PortfoliosLab logoPortfoliosLab logo
CMF vs. BWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMF vs. BWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares California Muni Bond ETF (CMF) and State Street SPDR Bloomberg International Treasury Bond ETF (BWX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CMF achieves a -0.17% return, which is significantly higher than BWX's -2.47% return. Over the past 10 years, CMF has outperformed BWX with an annualized return of 1.55%, while BWX has yielded a comparatively lower -1.57% annualized return.


CMF

1D
-0.05%
1M
-1.82%
6M
-0.93%
YTD
-0.17%
1Y
4.37%
3Y*
2.68%
5Y*
0.31%
10Y*
1.55%
ALL TIME*
3.21%

BWX

1D
-0.23%
1M
0.18%
6M
-3.80%
YTD
-2.47%
1Y
-3.12%
3Y*
0.83%
5Y*
-4.46%
10Y*
-1.57%
ALL TIME*
0.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.57M$8.76M$11.82M
$29.81M$26.50M$27.09M

CMF vs. BWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMF
iShares California Muni Bond ETF
-0.17%3.36%1.65%5.71%-8.27%0.78%4.50%6.94%0.99%4.63%
BWX
State Street SPDR Bloomberg International Treasury Bond ETF
-2.47%7.67%-5.93%5.10%-19.72%-8.67%9.50%5.58%-1.85%9.93%

Correlation

The correlation between CMF and BWX is 0.49, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.49

Correlation (3Y)
Balances recent behavior with more history.

0.53

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.54

Correlation (10Y)
Provides a long-term view across more market conditions.

0.42

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

0.27

Over the past year, CMF and BWX have become more correlated (0.49) than their long-term average of 0.27, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CMF vs. BWX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CMF
CMF Risk / Return Rank: 6868
Overall Rank
CMF Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CMF Sortino Ratio Rank: 7878
Sortino Ratio Rank
CMF Omega Ratio Rank: 8787
Omega Ratio Rank
CMF Calmar Ratio Rank: 4949
Calmar Ratio Rank
CMF Martin Ratio Rank: 4747
Martin Ratio Rank

BWX
BWX Risk / Return Rank: 77
Overall Rank
BWX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BWX Sortino Ratio Rank: 77
Sortino Ratio Rank
BWX Omega Ratio Rank: 77
Omega Ratio Rank
BWX Calmar Ratio Rank: 88
Calmar Ratio Rank
BWX Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CMF vs. BWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares California Muni Bond ETF (CMF) and State Street SPDR Bloomberg International Treasury Bond ETF (BWX). 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.


CMFBWXDifference
Sharpe ratioReturn per unit of total volatility

+1.98

Sortino ratioReturn per unit of downside risk

+2.72

Omega ratioGain probability vs. loss probability

1.38

0.97

+0.41

Calmar ratioReturn relative to maximum drawdown

1.73

-0.24

+1.97

Martin ratioReturn relative to average drawdown

5.29

-0.48

+5.77

CMF vs. BWX - Sharpe Ratio Comparison

The current CMF Sharpe Ratio is 1.77, which is higher than the BWX Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of CMF and BWX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CMF vs. BWX - Drawdown Comparison

The maximum CMF drawdown since its inception was -16.45%, smaller than the maximum BWX drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for CMF and BWX.


Loading charts...

Drawdown Indicators


CMFBWXDifference

Max Drawdown

Largest peak-to-trough decline

-16.45%

-34.05%

+17.60%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-6.53%

+3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-5.22%

-10.22%

+5.00%

Max Drawdown (5Y)

Largest decline over 5 years

-12.40%

-30.78%

+18.38%

Max Drawdown (10Y)

Largest decline over 10 years

-14.57%

-34.05%

+19.48%

Current Drawdown

Current decline from peak

-2.03%

-24.42%

+22.39%

Average Drawdown

Average peak-to-trough decline

-4.74%

-10.17%

+5.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

3.25%

-2.30%

Volatility

CMF vs. BWX - Volatility Comparison

The current volatility for iShares California Muni Bond ETF (CMF) is 0.86%, while State Street SPDR Bloomberg International Treasury Bond ETF (BWX) has a volatility of 1.99%. This indicates that CMF experiences smaller price fluctuations and is considered to be less risky than BWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CMFBWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

1.99%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

5.95%

-3.67%

Volatility (1Y)

Calculated over the trailing 1-year period

2.86%

7.54%

-4.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.21%

9.72%

-5.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

8.65%

-3.57%

CMF vs. BWX - Expense Ratio Comparison

CMF has a 0.08% expense ratio, which is lower than BWX's 0.35% expense ratio.


Dividends

CMF vs. BWX - Dividend Comparison

CMF's dividend yield for the trailing twelve months is around 2.99%, more than BWX's 2.41% yield.


PositionTTM20252024202320222021202020192018201720162015
BWX
State Street SPDR Bloomberg International Treasury Bond ETF
2.20%2.19%1.99%1.63%1.23%0.93%0.95%1.16%1.07%0.46%0.00%0.00%
CMF
iShares California Muni Bond ETF
2.74%2.94%2.78%2.29%1.91%1.58%1.80%2.03%2.17%2.09%2.21%2.55%

Frequently Asked Questions


CMF and BWX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWX has higher volatility (1.99%) compared to CMF (0.86%). In terms of maximum drawdown, CMF dropped -16.45% vs BWX's -34.05%.

On 10-year performance, CMF leads with 1.55% vs -1.57% for BWX. On fees, CMF is cheaper at 0.08% per year. On volatility, CMF has been the lower-risk option at 0.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CMF has performed better with a 1.55% return vs -1.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CMF is cheaper with a 0.08% expense ratio, compared with 0.35% for BWX.

CMF has the higher dividend yield at 2.74%, compared with 2.20% for BWX.

CMF is categorized as Municipal Bonds, while BWX is International Government Bonds. CMF tracks S&P California AMT-Free Municipal Bond Index, while BWX tracks Bloomberg Global Treasury ex-US Capped Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.08% for CMF and 0.35% for BWX.

CMF currently has the higher Sharpe Ratio (1.77 vs -0.21), 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 CMF and BWX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer