EWU vs. BNDW
Compare and contrast key facts about iShares MSCI United Kingdom ETF (EWU) and Vanguard Total World Bond ETF (BNDW).
EWU and BNDW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWU is a passively managed fund by iShares that tracks the performance of the MSCI United Kingdom Index. It was launched on Mar 12, 1996. BNDW is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate Float Adjusted Composite Index. It was launched on Sep 4, 2018. Both EWU and BNDW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EWU vs. BNDW - Performance Comparison
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EWU vs. BNDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EWU iShares MSCI United Kingdom ETF | 5.39% | 34.95% | 6.74% | 12.40% | -4.39% | 18.19% | -11.80% | 21.29% | -9.18% |
BNDW Vanguard Total World Bond ETF | 0.09% | 5.02% | 2.42% | 7.18% | -12.88% | -2.10% | 6.22% | 8.37% | 1.21% |
Returns By Period
In the year-to-date period, EWU achieves a 5.39% return, which is significantly higher than BNDW's 0.09% return.
EWU
- 1D
- 1.73%
- 1M
- -3.68%
- YTD
- 5.39%
- 6M
- 11.17%
- 1Y
- 28.77%
- 3Y*
- 17.49%
- 5Y*
- 12.27%
- 10Y*
- 8.23%
BNDW
- 1D
- 0.13%
- 1M
- -1.46%
- YTD
- 0.09%
- 6M
- 0.53%
- 1Y
- 3.34%
- 3Y*
- 3.77%
- 5Y*
- 0.23%
- 10Y*
- —
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EWU vs. BNDW - Expense Ratio Comparison
EWU has a 0.50% expense ratio, which is higher than BNDW's 0.05% expense ratio.
Return for Risk
EWU vs. BNDW — Risk / Return Rank
EWU
BNDW
EWU vs. BNDW - Risk-Adjusted Trends 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.
| EWU | BNDW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.72 | 0.95 | +0.77 |
Sortino ratioReturn per unit of downside risk | 2.26 | 1.34 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.17 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.35 | +1.09 |
Martin ratioReturn relative to average drawdown | 10.73 | 4.95 | +5.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EWU | BNDW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 0.95 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.04 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.37 | -0.11 |
Correlation
The correlation between EWU and BNDW is 0.08, 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.
Dividends
EWU vs. BNDW - Dividend Comparison
EWU's dividend yield for the trailing twelve months is around 3.54%, less than BNDW's 4.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWU iShares MSCI United Kingdom ETF | 3.54% | 3.73% | 4.16% | 4.14% | 3.43% | 4.35% | 2.48% | 4.13% | 4.98% | 3.91% | 3.97% | 4.11% |
BNDW Vanguard Total World Bond ETF | 4.18% | 4.12% | 3.90% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% | 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.
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Drawdown Indicators
| EWU | BNDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.99% | -17.22% | -46.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -2.70% | -9.05% |
Max Drawdown (5Y)Largest decline over 5 years | -24.91% | -16.93% | -7.98% |
Max Drawdown (10Y)Largest decline over 10 years | -43.33% | — | — |
Current DrawdownCurrent decline from peak | -4.79% | -1.85% | -2.94% |
Average DrawdownAverage peak-to-trough decline | -14.22% | -5.05% | -9.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 0.73% | +1.94% |
Volatility
EWU vs. BNDW - Volatility Comparison
iShares MSCI United Kingdom ETF (EWU) has a higher volatility of 6.76% compared to Vanguard Total World Bond ETF (BNDW) at 1.67%. 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.
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Volatility by Period
| EWU | BNDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 1.67% | +5.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 2.29% | +8.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.77% | 3.53% | +13.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 5.17% | +11.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 4.92% | +13.89% |