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BWX vs. RFDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BWX vs. RFDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) and RiverFront Dynamic US Dividend Advantage ETF (RFDA). 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 -1.91% return, which is significantly lower than RFDA's 11.40% return.


BWX

1D
-0.59%
1M
-0.88%
YTD
-1.91%
6M
-1.77%
1Y
-2.28%
3Y*
1.18%
5Y*
-4.48%
10Y*
-1.28%

RFDA

1D
-0.92%
1M
4.27%
YTD
11.40%
6M
12.25%
1Y
29.49%
3Y*
19.19%
5Y*
13.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BWX vs. RFDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
-1.91%7.67%-5.93%5.10%-19.72%-8.67%9.50%5.58%-1.85%9.93%
RFDA
RiverFront Dynamic US Dividend Advantage ETF
11.40%16.42%20.12%16.98%-8.58%25.94%11.26%27.15%-9.27%19.86%

Correlation

The correlation between BWX and RFDA is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2016

0.14

The correlation between BWX and RFDA shifts across timeframes, from 0.14 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BWX vs. RFDA — Risk / Return Rank

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

BWX
BWX Risk / Return Rank: 55
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

RFDA
RFDA Risk / Return Rank: 8383
Overall Rank
RFDA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RFDA Sortino Ratio Rank: 7878
Sortino Ratio Rank
RFDA Omega Ratio Rank: 7979
Omega Ratio Rank
RFDA Calmar Ratio Rank: 9090
Calmar Ratio Rank
RFDA Martin Ratio Rank: 8989
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. RFDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) and RiverFront Dynamic US Dividend Advantage ETF (RFDA). 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.


BWXRFDADifference
Sharpe ratioReturn per unit of total volatility

-2.85

Sortino ratioReturn per unit of downside risk

-3.90

Omega ratioGain probability vs. loss probability

0.96

1.47

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.37

5.44

-5.81

Martin ratioReturn relative to average drawdown

-0.76

19.87

-20.63

BWX vs. RFDA - Sharpe Ratio Comparison

The current BWX Sharpe Ratio is -0.30, which is lower than the RFDA Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of BWX and RFDA, 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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Sharpe Ratios by Period


BWXRFDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

2.55

-2.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

0.84

-1.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.79

-0.74

Drawdowns

BWX vs. RFDA - Drawdown Comparison

The maximum BWX drawdown since its inception was -34.05%, roughly equal to the maximum RFDA drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for BWX and RFDA.


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Drawdown Indicators


BWXRFDADifference

Max Drawdown

Largest peak-to-trough decline

-34.05%

-34.60%

+0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-5.45%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-10.22%

-19.35%

+9.13%

Max Drawdown (5Y)

Largest decline over 5 years

-31.25%

-19.35%

-11.90%

Max Drawdown (10Y)

Largest decline over 10 years

-34.05%

Current Drawdown

Current decline from peak

-23.98%

-0.92%

-23.06%

Average Drawdown

Average peak-to-trough decline

-10.05%

-3.74%

-6.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

1.49%

+1.51%

Volatility

BWX vs. RFDA - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) is 2.41%, while RiverFront Dynamic US Dividend Advantage ETF (RFDA) has a volatility of 2.66%. This indicates that BWX experiences smaller price fluctuations and is considered to be less risky than RFDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BWXRFDADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

2.66%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

5.79%

8.47%

-2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

7.70%

11.64%

-3.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.69%

15.73%

-6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.66%

16.85%

-8.19%

BWX vs. RFDA - Expense Ratio Comparison

BWX has a 0.35% expense ratio, which is lower than RFDA's 0.52% expense ratio.


Dividends

BWX vs. RFDA - Dividend Comparison

BWX's dividend yield for the trailing twelve months is around 2.37%, more than RFDA's 1.77% yield.


PositionTTM2025202420232022202120202019201820172016
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
2.37%2.19%1.99%1.63%1.23%0.93%0.95%1.16%1.07%0.46%0.00%
RFDA
RiverFront Dynamic US Dividend Advantage ETF
1.77%1.89%2.23%2.68%3.57%1.44%1.62%1.87%2.44%1.90%0.98%

Frequently Asked Questions


BWX and RFDA have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RFDA has higher volatility (2.66%) compared to BWX (2.41%). In terms of maximum drawdown, BWX dropped -34.05% vs RFDA's -34.60%.

On 5-year performance, RFDA leads with 13.17% vs -4.48% for BWX. On fees, BWX is cheaper at 0.35% per year. On volatility, BWX has been the lower-risk option at 2.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RFDA has performed better with a 13.17% return vs -4.48%. 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 0.52% for RFDA.

BWX has the higher dividend yield at 2.37%, compared with 1.77% for RFDA.

BWX is categorized as International Government Bonds, while RFDA is Large Cap Growth Equities. They also come from different issuers: State Street and SS&C. Their fees differ too: 0.35% for BWX and 0.52% for RFDA.

RFDA currently has the higher Sharpe Ratio (2.55 vs -0.30), 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.

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