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EBND vs. BWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EBND vs. BWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) and SPDR Bloomberg Barclays International Treasury Bond ETF (BWX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EBND achieves a 1.16% return, which is significantly higher than BWX's -1.42% return. Over the past 10 years, EBND has outperformed BWX with an annualized return of 1.79%, while BWX has yielded a comparatively lower -1.31% annualized return.


EBND

1D
0.72%
1M
2.49%
YTD
1.16%
6M
2.04%
1Y
6.85%
3Y*
5.36%
5Y*
0.64%
10Y*
1.79%

BWX

1D
0.27%
1M
1.08%
YTD
-1.42%
6M
-1.46%
1Y
-2.80%
3Y*
1.02%
5Y*
-4.15%
10Y*
-1.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBND vs. BWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
1.16%15.83%-2.70%9.02%-11.84%-9.66%4.49%10.40%-6.52%13.93%
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
-1.42%7.67%-5.93%5.10%-19.72%-8.67%9.50%5.58%-1.85%9.93%

Correlation

The correlation between EBND and BWX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.78

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

0.77

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

0.64

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2011

0.58

Over the past year, EBND and BWX have become more correlated (0.80) than their long-term average of 0.58, meaning their price movements have been converging.

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Return for Risk

EBND vs. BWX — Risk / Return Rank

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

EBND
EBND Risk / Return Rank: 2727
Overall Rank
EBND Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
EBND Sortino Ratio Rank: 2727
Sortino Ratio Rank
EBND Omega Ratio Rank: 2929
Omega Ratio Rank
EBND Calmar Ratio Rank: 2424
Calmar Ratio Rank
EBND Martin Ratio Rank: 2626
Martin Ratio Rank

BWX
BWX Risk / Return Rank: 66
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
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.

EBND vs. BWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) and SPDR Bloomberg Barclays 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.


EBNDBWXDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.86

Omega ratioGain probability vs. loss probability

1.19

0.95

+0.24

Calmar ratioReturn relative to maximum drawdown

1.04

-0.46

+1.49

Martin ratioReturn relative to average drawdown

3.32

-0.90

+4.21

EBND vs. BWX - Sharpe Ratio Comparison

The current EBND Sharpe Ratio is 0.97, which is higher than the BWX Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of EBND 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.


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Drawdowns

EBND vs. BWX - Drawdown Comparison

The maximum EBND drawdown since its inception was -29.51%, smaller than the maximum BWX drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for EBND and BWX.


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Drawdown Indicators


EBNDBWXDifference

Max Drawdown

Largest peak-to-trough decline

-29.51%

-34.05%

+4.54%

Max Drawdown (1Y)

Largest decline over 1 year

-6.63%

-6.16%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-9.25%

-10.22%

+0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-26.15%

-30.78%

+4.63%

Max Drawdown (10Y)

Largest decline over 10 years

-29.50%

-34.05%

+4.55%

Current Drawdown

Current decline from peak

-1.90%

-23.60%

+21.70%

Average Drawdown

Average peak-to-trough decline

-10.85%

-10.07%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

3.13%

-1.06%

Volatility

EBND vs. BWX - Volatility Comparison

SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) has a higher volatility of 2.70% compared to SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) at 2.49%. This indicates that EBND's price experiences larger fluctuations and is considered to be riskier than BWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBNDBWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

2.49%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

6.22%

5.92%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

7.13%

7.66%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.01%

9.70%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.19%

8.67%

+0.52%

EBND vs. BWX - Expense Ratio Comparison

EBND has a 0.30% expense ratio, which is lower than BWX's 0.35% expense ratio.


Dividends

EBND vs. BWX - Dividend Comparison

EBND's dividend yield for the trailing twelve months is around 5.75%, more than BWX's 2.36% yield.


PositionTTM202520242023202220212020201920182017
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
2.36%2.19%1.99%1.63%1.23%0.93%0.95%1.16%1.07%0.46%
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
5.75%5.54%5.89%5.26%4.75%3.83%3.67%4.68%4.70%2.00%

Frequently Asked Questions


EBND and BWX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EBND has higher volatility (2.70%) compared to BWX (2.49%). In terms of maximum drawdown, EBND dropped -29.51% vs BWX's -34.05%.

On 10-year performance, EBND leads with 1.79% vs -1.31% for BWX. On fees, EBND is cheaper at 0.30% per year. On volatility, BWX has been the lower-risk option at 2.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EBND has performed better with a 1.79% return vs -1.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EBND is cheaper with a 0.30% expense ratio, compared with 0.35% for BWX.

EBND has the higher dividend yield at 5.75%, compared with 2.36% for BWX.

EBND is categorized as Emerging Markets Bonds, while BWX is International Government Bonds. EBND tracks Bloomberg Emerging Market Local Currency Government Diversified, while BWX tracks Bloomberg Global Treasury x US Capped (Inception 8/31/2007). Their fees differ too: 0.30% for EBND and 0.35% for BWX.

EBND currently has the higher Sharpe Ratio (0.97 vs -0.37), 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

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