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EWU vs. BNDW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWU and BNDW is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

EWU vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI United Kingdom ETF (EWU) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
47.42%
11.39%
EWU
BNDW

Key characteristics

Sharpe Ratio

EWU:

0.93

BNDW:

1.55

Sortino Ratio

EWU:

1.31

BNDW:

2.30

Omega Ratio

EWU:

1.19

BNDW:

1.28

Calmar Ratio

EWU:

1.20

BNDW:

0.61

Martin Ratio

EWU:

3.82

BNDW:

5.75

Ulcer Index

EWU:

3.99%

BNDW:

1.16%

Daily Std Dev

EWU:

16.31%

BNDW:

4.26%

Max Drawdown

EWU:

-63.99%

BNDW:

-17.22%

Current Drawdown

EWU:

-0.13%

BNDW:

-4.40%

Returns By Period

In the year-to-date period, EWU achieves a 11.92% return, which is significantly higher than BNDW's 2.10% return.


EWU

YTD

11.92%

1M

0.74%

6M

7.21%

1Y

13.36%

5Y*

12.94%

10Y*

3.74%

BNDW

YTD

2.10%

1M

1.23%

6M

1.95%

1Y

6.91%

5Y*

-0.26%

10Y*

N/A

*Annualized

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EWU vs. BNDW - Expense Ratio Comparison

EWU has a 0.50% expense ratio, which is higher than BNDW's 0.06% expense ratio.


Expense ratio chart for EWU: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWU: 0.50%
Expense ratio chart for BNDW: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BNDW: 0.06%

Risk-Adjusted Performance

EWU vs. BNDW — Risk-Adjusted Performance Rank

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

EWU
The Risk-Adjusted Performance Rank of EWU is 8080
Overall Rank
The Sharpe Ratio Rank of EWU is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of EWU is 7777
Sortino Ratio Rank
The Omega Ratio Rank of EWU is 7979
Omega Ratio Rank
The Calmar Ratio Rank of EWU is 8686
Calmar Ratio Rank
The Martin Ratio Rank of EWU is 7979
Martin Ratio Rank

BNDW
The Risk-Adjusted Performance Rank of BNDW is 8585
Overall Rank
The Sharpe Ratio Rank of BNDW is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDW is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BNDW is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BNDW is 7070
Calmar Ratio Rank
The Martin Ratio Rank of BNDW is 8787
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.

EWU vs. BNDW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom ETF (EWU) and Vanguard Total World Bond ETF (BNDW). 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 EWU, currently valued at 0.93, compared to the broader market-1.000.001.002.003.004.00
EWU: 0.93
BNDW: 1.55
The chart of Sortino ratio for EWU, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.00
EWU: 1.31
BNDW: 2.30
The chart of Omega ratio for EWU, currently valued at 1.19, compared to the broader market0.501.001.502.00
EWU: 1.19
BNDW: 1.28
The chart of Calmar ratio for EWU, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.00
EWU: 1.20
BNDW: 0.61
The chart of Martin ratio for EWU, currently valued at 3.82, compared to the broader market0.0020.0040.0060.00
EWU: 3.82
BNDW: 5.75

The current EWU Sharpe Ratio is 0.93, which is lower than the BNDW Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of EWU and BNDW, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.93
1.55
EWU
BNDW

Dividends

EWU vs. BNDW - Dividend Comparison

EWU's dividend yield for the trailing twelve months is around 3.71%, less than BNDW's 3.95% yield.


TTM20242023202220212020201920182017201620152014
EWU
iShares MSCI United Kingdom ETF
3.71%4.16%4.14%3.42%4.35%2.48%4.13%4.98%3.91%3.97%4.11%7.59%
BNDW
Vanguard Total World Bond ETF
3.95%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%0.00%

Drawdowns

EWU vs. BNDW - Drawdown Comparison

The maximum EWU drawdown since its inception was -63.99%, which is greater than BNDW's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for EWU and BNDW. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.13%
-4.40%
EWU
BNDW

Volatility

EWU vs. BNDW - Volatility Comparison

iShares MSCI United Kingdom ETF (EWU) has a higher volatility of 11.33% compared to Vanguard Total World Bond ETF (BNDW) at 1.51%. This indicates that EWU's price experiences larger fluctuations and is considered to be riskier than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.33%
1.51%
EWU
BNDW