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TGLB vs. TBUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGLB vs. TBUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Equity ETF (TGLB) and T. Rowe Price Ultra Short-Term Bond ETF (TBUX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TGLB achieves a 8.78% return, which is significantly higher than TBUX's 1.92% return.


TGLB

1D
0.09%
1M
-1.24%
YTD
8.78%
6M
7.27%
1Y
13.13%
3Y*
5Y*
10Y*

TBUX

1D
-0.00%
1M
0.35%
YTD
1.92%
6M
2.09%
1Y
4.67%
3Y*
5.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGLB vs. TBUX - Yearly Performance Comparison


Correlation

The correlation between TGLB and TBUX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.22

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Return for Risk

TGLB vs. TBUX — Risk / Return Rank

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

TGLB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


TBUX
TBUX Risk / Return Rank: 9999
Overall Rank
TBUX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TBUX Sortino Ratio Rank: 9999
Sortino Ratio Rank
TBUX Omega Ratio Rank: 9999
Omega Ratio Rank
TBUX Calmar Ratio Rank: 9999
Calmar Ratio Rank
TBUX Martin Ratio Rank: 9999
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.

TGLB vs. TBUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Equity ETF (TGLB) and T. Rowe Price Ultra Short-Term Bond ETF (TBUX). 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.


TGLBTBUXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.99

Calmar ratioReturn relative to maximum drawdown

46.74

Martin ratioReturn relative to average drawdown

171.10

TGLB vs. TBUX - Sharpe Ratio Comparison


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Drawdowns

TGLB vs. TBUX - Drawdown Comparison

The maximum TGLB drawdown since its inception was -9.78%, which is greater than TBUX's maximum drawdown of -1.82%. Use the drawdown chart below to compare losses from any high point for TGLB and TBUX.


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Drawdown Indicators


TGLBTBUXDifference

Max Drawdown

Largest peak-to-trough decline

-9.78%

-1.82%

-7.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-0.10%

-9.68%

Max Drawdown (3Y)

Largest decline over 3 years

-0.33%

Current Drawdown

Current decline from peak

-3.49%

-0.00%

-3.49%

Average Drawdown

Average peak-to-trough decline

-1.83%

-0.28%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

Volatility

TGLB vs. TBUX - Volatility Comparison


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Volatility by Period


TGLBTBUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

Volatility (6M)

Calculated over the trailing 6-month period

0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

14.21%

0.68%

+13.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

1.06%

+13.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.21%

1.06%

+13.15%

TGLB vs. TBUX - Expense Ratio Comparison

TGLB has a 0.46% expense ratio, which is higher than TBUX's 0.17% expense ratio.


Dividends

TGLB vs. TBUX - Dividend Comparison

TGLB's dividend yield for the trailing twelve months is around 0.18%, less than TBUX's 4.45% yield.


PositionTTM20252024202320222021
TBUX
T. Rowe Price Ultra Short-Term Bond ETF
4.45%4.67%5.39%4.66%2.58%0.27%
TGLB
T. Rowe Price Global Equity ETF
0.18%0.20%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TGLB and TBUX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, TGLB leads with 13.13% vs 4.67% for TBUX. On fees, TBUX is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TGLB has performed better with a 13.13% return vs 4.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TBUX is cheaper with a 0.17% expense ratio, compared with 0.46% for TGLB.

TBUX has the higher dividend yield at 4.45%, compared with 0.18% for TGLB.

TGLB is categorized as Global Equities, while TBUX is Ultrashort Bond. Their fees differ too: 0.46% for TGLB and 0.17% for TBUX.

Portfolio Optimizer

Find the right allocation for TGLB and TBUX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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