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BWZ vs. BNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BWZ and BNDX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

BWZ vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays Short Term International Treasury Bond ETF (BWZ) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
-15.19%
32.54%
BWZ
BNDX

Key characteristics

Sharpe Ratio

BWZ:

1.09

BNDX:

1.64

Sortino Ratio

BWZ:

1.75

BNDX:

2.38

Omega Ratio

BWZ:

1.20

BNDX:

1.29

Calmar Ratio

BWZ:

0.28

BNDX:

0.69

Martin Ratio

BWZ:

2.12

BNDX:

7.43

Ulcer Index

BWZ:

4.01%

BNDX:

0.83%

Daily Std Dev

BWZ:

7.80%

BNDX:

3.72%

Max Drawdown

BWZ:

-34.23%

BNDX:

-16.23%

Current Drawdown

BWZ:

-23.02%

BNDX:

-2.74%

Returns By Period

In the year-to-date period, BWZ achieves a 8.89% return, which is significantly higher than BNDX's 1.38% return. Over the past 10 years, BWZ has underperformed BNDX with an annualized return of -0.43%, while BNDX has yielded a comparatively higher 1.85% annualized return.


BWZ

YTD

8.89%

1M

4.61%

6M

5.49%

1Y

8.59%

5Y*

-0.31%

10Y*

-0.43%

BNDX

YTD

1.38%

1M

1.87%

6M

1.95%

1Y

6.72%

5Y*

0.16%

10Y*

1.85%

*Annualized

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BWZ vs. BNDX - Expense Ratio Comparison

BWZ has a 0.35% expense ratio, which is higher than BNDX's 0.07% expense ratio.


Expense ratio chart for BWZ: 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%
BWZ: 0.35%
Expense ratio chart for BNDX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BNDX: 0.07%

Risk-Adjusted Performance

BWZ vs. BNDX — Risk-Adjusted Performance Rank

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

BWZ
The Risk-Adjusted Performance Rank of BWZ is 7070
Overall Rank
The Sharpe Ratio Rank of BWZ is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BWZ is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BWZ is 7979
Omega Ratio Rank
The Calmar Ratio Rank of BWZ is 4444
Calmar Ratio Rank
The Martin Ratio Rank of BWZ is 6161
Martin Ratio Rank

BNDX
The Risk-Adjusted Performance Rank of BNDX is 8787
Overall Rank
The Sharpe Ratio Rank of BNDX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BNDX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BNDX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BNDX is 9090
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.

BWZ vs. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Short Term International Treasury Bond ETF (BWZ) and Vanguard Total International Bond ETF (BNDX). 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 BWZ, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.005.00
BWZ: 1.09
BNDX: 1.64
The chart of Sortino ratio for BWZ, currently valued at 1.75, compared to the broader market-2.000.002.004.006.008.00
BWZ: 1.75
BNDX: 2.38
The chart of Omega ratio for BWZ, currently valued at 1.20, compared to the broader market0.501.001.502.002.50
BWZ: 1.20
BNDX: 1.29
The chart of Calmar ratio for BWZ, currently valued at 0.32, compared to the broader market0.002.004.006.008.0010.0012.00
BWZ: 0.32
BNDX: 0.69
The chart of Martin ratio for BWZ, currently valued at 2.12, compared to the broader market0.0020.0040.0060.00
BWZ: 2.12
BNDX: 7.43

The current BWZ Sharpe Ratio is 1.09, which is lower than the BNDX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of BWZ and BNDX, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.09
1.64
BWZ
BNDX

Dividends

BWZ vs. BNDX - Dividend Comparison

BWZ's dividend yield for the trailing twelve months is around 2.29%, less than BNDX's 4.24% yield.


TTM20242023202220212020201920182017201620152014
BWZ
SPDR Bloomberg Barclays Short Term International Treasury Bond ETF
2.29%2.47%1.63%0.44%0.60%0.13%0.43%1.10%0.40%0.13%0.06%0.19%
BNDX
Vanguard Total International Bond ETF
4.24%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%

Drawdowns

BWZ vs. BNDX - Drawdown Comparison

The maximum BWZ drawdown since its inception was -34.23%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for BWZ and BNDX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-18.71%
-2.74%
BWZ
BNDX

Volatility

BWZ vs. BNDX - Volatility Comparison

SPDR Bloomberg Barclays Short Term International Treasury Bond ETF (BWZ) has a higher volatility of 3.38% compared to Vanguard Total International Bond ETF (BNDX) at 1.14%. This indicates that BWZ's price experiences larger fluctuations and is considered to be riskier than BNDX 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%NovemberDecember2025FebruaryMarchApril
3.38%
1.14%
BWZ
BNDX