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BWX vs. RODM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BWX vs. RODM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM). 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 -1.42% return, which is significantly lower than RODM's 11.64% return. Over the past 10 years, BWX has underperformed RODM with an annualized return of -1.31%, while RODM has yielded a comparatively higher 9.24% annualized return.


BWX

1D
0.27%
1M
1.08%
YTD
-1.42%
6M
-1.46%
1Y
-2.80%
3Y*
1.02%
5Y*
-4.15%
10Y*
-1.31%

RODM

1D
-0.53%
1M
0.90%
YTD
11.64%
6M
12.64%
1Y
25.47%
3Y*
19.57%
5Y*
9.73%
10Y*
9.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BWX vs. RODM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
-1.42%7.67%-5.93%5.10%-19.72%-8.67%9.50%5.58%-1.85%9.93%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
11.64%34.42%8.02%15.76%-14.54%11.11%-0.62%17.15%-9.97%25.14%

Correlation

The correlation between BWX and RODM is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.55

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

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2015

0.36

Over the past year, BWX and RODM have become more correlated (0.63) than their long-term average of 0.36, meaning their price movements have been converging.

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Return for Risk

BWX vs. RODM — Risk / Return Rank

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

BWX
BWX Risk / Return Rank: 66
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

RODM
RODM Risk / Return Rank: 7878
Overall Rank
RODM Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 8080
Sortino Ratio Rank
RODM Omega Ratio Rank: 7878
Omega Ratio Rank
RODM Calmar Ratio Rank: 7676
Calmar Ratio Rank
RODM Martin Ratio Rank: 7979
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. RODM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM). 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.


BWXRODMDifference
Sharpe ratioReturn per unit of total volatility

-2.70

Sortino ratioReturn per unit of downside risk

-3.74

Omega ratioGain probability vs. loss probability

0.95

1.42

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.46

3.60

-4.06

Martin ratioReturn relative to average drawdown

-0.90

14.32

-15.21

BWX vs. RODM - Sharpe Ratio Comparison

The current BWX Sharpe Ratio is -0.37, which is lower than the RODM Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of BWX and RODM, 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. RODM - Drawdown Comparison

The maximum BWX drawdown since its inception was -34.05%, smaller than the maximum RODM drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for BWX and RODM.


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Drawdown Indicators


BWXRODMDifference

Max Drawdown

Largest peak-to-trough decline

-34.05%

-35.98%

+1.93%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-7.10%

+0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-10.22%

-10.58%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-30.78%

-28.85%

-1.93%

Max Drawdown (10Y)

Largest decline over 10 years

-34.05%

-35.98%

+1.93%

Current Drawdown

Current decline from peak

-23.60%

-0.84%

-22.76%

Average Drawdown

Average peak-to-trough decline

-10.07%

-6.36%

-3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

1.78%

+1.35%

Volatility

BWX vs. RODM - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) is 2.49%, while Hartford Multifactor Developed Markets (ex-US) ETF (RODM) has a volatility of 3.58%. This indicates that BWX experiences smaller price fluctuations and is considered to be less risky than RODM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BWXRODMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

3.58%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

5.92%

8.77%

-2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

7.66%

11.01%

-3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.70%

13.48%

-3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.67%

15.22%

-6.55%

BWX vs. RODM - Expense Ratio Comparison

BWX has a 0.35% expense ratio, which is higher than RODM's 0.29% expense ratio.


Dividends

BWX vs. RODM - Dividend Comparison

BWX's dividend yield for the trailing twelve months is around 2.36%, less than RODM's 2.78% yield.


PositionTTM20252024202320222021202020192018201720162015
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
2.36%2.19%1.99%1.63%1.23%0.93%0.95%1.16%1.07%0.46%0.00%0.00%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
2.78%3.11%4.09%4.42%3.81%4.41%2.82%2.82%2.03%2.24%3.19%2.60%

Frequently Asked Questions


BWX and RODM have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RODM has higher volatility (3.58%) compared to BWX (2.49%). In terms of maximum drawdown, BWX dropped -34.05% vs RODM's -35.98%.

On 10-year performance, RODM leads with 9.24% vs -1.31% for BWX. On fees, RODM is cheaper at 0.29% per year. On volatility, BWX has been the lower-risk option at 2.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RODM has performed better with a 9.24% return vs -1.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RODM is cheaper with a 0.29% expense ratio, compared with 0.35% for BWX.

RODM has the higher dividend yield at 2.78%, compared with 2.36% for BWX.

BWX is categorized as International Government Bonds, while RODM is Foreign Large Cap Equities. BWX tracks Bloomberg Global Treasury x US Capped (Inception 8/31/2007), while RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. They also come from different issuers: State Street and Hartford. Their fees differ too: 0.35% for BWX and 0.29% for RODM.

RODM currently has the higher Sharpe Ratio (2.33 vs -0.37), 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

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