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WIP vs. BNDW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WIP and BNDW is 0.07, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

WIP vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
4.22%
11.39%
WIP
BNDW

Key characteristics

Sharpe Ratio

WIP:

0.54

BNDW:

1.55

Sortino Ratio

WIP:

0.84

BNDW:

2.30

Omega Ratio

WIP:

1.10

BNDW:

1.28

Calmar Ratio

WIP:

0.26

BNDW:

0.61

Martin Ratio

WIP:

1.19

BNDW:

5.75

Ulcer Index

WIP:

4.57%

BNDW:

1.16%

Daily Std Dev

WIP:

10.11%

BNDW:

4.26%

Max Drawdown

WIP:

-29.59%

BNDW:

-17.22%

Current Drawdown

WIP:

-13.25%

BNDW:

-4.40%

Returns By Period

In the year-to-date period, WIP achieves a 8.41% return, which is significantly higher than BNDW's 2.10% return.


WIP

YTD

8.41%

1M

3.93%

6M

3.52%

1Y

5.95%

5Y*

1.34%

10Y*

0.22%

BNDW

YTD

2.10%

1M

1.23%

6M

1.95%

1Y

7.21%

5Y*

-0.31%

10Y*

N/A

*Annualized

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WIP vs. BNDW - Expense Ratio Comparison

WIP has a 0.50% expense ratio, which is higher than BNDW's 0.06% expense ratio.


Expense ratio chart for WIP: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WIP: 0.50%
Expense ratio chart for BNDW: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BNDW: 0.06%

Risk-Adjusted Performance

WIP vs. BNDW — Risk-Adjusted Performance Rank

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

WIP
The Risk-Adjusted Performance Rank of WIP is 5151
Overall Rank
The Sharpe Ratio Rank of WIP is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of WIP is 5757
Sortino Ratio Rank
The Omega Ratio Rank of WIP is 5151
Omega Ratio Rank
The Calmar Ratio Rank of WIP is 4242
Calmar Ratio Rank
The Martin Ratio Rank of WIP is 4545
Martin Ratio Rank

BNDW
The Risk-Adjusted Performance Rank of BNDW is 8585
Overall Rank
The Sharpe Ratio Rank of BNDW is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDW is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BNDW is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BNDW is 6868
Calmar Ratio Rank
The Martin Ratio Rank of BNDW is 8686
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.

WIP vs. BNDW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) 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.


The chart of Sharpe ratio for WIP, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.00
WIP: 0.54
BNDW: 1.55
The chart of Sortino ratio for WIP, currently valued at 0.84, compared to the broader market-2.000.002.004.006.008.00
WIP: 0.84
BNDW: 2.30
The chart of Omega ratio for WIP, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
WIP: 1.10
BNDW: 1.28
The chart of Calmar ratio for WIP, currently valued at 0.26, compared to the broader market0.002.004.006.008.0010.0012.00
WIP: 0.26
BNDW: 0.61
The chart of Martin ratio for WIP, currently valued at 1.19, compared to the broader market0.0020.0040.0060.00
WIP: 1.19
BNDW: 5.75

The current WIP Sharpe Ratio is 0.54, which is lower than the BNDW Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of WIP 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
0.54
1.55
WIP
BNDW

Dividends

WIP vs. BNDW - Dividend Comparison

WIP's dividend yield for the trailing twelve months is around 5.60%, more than BNDW's 3.95% yield.


TTM20242023202220212020201920182017201620152014
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
5.60%6.06%6.54%11.15%4.63%1.59%2.46%4.05%1.91%1.27%1.14%2.56%
BNDW
Vanguard Total World Bond ETF
3.95%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%0.00%

Drawdowns

WIP vs. BNDW - Drawdown Comparison

The maximum WIP drawdown since its inception was -29.59%, which is greater than BNDW's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for WIP and BNDW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-13.25%
-4.40%
WIP
BNDW

Volatility

WIP vs. BNDW - Volatility Comparison

SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) has a higher volatility of 4.49% compared to Vanguard Total World Bond ETF (BNDW) at 1.51%. This indicates that WIP'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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
4.49%
1.51%
WIP
BNDW