PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
WBND vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WBND and BND is 0.06, 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.

WBND vs. BND

Last updated Jun 1, 2025

Compare and contrast key facts about Western Asset Total Return ETF (WBND) and Vanguard Total Bond Market ETF (BND).

WBND and BND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WBND is an actively managed fund by Franklin Templeton. It was launched on Oct 3, 2018. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WBND or BND.

Performance

WBND vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Total Return ETF (WBND) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

WBND:

0.82

BND:

1.10

Sortino Ratio

WBND:

1.06

BND:

1.60

Omega Ratio

WBND:

1.13

BND:

1.19

Calmar Ratio

WBND:

0.21

BND:

0.47

Martin Ratio

WBND:

1.60

BND:

2.79

Ulcer Index

WBND:

2.92%

BND:

2.11%

Daily Std Dev

WBND:

6.42%

BND:

5.32%

Max Drawdown

WBND:

-29.22%

BND:

-18.84%

Current Drawdown

WBND:

-17.32%

BND:

-7.09%

Returns By Period

In the year-to-date period, WBND achieves a 3.01% return, which is significantly higher than BND's 2.49% return.

WBND

YTD

3.01%

1M

-0.08%

6M

0.04%

1Y

4.68%

3Y*

0.30%

5Y*

-2.41%

10Y*

N/A

BND

YTD

2.49%

1M

-0.40%

6M

0.77%

1Y

5.44%

3Y*

1.52%

5Y*

-1.00%

10Y*

1.54%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Western Asset Total Return ETF

Vanguard Total Bond Market ETF

WBND vs. BND - Expense Ratio Comparison

WBND has a 0.47% expense ratio, which is higher than BND's 0.03% expense ratio.

WBND
Western Asset Total Return ETF
BND
Vanguard Total Bond Market ETF
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

WBND vs. BND — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WBND
The Risk-Adjusted Performance Rank of WBND is 5151
Overall Rank
The Sharpe Ratio Rank of WBND is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of WBND is 6161
Sortino Ratio Rank
The Omega Ratio Rank of WBND is 5353
Omega Ratio Rank
The Calmar Ratio Rank of WBND is 2828
Calmar Ratio Rank
The Martin Ratio Rank of WBND is 4545
Martin Ratio Rank
BND
The Risk-Adjusted Performance Rank of BND is 7171
Overall Rank
The Sharpe Ratio Rank of BND is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BND is 7575
Omega Ratio Rank
The Calmar Ratio Rank of BND is 5050
Calmar Ratio Rank
The Martin Ratio Rank of BND is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WBND vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Total Return ETF (WBND) and Vanguard Total Bond Market ETF (BND). 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.

The current WBND Sharpe Ratio is 0.82, which is comparable to the BND Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of WBND and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

WBND vs. BND - Dividend Comparison

WBND's dividend yield for the trailing twelve months is around 4.40%, more than BND's 3.74% yield.

TTM20242023202220212020201920182017201620152014
WBND
Western Asset Total Return ETF		4.40%5.05%3.16%2.91%4.34%4.85%5.75%0.54%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF		3.74%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

WBND vs. BND - Drawdown Comparison

The maximum WBND drawdown since its inception was -29.22%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for WBND and BND.

Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

WBND vs. BND - Volatility Comparison

Western Asset Total Return ETF (WBND) has a higher volatility of 1.72% compared to Vanguard Total Bond Market ETF (BND) at 1.52%. This indicates that WBND's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading data...