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UTHY vs. BNDW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UTHY vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 30 Year Bond ETF (UTHY) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

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UTHY vs. BNDW - Yearly Performance Comparison


2026 (YTD)202520242023
UTHY
US Treasury 30 Year Bond ETF
0.25%3.47%-8.07%-2.67%
BNDW
Vanguard Total World Bond ETF
-0.03%5.02%2.42%4.18%

Returns By Period

In the year-to-date period, UTHY achieves a 0.25% return, which is significantly higher than BNDW's -0.03% return.


UTHY

1D
0.01%
1M
-3.80%
YTD
0.25%
6M
-0.52%
1Y
-0.70%
3Y*
-3.06%
5Y*
10Y*

BNDW

1D
0.35%
1M
-1.98%
YTD
-0.03%
6M
0.57%
1Y
3.50%
3Y*
3.73%
5Y*
0.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UTHY vs. BNDW - Expense Ratio Comparison

UTHY has a 0.15% expense ratio, which is higher than BNDW's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

UTHY vs. BNDW — Risk / Return Rank

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

UTHY
UTHY Risk / Return Rank: 1111
Overall Rank
UTHY Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
UTHY Sortino Ratio Rank: 99
Sortino Ratio Rank
UTHY Omega Ratio Rank: 99
Omega Ratio Rank
UTHY Calmar Ratio Rank: 1313
Calmar Ratio Rank
UTHY Martin Ratio Rank: 1313
Martin Ratio Rank

BNDW
BNDW Risk / Return Rank: 5656
Overall Rank
BNDW Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BNDW Sortino Ratio Rank: 5757
Sortino Ratio Rank
BNDW Omega Ratio Rank: 4949
Omega Ratio Rank
BNDW Calmar Ratio Rank: 5858
Calmar Ratio Rank
BNDW Martin Ratio Rank: 5656
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.

UTHY vs. BNDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 30 Year Bond ETF (UTHY) 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.


UTHYBNDWDifference

Sharpe ratio

Return per unit of total volatility

-0.06

1.00

-1.06

Sortino ratio

Return per unit of downside risk

-0.01

1.40

-1.41

Omega ratio

Gain probability vs. loss probability

1.00

1.18

-0.18

Calmar ratio

Return relative to maximum drawdown

0.03

1.34

-1.31

Martin ratio

Return relative to average drawdown

0.06

4.97

-4.91

UTHY vs. BNDW - Sharpe Ratio Comparison

The current UTHY Sharpe Ratio is -0.06, which is lower than the BNDW Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of UTHY and BNDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UTHYBNDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

1.00

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.37

-0.55

Correlation

The correlation between UTHY and BNDW is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UTHY vs. BNDW - Dividend Comparison

UTHY's dividend yield for the trailing twelve months is around 4.97%, more than BNDW's 4.16% yield.


TTM20252024202320222021202020192018
UTHY
US Treasury 30 Year Bond ETF
4.97%4.53%4.58%2.81%0.00%0.00%0.00%0.00%0.00%
BNDW
Vanguard Total World Bond ETF
4.16%4.12%3.90%3.73%2.02%2.58%1.56%3.05%1.66%

Drawdowns

UTHY vs. BNDW - Drawdown Comparison

The maximum UTHY drawdown since its inception was -21.86%, which is greater than BNDW's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for UTHY and BNDW.


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Drawdown Indicators


UTHYBNDWDifference

Max Drawdown

Largest peak-to-trough decline

-21.86%

-17.22%

-4.64%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-2.70%

-6.72%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

Current Drawdown

Current decline from peak

-10.91%

-1.98%

-8.93%

Average Drawdown

Average peak-to-trough decline

-10.67%

-5.05%

-5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

0.72%

+3.82%

Volatility

UTHY vs. BNDW - Volatility Comparison

US Treasury 30 Year Bond ETF (UTHY) has a higher volatility of 3.50% compared to Vanguard Total World Bond ETF (BNDW) at 1.66%. This indicates that UTHY's price experiences larger fluctuations and is considered to be riskier than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTHYBNDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

1.66%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

6.30%

2.28%

+4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.14%

3.53%

+7.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

5.17%

+8.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

4.92%

+9.00%