BWX vs GSWO

Comparison between SPDR Bloomberg International Treasury Bond ETF (BWX, ETF) and Goldman Sachs ActiveBeta World Low Vol Plus Equity ETF (GSWO, ETF).

BWX vs GSWO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BWX(ETF)	GSWO(ETF)
Net Assets	$1.50B	$1.50B
Expense Ratio	0.35%	0.25%
Max Drawdown	35.95%	18.80%
Sharpe Ratio	-0.45	1.52
5Y Beta	0.00	0.62
P/E Ratio	N/A	25.97
Forward P/E	N/A	20.29
PEG Ratio	N/A	0.48
5Y Dividends CAGR	14.53%	N/A
5Y EPS CAGR	N/A	26.41%
Debt to Equity	N/A	28.65%
P/S Ratio	N/A	3.00
P/B Ratio	N/A	5.04

Net Assets

BWX

$1.50B

GSWO

$1.50B

Expense Ratio

BWX

0.35%

Winner

GSWO

0.25%

Max Drawdown

BWX

35.95%

Winner

GSWO

18.80%

Sharpe Ratio

BWX

-0.45

Winner

GSWO

1.52

5Y Beta

Winner

BWX

0.00

GSWO

0.62

P/E Ratio

BWX

N/A

GSWO

25.97

Forward P/E

BWX

N/A

GSWO

20.29

PEG Ratio

BWX

N/A

GSWO

0.48

5Y Dividends CAGR

BWX

14.53%

GSWO

N/A

5Y EPS CAGR

BWX

N/A

GSWO

26.41%

Debt to Equity

BWX

N/A

GSWO

28.65%

P/S Ratio

BWX

N/A

GSWO

3.00

P/B Ratio

BWX

N/A

GSWO

5.04

BWX vs GSWO - Historical Returns

Returns include dividend reinvestment.

Period	BWX	GSWO
1 month	+0.83%	+6.94%
3 months	-1.35%	+4.55%
6 months	+0.05%	+11.85%
1 year	+1.04%	+21.75%
5 years(CAGR)	-4.05%	+12.54%
10 years(CAGR)	-1.01%	N/A
Max(CAGR)	+0.62%	+12.54%

BWX

+0.83%

Winner

GSWO

+6.94%

BWX

-1.35%

Winner

GSWO

+4.55%

BWX

+0.05%

Winner

GSWO

+11.85%

BWX

+1.04%

Winner

GSWO

+21.75%

5Y(CAGR)

BWX

-4.05%

Winner

GSWO

+12.54%

10Y(CAGR)

BWX

-1.01%

GSWO

N/A

Max(CAGR)

BWX

+0.62%

Winner

GSWO

+12.54%

BWX vs GSWO - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	BWX	GSWO
2026	+0.35%	+9.11%
2025	+8.27%	+18.96%
2024	-5.03%	+15.96%
2023	+5.34%	+16.40%
2022	-18.75%	-6.17%
2021	-9.16%	N/A
2020	+9.62%	N/A
2019	+5.62%	N/A
2018	-2.40%	N/A
2017	+11.31%	N/A
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 GSWO 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 GSWO was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.

The current BWX drawdown is -22.40%.

Rank	BWX	GSWO
#1	-34.05% Jan 5, 2021 - Oct 20, 2022	-17.78% Mar 29, 2022 - Jul 13, 2023
#2	-23.01% Mar 14, 2008 - Sep 8, 2009	-9.97% Feb 13, 2025 - May 2, 2025
#3	-15.41% Jul 1, 2014 - Mar 3, 2020	-8.93% Feb 25, 2026 - Apr 15, 2026
#4	-13.37% Mar 9, 2020 - Jul 27, 2020	-7.71% Jul 25, 2023 - Nov 22, 2023
#5	-12.97% Dec 1, 2009 - Oct 1, 2010	-5.68% Dec 5, 2024 - Feb 11, 2025
#6	-9.13% Oct 17, 2012 - May 6, 2014	-4.68% Jul 17, 2024 - Aug 15, 2024
#7	-8.63% Nov 4, 2010 - Apr 27, 2011	-4.67% Mar 28, 2024 - Jun 12, 2024
#8	-8.10% Aug 23, 2011 - Sep 11, 2012	-3.36% Oct 18, 2024 - Nov 7, 2024
#9	-4.57% Nov 26, 2007 - Jan 14, 2008	-2.77% Nov 12, 2025 - Nov 26, 2025
#10	-3.41% May 2, 2011 - Jun 3, 2011	-2.75% Nov 7, 2024 - Nov 29, 2024
#11	-3.37% Jun 7, 2011 - Aug 9, 2011	-2.26% Jul 23, 2025 - Aug 12, 2025
#12	-2.68% Oct 14, 2010 - Nov 4, 2010	-2.04% Aug 30, 2024 - Sep 13, 2024
#13	-1.78% Aug 6, 2020 - Oct 21, 2020	-1.92% Oct 6, 2025 - Oct 27, 2025
#14	-1.69% Oct 8, 2009 - Nov 9, 2009	-1.80% Jan 12, 2026 - Jan 26, 2026
#15	-1.47% Feb 1, 2008 - Feb 27, 2008	-1.72% Jul 3, 2025 - Jul 23, 2025

Correlation

Correlation between BWX and GSWO is 0.53 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.53

-101

Dividend Comparison (2007 - 2026)

BWX vs GSWO dividend yield comparison.

Year	BWX	GSWO
2026	0.75%	0.30%
2025	2.19%	1.74%
2024	1.99%	1.75%
2023	1.62%	2.06%
2022	1.23%	1.73%
2021	0.93%	0.00%
2020	0.95%	0.00%
2019	1.16%	0.00%
2018	1.07%	0.00%
2017	0.46%	0.00%
2014	1.77%	0.00%
2013	1.88%	0.00%
2012	1.80%	0.00%
2011	3.35%	0.00%
2010	1.08%	0.00%
2009	0.87%	0.00%
2008	2.98%	0.00%
2007	0.59%	0.00%