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ISHG vs. BWZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISHG vs. BWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 1-3 Year International Treasury Bond ETF (ISHG) and SPDR Bloomberg Barclays Short Term International Treasury Bond ETF (BWZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISHG achieves a -1.37% return, which is significantly higher than BWZ's -1.65% return. Over the past 10 years, ISHG has outperformed BWZ with an annualized return of -0.27%, while BWZ has yielded a comparatively lower -0.57% annualized return.


ISHG

1D
-0.24%
1M
-1.45%
YTD
-1.37%
6M
-1.13%
1Y
0.54%
3Y*
3.63%
5Y*
-1.07%
10Y*
-0.27%

BWZ

1D
-0.45%
1M
-1.11%
YTD
-1.65%
6M
-1.18%
1Y
-1.14%
3Y*
2.15%
5Y*
-1.80%
10Y*
-0.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISHG vs. BWZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISHG
iShares 1-3 Year International Treasury Bond ETF
-1.37%13.31%-4.16%3.76%-10.95%-7.05%7.47%-0.64%-3.54%10.91%
BWZ
SPDR Bloomberg Barclays Short Term International Treasury Bond ETF
-1.65%10.47%-5.31%2.97%-10.56%-6.85%6.47%0.99%-3.36%10.18%

Correlation

The correlation between ISHG and BWZ is 0.87, 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

0.87

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

0.82

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

0.84

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

0.80

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2009

0.79

The correlation between ISHG and BWZ has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.

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Return for Risk

ISHG vs. BWZ — Risk / Return Rank

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

ISHG
ISHG Risk / Return Rank: 99
Overall Rank
ISHG Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ISHG Sortino Ratio Rank: 88
Sortino Ratio Rank
ISHG Omega Ratio Rank: 88
Omega Ratio Rank
ISHG Calmar Ratio Rank: 99
Calmar Ratio Rank
ISHG Martin Ratio Rank: 99
Martin Ratio Rank

BWZ
BWZ Risk / Return Rank: 77
Overall Rank
BWZ Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BWZ Sortino Ratio Rank: 66
Sortino Ratio Rank
BWZ Omega Ratio Rank: 66
Omega Ratio Rank
BWZ Calmar Ratio Rank: 77
Calmar Ratio Rank
BWZ Martin Ratio Rank: 77
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.

ISHG vs. BWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year International Treasury Bond ETF (ISHG) and SPDR Bloomberg Barclays Short Term International Treasury Bond ETF (BWZ). 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.


ISHGBWZDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.02

0.98

+0.04

Calmar ratioReturn relative to maximum drawdown

0.11

-0.22

+0.33

Martin ratioReturn relative to average drawdown

0.26

-0.47

+0.73

ISHG vs. BWZ - Sharpe Ratio Comparison

The current ISHG Sharpe Ratio is 0.08, which is higher than the BWZ Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of ISHG and BWZ, 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

ISHG vs. BWZ - Drawdown Comparison

The maximum ISHG drawdown since its inception was -37.24%, which is greater than BWZ's maximum drawdown of -34.23%. Use the drawdown chart below to compare losses from any high point for ISHG and BWZ.


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Drawdown Indicators


ISHGBWZDifference

Max Drawdown

Largest peak-to-trough decline

-37.24%

-34.23%

-3.01%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-5.15%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-8.21%

-8.60%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-22.45%

-22.15%

-0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-25.56%

-24.90%

-0.66%

Current Drawdown

Current decline from peak

-23.29%

-23.20%

-0.09%

Average Drawdown

Average peak-to-trough decline

-18.44%

-16.12%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.40%

-0.29%

Volatility

ISHG vs. BWZ - Volatility Comparison

iShares 1-3 Year International Treasury Bond ETF (ISHG) and SPDR Bloomberg Barclays Short Term International Treasury Bond ETF (BWZ) have volatilities of 1.76% and 1.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISHGBWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

1.77%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

4.89%

5.11%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

6.56%

6.87%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.59%

7.60%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.93%

6.96%

-0.03%

ISHG vs. BWZ - Expense Ratio Comparison

Both ISHG and BWZ have an expense ratio of 0.35%.


Dividends

ISHG vs. BWZ - Dividend Comparison

ISHG's dividend yield for the trailing twelve months is around 1.47%, less than BWZ's 2.12% yield.


PositionTTM20252024202320222021202020192018201720162015
BWZ
SPDR Bloomberg Barclays Short Term International Treasury Bond ETF
2.12%2.05%2.47%1.63%0.44%0.60%0.13%0.43%1.10%0.40%0.13%0.06%
ISHG
iShares 1-3 Year International Treasury Bond ETF
1.47%1.45%2.56%0.18%0.00%1.29%0.00%0.00%1.80%0.46%0.00%0.09%

Frequently Asked Questions


ISHG and BWZ have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWZ has higher volatility (1.77%) compared to ISHG (1.76%). In terms of maximum drawdown, ISHG dropped -37.24% vs BWZ's -34.23%.

On 10-year performance, ISHG leads with -0.27% vs -0.57% for BWZ. Both ETFs have the same 0.35% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ISHG has performed better with a -0.27% return vs -0.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISHG and BWZ have the same expense ratio: 0.35% per year.

BWZ has the higher dividend yield at 2.12%, compared with 1.47% for ISHG.

ISHG tracks S&P/Citigroup International Treasury Bond Index Ex-US 1-3 Year, while BWZ tracks Bloomberg Global Treasury (1-3 Y) Customized. They also come from different issuers: iShares and State Street.

ISHG currently has the higher Sharpe Ratio (0.08 vs -0.17), 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

Find the right allocation for ISHG and BWZ

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