BWX vs. VTI
Compare and contrast key facts about SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) and Vanguard Total Stock Market ETF (VTI).
BWX and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BWX is a passively managed fund by State Street that tracks the performance of the Bloomberg Global Treasury x US Capped (Inception 8/31/2007). It was launched on Oct 2, 2007. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both BWX and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BWX or VTI.
Performance
BWX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, BWX achieves a -5.10% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, BWX has underperformed VTI with an annualized return of -1.64%, while VTI has yielded a comparatively higher 12.67% annualized return.
BWX
-5.10%
-2.31%
0.34%
0.07%
-4.10%
-1.64%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| BWX | VTI | |
|---|---|---|
| Sharpe Ratio | 0.01 | 2.68 |
| Sortino Ratio | 0.07 | 3.57 |
| Omega Ratio | 1.01 | 1.49 |
| Calmar Ratio | 0.00 | 3.91 |
| Martin Ratio | 0.02 | 17.13 |
| Ulcer Index | 4.68% | 1.96% |
| Daily Std Dev | 8.66% | 12.51% |
| Max Drawdown | -34.00% | -55.45% |
| Current Drawdown | -27.33% | -0.84% |
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BWX vs. VTI - Expense Ratio Comparison
BWX has a 0.35% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between BWX and VTI is 0.14, 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.
Risk-Adjusted Performance
BWX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
BWX vs. VTI - Dividend Comparison
BWX's dividend yield for the trailing twelve months is around 1.95%, more than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | 1.95% | 1.62% | 1.23% | 1.00% | 0.95% | 1.16% | 1.17% | 0.46% | 0.00% | 0.00% | 1.77% | 1.88% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
BWX vs. VTI - Drawdown Comparison
The maximum BWX drawdown since its inception was -34.00%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BWX and VTI. For additional features, visit the drawdowns tool.
Volatility
BWX vs. VTI - Volatility Comparison
The current volatility for SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) is 2.77%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.19%. This indicates that BWX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.