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BWX vs FLQM

Comparison between SPDR(R) BLOOMBERG INTERNATIONAL TREASURY BOND ETF (BWX, ETF) and FRANKLIN U.S. MID CAP MULTIFACTOR INDEX ETF (FLQM, ETF).

5-Year PerformanceFLQM has outperformed BWX, delivering a return of +7.1% compared to -4.4%

BWX vs FLQM - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
BWX
$1.50B
FLQM
$1.50B
Expense Ratio
BWX
0.35%
Winner
FLQM
0.30%
Max Drawdown
Winner
BWX
35.95%
FLQM
37.41%
Sharpe Ratio
BWX
-0.77
Winner
FLQM
0.49
5Y Beta
Winner
BWX
0.01
FLQM
0.74
P/E Ratio
BWX
N/A
FLQM
19.01
Forward P/E
BWX
N/A
FLQM
14.85
PEG Ratio
BWX
N/A
FLQM
0.14
5Y Dividends CAGR
BWX
13.39%
Winner
FLQM
18.54%
5Y EPS CAGR
BWX
N/A
FLQM
13.70%
Debt to Equity
BWX
N/A
FLQM
-40.27%
P/S Ratio
BWX
N/A
FLQM
1.45
P/B Ratio
BWX
N/A
FLQM
3.43

BWX vs FLQM - Historical Returns

Returns include dividend reinvestment.

1M
BWX
-0.70%
Winner
FLQM
+4.23%
3M
BWX
+0.02%
Winner
FLQM
+5.92%
6M
BWX
-1.37%
Winner
FLQM
+2.54%
1Y
BWX
-3.77%
Winner
FLQM
+8.97%
5Y(CAGR)
BWX
-4.44%
Winner
FLQM
+7.13%
10Y(CAGR)
BWX
-1.26%
Winner
FLQM
+10.92%
Max(CAGR)
BWX
+0.52%
Winner
FLQM
+10.92%

BWX vs FLQM - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearBWXFLQM
2026-1.46%+3.12%
2025+8.27%+5.53%
2024-5.03%+14.77%
2023+5.34%+17.70%
2022-18.75%-12.00%
2021-9.16%+30.56%
2020+9.62%+15.29%
2019+5.62%+28.84%
2018-2.40%-4.18%
2017+11.31%+10.32%
2016+0.66%N/A
2015-6.28%N/A
2014-1.91%N/A
2013-3.28%N/A
2012+4.56%N/A
2011+4.00%N/A
2010+3.73%N/A
2009+6.31%N/A
2008+3.55%N/A
2007+3.97%N/A

BWX vs FLQM Drawdown Comparison

The maximum drawdown for BWX was -34.05%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The maximum drawdown for FLQM was -37.25%, occurring on Mar 23, 2020. Recovery took 137 trading sessions.

The current BWX drawdown is -23.81%. The current FLQM drawdown is -0.55%.

RankBWXFLQM
#1-34.05%
Jan 5, 2021 - Oct 20, 2022
-37.25%
Feb 19, 2020 - Sep 2, 2020
#2-23.01%
Mar 14, 2008 - Sep 8, 2009
-22.51%
Dec 31, 2021 - Dec 14, 2023
#3-15.41%
Jul 1, 2014 - Mar 3, 2020
-19.70%
Nov 25, 2024 - Jan 6, 2026
#4-13.37%
Mar 9, 2020 - Jul 27, 2020
-17.73%
Sep 25, 2018 - Mar 29, 2019
#5-12.97%
Dec 1, 2009 - Oct 1, 2010
-7.76%
Sep 2, 2020 - Oct 9, 2020
#6-9.13%
Oct 17, 2012 - May 6, 2014
-7.56%
Feb 6, 2026 - Mar 27, 2026
#7-8.63%
Nov 4, 2010 - Apr 27, 2011
-7.14%
Jan 25, 2018 - Jun 13, 2018
#8-8.10%
Aug 23, 2011 - Sep 11, 2012
-6.80%
Jul 24, 2019 - Oct 28, 2019
#9-4.57%
Nov 26, 2007 - Jan 14, 2008
-6.72%
Mar 28, 2024 - Jul 16, 2024
#10-3.41%
May 2, 2011 - Jun 3, 2011
-6.62%
May 3, 2019 - Jul 3, 2019
#11-3.37%
Jun 7, 2011 - Aug 9, 2011
-6.23%
Sep 2, 2021 - Nov 3, 2021
#12-2.68%
Oct 14, 2010 - Nov 4, 2010
-5.85%
Nov 16, 2021 - Dec 27, 2021
#13-1.78%
Aug 6, 2020 - Oct 21, 2020
-5.38%
Oct 12, 2020 - Nov 5, 2020
#14-1.69%
Oct 8, 2009 - Nov 9, 2009
-5.37%
Jul 31, 2024 - Aug 21, 2024
#15-1.47%
Feb 1, 2008 - Feb 27, 2008
-4.51%
Feb 12, 2021 - Mar 11, 2021

Correlation

Correlation between BWX and FLQM is -0.58 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.58
-101

Dividend Comparison (2007 - 2026)

BWX vs FLQM dividend yield comparison.

YearBWXFLQM
20260.97%0.22%
20252.19%1.49%
20241.99%1.28%
20231.62%1.27%
20221.23%1.33%
20210.93%1.05%
20200.95%1.10%
20191.16%1.37%
20181.07%1.42%
20170.46%1.15%
20141.77%0.00%
20131.88%0.00%
20121.80%0.00%
20113.35%0.00%
20101.08%0.00%
20090.87%0.00%
20082.98%0.00%
20070.59%0.00%

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