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BWX vs. VUG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BWX vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) and Vanguard Growth ETF (VUG). 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 -2.00% return, which is significantly lower than VUG's 5.40% return. Over the past 10 years, BWX has underperformed VUG with an annualized return of -1.37%, while VUG has yielded a comparatively higher 18.02% annualized return.


BWX

1D
-0.86%
1M
0.07%
YTD
-2.00%
6M
-1.69%
1Y
-2.92%
3Y*
0.82%
5Y*
-4.15%
10Y*
-1.37%

VUG

1D
-1.36%
1M
-1.70%
YTD
5.40%
6M
8.24%
1Y
22.75%
3Y*
23.06%
5Y*
13.77%
10Y*
18.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BWX vs. VUG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
-2.00%7.67%-5.93%5.10%-19.72%-8.67%9.50%5.58%-1.85%9.93%
VUG
Vanguard Growth ETF
5.40%19.40%32.69%46.83%-33.16%27.35%40.25%37.03%-3.32%27.72%

Correlation

The correlation between BWX and VUG is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.20

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

0.25

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

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2007

0.15

The correlation between BWX and VUG shifts across timeframes, from 0.15 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BWX vs. VUG — 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

VUG
VUG Risk / Return Rank: 3535
Overall Rank
VUG Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 3838
Sortino Ratio Rank
VUG Omega Ratio Rank: 3838
Omega Ratio Rank
VUG Calmar Ratio Rank: 2929
Calmar Ratio Rank
VUG Martin Ratio Rank: 3333
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. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) and Vanguard Growth ETF (VUG). 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.


BWXVUGDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-2.39

Omega ratioGain probability vs. loss probability

0.94

1.24

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.47

1.38

-1.86

Martin ratioReturn relative to average drawdown

-0.92

4.74

-5.67

BWX vs. VUG - Sharpe Ratio Comparison

The current BWX Sharpe Ratio is -0.38, which is lower than the VUG Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of BWX and VUG, 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. VUG - Drawdown Comparison

The maximum BWX drawdown since its inception was -34.05%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for BWX and VUG.


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Drawdown Indicators


BWXVUGDifference

Max Drawdown

Largest peak-to-trough decline

-34.05%

-50.68%

+16.63%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-16.53%

+10.37%

Max Drawdown (3Y)

Largest decline over 3 years

-10.22%

-22.85%

+12.63%

Max Drawdown (5Y)

Largest decline over 5 years

-30.78%

-35.61%

+4.83%

Max Drawdown (10Y)

Largest decline over 10 years

-34.05%

-35.61%

+1.56%

Current Drawdown

Current decline from peak

-24.05%

-5.18%

-18.87%

Average Drawdown

Average peak-to-trough decline

-10.07%

-7.09%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

4.81%

-1.65%

Volatility

BWX vs. VUG - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) is 2.38%, while Vanguard Growth ETF (VUG) has a volatility of 6.42%. This indicates that BWX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BWXVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

6.42%

-4.04%

Volatility (6M)

Calculated over the trailing 6-month period

5.97%

13.29%

-7.32%

Volatility (1Y)

Calculated over the trailing 1-year period

7.70%

16.68%

-8.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.70%

22.35%

-12.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.67%

21.51%

-12.84%

BWX vs. VUG - Expense Ratio Comparison

BWX has a 0.35% expense ratio, which is higher than VUG's 0.03% expense ratio.


Dividends

BWX vs. VUG - Dividend Comparison

BWX's dividend yield for the trailing twelve months is around 2.38%, more than VUG's 0.39% yield.


PositionTTM20252024202320222021202020192018201720162015
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
2.38%2.19%1.99%1.63%1.23%0.93%0.95%1.16%1.07%0.46%0.00%0.00%
VUG
Vanguard Growth ETF
0.39%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Frequently Asked Questions


BWX and VUG have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VUG has higher volatility (6.42%) compared to BWX (2.38%). In terms of maximum drawdown, BWX dropped -34.05% vs VUG's -50.68%.

On 10-year performance, VUG leads with 18.02% vs -1.37% for BWX. On fees, VUG is cheaper at 0.03% per year. On volatility, BWX has been the lower-risk option at 2.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VUG has performed better with a 18.02% return vs -1.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VUG is cheaper with a 0.03% expense ratio, compared with 0.35% for BWX.

BWX has the higher dividend yield at 2.38%, compared with 0.39% for VUG.

BWX is categorized as International Government Bonds, while VUG is Large Cap Growth Equities. BWX tracks Bloomberg Global Treasury x US Capped (Inception 8/31/2007), while VUG tracks CRSP US Large Cap Growth Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.35% for BWX and 0.03% for VUG.

VUG currently has the higher Sharpe Ratio (1.37 vs -0.38), 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

Find the right allocation for BWX and VUG

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