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 Barclays Global Aggregate Float Adjusted TR 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWU or BNDW.
Key characteristics
| EWU | BNDW | |
|---|---|---|
| YTD Return | 8.96% | 2.69% |
| 1Y Return | 18.37% | 8.64% |
| 3Y Return (Ann) | 5.95% | -1.67% |
| 5Y Return (Ann) | 5.39% | 0.07% |
| Sharpe Ratio | 1.51 | 1.64 |
| Sortino Ratio | 2.10 | 2.44 |
| Omega Ratio | 1.25 | 1.29 |
| Calmar Ratio | 2.45 | 0.59 |
| Martin Ratio | 9.15 | 6.08 |
| Ulcer Index | 2.02% | 1.32% |
| Daily Std Dev | 12.22% | 4.90% |
| Max Drawdown | -63.99% | -17.22% |
| Current Drawdown | -6.21% | -6.11% |
Correlation
The correlation between EWU and BNDW is 0.03, 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.
Performance
EWU vs. BNDW - Performance Comparison
In the year-to-date period, EWU achieves a 8.96% return, which is significantly higher than BNDW's 2.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
EWU vs. BNDW - Dividend Comparison
EWU's dividend yield for the trailing twelve months is around 4.05%, less than BNDW's 4.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWU iShares MSCI United Kingdom ETF | 4.05% | 4.14% | 3.42% | 4.35% | 2.48% | 4.13% | 4.98% | 3.91% | 3.97% | 4.11% | 7.59% | 2.39% |
BNDW Vanguard Total World Bond ETF | 4.15% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% | 0.00% | 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.
Volatility
EWU vs. BNDW - Volatility Comparison
iShares MSCI United Kingdom ETF (EWU) has a higher volatility of 3.65% compared to Vanguard Total World Bond ETF (BNDW) at 1.25%. 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.