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

Correlation

The correlation between WIP and HYXU is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

WIP vs. HYXU - 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 iShares International High Yield Bond ETF (HYXU). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%AugustSeptemberOctoberNovemberDecember2025
-5.58%
-2.66%
WIP
HYXU

Key characteristics

Sharpe Ratio

WIP:

-0.65

HYXU:

-0.07

Sortino Ratio

WIP:

-0.87

HYXU:

-0.05

Omega Ratio

WIP:

0.90

HYXU:

0.99

Calmar Ratio

WIP:

-0.29

HYXU:

-0.05

Martin Ratio

WIP:

-1.58

HYXU:

-0.20

Ulcer Index

WIP:

3.87%

HYXU:

2.75%

Daily Std Dev

WIP:

9.38%

HYXU:

7.40%

Max Drawdown

WIP:

-29.59%

HYXU:

-32.45%

Current Drawdown

WIP:

-20.04%

HYXU:

-9.30%

Returns By Period

In the year-to-date period, WIP achieves a -0.08% return, which is significantly higher than HYXU's -0.96% return. Over the past 10 years, WIP has underperformed HYXU with an annualized return of -0.63%, while HYXU has yielded a comparatively higher 1.90% annualized return.


WIP

YTD

-0.08%

1M

-1.57%

6M

-5.58%

1Y

-4.54%

5Y*

-2.78%

10Y*

-0.63%

HYXU

YTD

-0.96%

1M

-2.50%

6M

-2.66%

1Y

0.80%

5Y*

0.70%

10Y*

1.90%

*Annualized

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WIP vs. HYXU - Expense Ratio Comparison

WIP has a 0.50% expense ratio, which is higher than HYXU's 0.40% expense ratio.


WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
Expense ratio chart for WIP: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for HYXU: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

WIP vs. HYXU — 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 22
Overall Rank
The Sharpe Ratio Rank of WIP is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of WIP is 22
Sortino Ratio Rank
The Omega Ratio Rank of WIP is 22
Omega Ratio Rank
The Calmar Ratio Rank of WIP is 33
Calmar Ratio Rank
The Martin Ratio Rank of WIP is 11
Martin Ratio Rank

HYXU
The Risk-Adjusted Performance Rank of HYXU is 88
Overall Rank
The Sharpe Ratio Rank of HYXU is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of HYXU is 88
Sortino Ratio Rank
The Omega Ratio Rank of HYXU is 88
Omega Ratio Rank
The Calmar Ratio Rank of HYXU is 88
Calmar Ratio Rank
The Martin Ratio Rank of HYXU is 99
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. HYXU - 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 iShares International High Yield Bond ETF (HYXU). 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.


Sharpe ratio
The chart of Sharpe ratio for WIP, currently valued at -0.65, compared to the broader market0.002.004.00-0.65-0.07
The chart of Sortino ratio for WIP, currently valued at -0.87, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.87-0.05
The chart of Omega ratio for WIP, currently valued at 0.90, compared to the broader market0.501.001.502.002.503.000.900.99
The chart of Calmar ratio for WIP, currently valued at -0.29, compared to the broader market0.005.0010.0015.00-0.29-0.05
The chart of Martin ratio for WIP, currently valued at -1.58, compared to the broader market0.0020.0040.0060.0080.00100.00-1.58-0.20
WIP
HYXU

The current WIP Sharpe Ratio is -0.65, which is lower than the HYXU Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of WIP and HYXU, 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-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
-0.65
-0.07
WIP
HYXU

Dividends

WIP vs. HYXU - Dividend Comparison

WIP's dividend yield for the trailing twelve months is around 6.06%, more than HYXU's 5.16% yield.


TTM20242023202220212020201920182017201620152014
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
6.06%6.06%6.54%11.15%4.63%1.59%2.49%4.05%1.92%1.26%1.14%2.56%
HYXU
iShares International High Yield Bond ETF
5.16%5.11%3.38%0.61%3.07%1.45%1.19%4.01%0.69%1.50%3.25%4.55%

Drawdowns

WIP vs. HYXU - Drawdown Comparison

The maximum WIP drawdown since its inception was -29.59%, smaller than the maximum HYXU drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for WIP and HYXU. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-20.04%
-9.30%
WIP
HYXU

Volatility

WIP vs. HYXU - Volatility Comparison

SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) has a higher volatility of 3.80% compared to iShares International High Yield Bond ETF (HYXU) at 2.92%. This indicates that WIP's price experiences larger fluctuations and is considered to be riskier than HYXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%AugustSeptemberOctoberNovemberDecember2025
3.80%
2.92%
WIP
HYXU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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