USDT-USD vs. BNDX
Compare and contrast key facts about Tether (USDT-USD) and Vanguard Total International Bond ETF (BNDX).
BNDX is a passively managed fund by Vanguard that tracks the performance of the Barclays Global Aggregate ex-USD Float-Adjusted Index (Hedged). It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USDT-USD or BNDX.
Performance
USDT-USD vs. BNDX - Performance Comparison
Returns By Period
In the year-to-date period, USDT-USD achieves a 0.14% return, which is significantly lower than BNDX's 3.32% return.
USDT-USD
0.14%
0.19%
0.13%
0.10%
-0.32%
N/A
BNDX
3.32%
0.42%
4.21%
7.27%
-0.01%
2.00%
Key characteristics
USDT-USD | BNDX | |
---|---|---|
Sharpe Ratio | 0.20 | 1.76 |
Sortino Ratio | 0.30 | 2.67 |
Omega Ratio | 1.03 | 1.31 |
Calmar Ratio | 0.00 | 0.65 |
Martin Ratio | 1.08 | 6.37 |
Ulcer Index | 0.13% | 1.14% |
Daily Std Dev | 0.62% | 4.12% |
Max Drawdown | -10.32% | -16.23% |
Current Drawdown | -7.12% | -4.30% |
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Correlation
The correlation between USDT-USD and BNDX 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.
Risk-Adjusted Performance
USDT-USD vs. BNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tether (USDT-USD) and Vanguard Total International Bond ETF (BNDX). 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.
Drawdowns
USDT-USD vs. BNDX - Drawdown Comparison
The maximum USDT-USD drawdown since its inception was -10.32%, smaller than the maximum BNDX drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for USDT-USD and BNDX. For additional features, visit the drawdowns tool.
Volatility
USDT-USD vs. BNDX - Volatility Comparison
The current volatility for Tether (USDT-USD) is 0.30%, while Vanguard Total International Bond ETF (BNDX) has a volatility of 0.82%. This indicates that USDT-USD experiences smaller price fluctuations and is considered to be less risky than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.