PortfoliosLab logoPortfoliosLab logo
WINC.AS vs. BNDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WINC.AS vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WINC.AS achieves a 9.43% return, which is significantly higher than BNDW's 0.24% return.


WINC.AS

1D
0.00%
1M
0.82%
6M
9.67%
YTD
9.43%
1Y
21.61%
3Y*
5Y*
10Y*
ALL TIME*
17.13%

BNDW

1D
-0.18%
1M
-0.67%
6M
-0.09%
YTD
0.24%
1Y
2.74%
3Y*
3.85%
5Y*
-0.09%
10Y*
ALL TIME*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WINC.AS vs. BNDW - Yearly Performance Comparison


2026 (YTD)20252024
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc
9.43%21.56%8.10%
BNDW
Vanguard Total World Bond ETF
0.24%5.02%3.40%

Correlation

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


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2024

0.10

The correlation between WINC.AS and BNDW shifts across timeframes, from 0.10 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

WINC.AS vs. BNDW — Risk / Return Rank

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

WINC.AS
WINC.AS Risk / Return Rank: 8383
Overall Rank
WINC.AS Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
WINC.AS Sortino Ratio Rank: 8686
Sortino Ratio Rank
WINC.AS Omega Ratio Rank: 8080
Omega Ratio Rank
WINC.AS Calmar Ratio Rank: 8181
Calmar Ratio Rank
WINC.AS Martin Ratio Rank: 8686
Martin Ratio Rank

BNDW
BNDW Risk / Return Rank: 2727
Overall Rank
BNDW Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BNDW Sortino Ratio Rank: 2727
Sortino Ratio Rank
BNDW Omega Ratio Rank: 2626
Omega Ratio Rank
BNDW Calmar Ratio Rank: 2828
Calmar Ratio Rank
BNDW Martin Ratio Rank: 2626
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.

WINC.AS vs. BNDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) 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.

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.


WINC.ASBNDWDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.86

Omega ratioGain probability vs. loss probability

1.36

1.14

+0.22

Calmar ratioReturn relative to maximum drawdown

3.15

1.02

+2.13

Martin ratioReturn relative to average drawdown

12.97

2.62

+10.36

WINC.AS vs. BNDW - Sharpe Ratio Comparison

The current WINC.AS Sharpe Ratio is 1.97, which is higher than the BNDW Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of WINC.AS and BNDW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

WINC.AS vs. BNDW - Drawdown Comparison

The maximum WINC.AS drawdown since its inception was -14.81%, smaller than the maximum BNDW drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for WINC.AS and BNDW.


Loading charts...

Drawdown Indicators


WINC.ASBNDWDifference

Max Drawdown

Largest peak-to-trough decline

-14.81%

-17.22%

+2.41%

Max Drawdown (1Y)

Largest decline over 1 year

-6.77%

-2.70%

-4.07%

Max Drawdown (3Y)

Largest decline over 3 years

-4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

Current Drawdown

Current decline from peak

-1.03%

-1.71%

+0.68%

Average Drawdown

Average peak-to-trough decline

-1.45%

-4.92%

+3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.05%

+0.60%

Volatility

WINC.AS vs. BNDW - Volatility Comparison

iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) has a higher volatility of 2.63% compared to Vanguard Total World Bond ETF (BNDW) at 0.95%. This indicates that WINC.AS'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.


Loading charts...

Volatility by Period


WINC.ASBNDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

0.95%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

2.79%

+6.08%

Volatility (1Y)

Calculated over the trailing 1-year period

10.87%

3.39%

+7.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.52%

5.22%

+7.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.52%

4.88%

+7.64%

WINC.AS vs. BNDW - Expense Ratio Comparison

WINC.AS has a 0.35% expense ratio, which is higher than BNDW's 0.05% expense ratio.


Dividends

WINC.AS vs. BNDW - Dividend Comparison

WINC.AS's dividend yield for the trailing twelve months is around 9.88%, more than BNDW's 4.25% yield.


PositionTTM20252024202320222021202020192018
BNDW
Vanguard Total World Bond ETF
4.25%4.12%3.90%3.73%2.02%2.58%1.56%3.05%1.66%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc
9.88%9.38%4.88%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WINC.AS and BNDW 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 fees, BNDW is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BNDW is cheaper with a 0.05% expense ratio, compared with 0.35% for WINC.AS.

WINC.AS is categorized as Global Equity Income, while BNDW is Global Bonds. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.35% for WINC.AS and 0.05% for BNDW.

Portfolio Optimizer

Find the right allocation for WINC.AS and BNDW

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

Open Portfolio Optimizer