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CWB vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CWB and VXUS is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

CWB vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays Convertible Securities ETF (CWB) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
225.03%
96.28%
CWB
VXUS

Key characteristics

Sharpe Ratio

CWB:

0.97

VXUS:

0.64

Sortino Ratio

CWB:

1.39

VXUS:

1.01

Omega Ratio

CWB:

1.18

VXUS:

1.13

Calmar Ratio

CWB:

0.60

VXUS:

0.80

Martin Ratio

CWB:

3.50

VXUS:

2.52

Ulcer Index

CWB:

3.22%

VXUS:

4.29%

Daily Std Dev

CWB:

11.63%

VXUS:

16.97%

Max Drawdown

CWB:

-32.06%

VXUS:

-35.97%

Current Drawdown

CWB:

-8.89%

VXUS:

-1.41%

Returns By Period

In the year-to-date period, CWB achieves a -0.45% return, which is significantly lower than VXUS's 7.84% return. Over the past 10 years, CWB has outperformed VXUS with an annualized return of 8.55%, while VXUS has yielded a comparatively lower 4.75% annualized return.


CWB

YTD

-0.45%

1M

-1.10%

6M

1.14%

1Y

11.76%

5Y*

10.54%

10Y*

8.55%

VXUS

YTD

7.84%

1M

0.40%

6M

3.62%

1Y

11.17%

5Y*

10.95%

10Y*

4.75%

*Annualized

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CWB vs. VXUS - Expense Ratio Comparison

CWB has a 0.40% expense ratio, which is higher than VXUS's 0.07% expense ratio.


Expense ratio chart for CWB: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CWB: 0.40%
Expense ratio chart for VXUS: 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%
VXUS: 0.07%

Risk-Adjusted Performance

CWB vs. VXUS — Risk-Adjusted Performance Rank

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

CWB
The Risk-Adjusted Performance Rank of CWB is 7676
Overall Rank
The Sharpe Ratio Rank of CWB is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of CWB is 7878
Sortino Ratio Rank
The Omega Ratio Rank of CWB is 7676
Omega Ratio Rank
The Calmar Ratio Rank of CWB is 6868
Calmar Ratio Rank
The Martin Ratio Rank of CWB is 7777
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6767
Overall Rank
The Sharpe Ratio Rank of VXUS is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 6666
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.

CWB vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Convertible Securities ETF (CWB) and Vanguard Total International Stock ETF (VXUS). 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 CWB, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.00
CWB: 0.97
VXUS: 0.64
The chart of Sortino ratio for CWB, currently valued at 1.39, compared to the broader market-2.000.002.004.006.008.00
CWB: 1.39
VXUS: 1.01
The chart of Omega ratio for CWB, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
CWB: 1.18
VXUS: 1.13
The chart of Calmar ratio for CWB, currently valued at 0.60, compared to the broader market0.002.004.006.008.0010.0012.00
CWB: 0.60
VXUS: 0.80
The chart of Martin ratio for CWB, currently valued at 3.50, compared to the broader market0.0020.0040.0060.00
CWB: 3.50
VXUS: 2.52

The current CWB Sharpe Ratio is 0.97, which is higher than the VXUS Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of CWB and VXUS, 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.97
0.64
CWB
VXUS

Dividends

CWB vs. VXUS - Dividend Comparison

CWB's dividend yield for the trailing twelve months is around 1.91%, less than VXUS's 3.08% yield.


TTM20242023202220212020201920182017201620152014
CWB
SPDR Bloomberg Barclays Convertible Securities ETF
1.91%1.85%1.97%2.21%1.97%2.34%3.03%6.17%4.25%4.60%7.52%7.37%
VXUS
Vanguard Total International Stock ETF
3.08%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

Drawdowns

CWB vs. VXUS - Drawdown Comparison

The maximum CWB drawdown since its inception was -32.06%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for CWB and VXUS. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.89%
-1.41%
CWB
VXUS

Volatility

CWB vs. VXUS - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays Convertible Securities ETF (CWB) is 7.31%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 11.22%. This indicates that CWB experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.31%
11.22%
CWB
VXUS