NYSEArca - Delayed Quote USD

SPDR Bloomberg International Treasury Bond ETF (BWX)

21.65 +0.05 (+0.23%)
At close: April 23 at 4:00 PM EDT

ETF Summary

The fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index and in securities that the Adviser determines have economic characteristics that are substantially identical to the economic characteristics of the securities that comprise the index. The index is designed to track the fixed-rate local currency sovereign debt of investment grade countries outside the United States. It is non-diversified.

Risk Overview

Performance & Risk

YTD Return -6.36%
5y Average Return -3.71%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.44
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
BWXCategory AverageBWXCategory AverageBWXCategory Average
Alpha -2.67 -0.6 -2.79 -0.88 -3.31 -1.74
BETA 1.44 1.07 1.41 1.08 1.36 1.05
Mean Annual Return -0.6 -0.27 -0.24 -0.04 -0.13 -0.01
R-squared 87.03 81.93 79.76 64.64 61.7 50.47
Standard Deviation 11.18 8.66 9.66 8.37 8.29 7.27
Sharpe Ratio -0.91 -0.72 -0.52 -0.31 -0.37 -0.21
Treynor Ratio -7.27 -5.95 -3.88 -2.66 -2.5 -1.82

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