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GEMD vs. BWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GEMD vs. BWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Emerging Markets USD Bond ETF (GEMD) 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, GEMD achieves a 2.26% return, which is significantly higher than BWX's -2.90% return.


GEMD

1D
-0.04%
1M
1.79%
YTD
2.26%
6M
2.29%
1Y
10.81%
3Y*
8.14%
5Y*
10Y*

BWX

1D
-0.23%
1M
-0.98%
YTD
-2.90%
6M
-2.94%
1Y
-4.10%
3Y*
0.68%
5Y*
-4.36%
10Y*
-1.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEMD vs. BWX - Yearly Performance Comparison


2026 (YTD)2025202420232022
GEMD
Goldman Sachs Access Emerging Markets USD Bond ETF
2.26%13.67%3.31%8.51%-15.70%
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
-2.90%7.67%-5.93%5.10%-17.00%

Correlation

The correlation between GEMD and BWX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.65

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2022

0.65

The correlation between GEMD and BWX has been stable across timeframes, ranging from 0.64 to 0.65 - a consistent structural relationship.

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Return for Risk

GEMD vs. BWX — Risk / Return Rank

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

GEMD
GEMD Risk / Return Rank: 6161
Overall Rank
GEMD Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GEMD Sortino Ratio Rank: 6868
Sortino Ratio Rank
GEMD Omega Ratio Rank: 6666
Omega Ratio Rank
GEMD Calmar Ratio Rank: 5151
Calmar Ratio Rank
GEMD Martin Ratio Rank: 5959
Martin Ratio Rank

BWX
BWX Risk / Return Rank: 44
Overall Rank
BWX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BWX Sortino Ratio Rank: 44
Sortino Ratio Rank
BWX Omega Ratio Rank: 44
Omega Ratio Rank
BWX Calmar Ratio Rank: 33
Calmar Ratio Rank
BWX Martin Ratio Rank: 22
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.

GEMD vs. BWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Emerging Markets USD Bond ETF (GEMD) 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.


GEMDBWXDifference
Sharpe ratioReturn per unit of total volatility

+2.45

Sortino ratioReturn per unit of downside risk

+3.55

Omega ratioGain probability vs. loss probability

1.36

0.92

+0.44

Calmar ratioReturn relative to maximum drawdown

2.34

-0.67

+3.00

Martin ratioReturn relative to average drawdown

9.83

-1.28

+11.10

GEMD vs. BWX - Sharpe Ratio Comparison

The current GEMD Sharpe Ratio is 1.92, which is higher than the BWX Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of GEMD 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

GEMD vs. BWX - Drawdown Comparison

The maximum GEMD drawdown since its inception was -24.56%, smaller than the maximum BWX drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for GEMD and BWX.


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Drawdown Indicators


GEMDBWXDifference

Max Drawdown

Largest peak-to-trough decline

-24.56%

-34.05%

+9.49%

Max Drawdown (1Y)

Largest decline over 1 year

-4.64%

-6.16%

+1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-7.69%

-10.22%

+2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-30.78%

Max Drawdown (10Y)

Largest decline over 10 years

-34.05%

Current Drawdown

Current decline from peak

-0.42%

-24.74%

+24.32%

Average Drawdown

Average peak-to-trough decline

-8.09%

-10.08%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

3.22%

-2.12%

Volatility

GEMD vs. BWX - Volatility Comparison

The current volatility for Goldman Sachs Access Emerging Markets USD Bond ETF (GEMD) is 1.81%, while SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) has a volatility of 2.09%. This indicates that GEMD experiences smaller price fluctuations and is considered to be less risky 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


GEMDBWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

2.09%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

4.59%

5.98%

-1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

5.67%

7.69%

-2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.92%

9.70%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.92%

8.67%

+1.25%

GEMD vs. BWX - Expense Ratio Comparison

GEMD has a 0.39% expense ratio, which is higher than BWX's 0.35% expense ratio.


Dividends

GEMD vs. BWX - Dividend Comparison

GEMD's dividend yield for the trailing twelve months is around 5.65%, more than BWX's 2.40% yield.


PositionTTM202520242023202220212020201920182017
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
2.40%2.19%1.99%1.63%1.23%0.93%0.95%1.16%1.07%0.46%
GEMD
Goldman Sachs Access Emerging Markets USD Bond ETF
5.65%6.32%5.79%5.70%5.42%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GEMD and BWX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWX has higher volatility (2.09%) compared to GEMD (1.81%). In terms of maximum drawdown, GEMD dropped -24.56% vs BWX's -34.05%.

On 3-year performance, GEMD leads with 8.14% vs 0.68% for BWX. On fees, BWX is cheaper at 0.35% per year. On volatility, GEMD has been the lower-risk option at 1.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GEMD has performed better with a 8.14% return vs 0.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BWX is cheaper with a 0.35% expense ratio, compared with 0.39% for GEMD.

GEMD has the higher dividend yield at 5.65%, compared with 2.40% for BWX.

GEMD is categorized as Emerging Markets Bonds, while BWX is International Government Bonds. GEMD tracks FTSE Goldman Sachs Emerging Markets USD Bond Index - Benchmark TR Net, while BWX tracks Bloomberg Global Treasury x US Capped (Inception 8/31/2007). They also come from different issuers: Goldman Sachs and State Street. Their fees differ too: 0.39% for GEMD and 0.35% for BWX.

GEMD currently has the higher Sharpe Ratio (1.92 vs -0.54), 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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