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USD=X vs. BNDW
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between USD=X and BNDW is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.00.0

Performance

USD=X vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember0
2.31%
USD=X
BNDW

Key characteristics

Ulcer Index

USD=X:

0.00%

BNDW:

1.41%

Daily Std Dev

USD=X:

0.00%

BNDW:

4.50%

Max Drawdown

USD=X:

0.00%

BNDW:

-17.22%

Current Drawdown

USD=X:

0.00%

BNDW:

-6.46%

Returns By Period


USD=X

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

5Y*

0.00%

10Y*

0.00%

BNDW

YTD

2.32%

1M

-0.10%

6M

2.37%

1Y

2.32%

5Y*

-0.13%

10Y*

N/A

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Risk-Adjusted Performance

USD=X vs. BNDW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


Sharpe ratio
No data
USD=X
BNDW


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.62
USD=X
BNDW

Drawdowns

USD=X vs. BNDW - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum BNDW drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for USD=X and BNDW. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-6.46%
USD=X
BNDW

Volatility

USD=X vs. BNDW - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard Total World Bond ETF (BNDW) has a volatility of 1.26%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%JulyAugustSeptemberOctoberNovemberDecember0
1.26%
USD=X
BNDW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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