarchApril
-21.87%
-14.46%
BWX
IEF

Volatility

BWX vs. IEF - Volatility Comparison

SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) has a higher volatility of 4.46% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 2.54%. 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.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%NovemberDecember2025FebruaryMarchApril
4.46%
2.54%
BWX
IEF