BWX vs RYLD

Comparison between SPDR(R) BLOOMBERG INTERNATIONAL TREASURY BOND ETF (BWX, ETF) and GLOBAL X RUSSELL 2000 COVERED CALL ETF (RYLD, ETF).

5-Year PerformanceRYLD has outperformed BWX, delivering a return of +3.3% compared to -4.2%

BWX vs RYLD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BWX(ETF)	RYLD(ETF)
Net Assets	$1.30B	$1.40B
Expense Ratio	0.35%	0.60%
Max Drawdown	35.95%	48.37%
Sharpe Ratio	-0.81	1.76
5Y Beta	0.03	0.72
5Y Dividends CAGR	12.61%	-7.60%

Net Assets

BWX

$1.30B

Winner

RYLD

$1.40B

Expense Ratio

Winner

BWX

0.35%

RYLD

0.60%

Max Drawdown

Winner

BWX

35.95%

RYLD

48.37%

Sharpe Ratio

BWX

-0.81

Winner

RYLD

1.76

5Y Beta

Winner

BWX

0.03

RYLD

0.72

5Y Dividends CAGR

Winner

BWX

12.61%

RYLD

-7.60%

BWX vs RYLD - Historical Returns

Returns include dividend reinvestment.

Period	BWX	RYLD
1 month	+1.09%	+2.45%
3 months	-1.54%	+7.16%
6 months	-2.45%	+10.23%
1 year	-2.81%	+24.01%
5 years(CAGR)	-4.19%	+3.30%
10 years(CAGR)	-1.41%	N/A
Max(CAGR)	+0.52%	+6.03%

BWX

+1.09%

Winner

RYLD

+2.45%

BWX

-1.54%

Winner

RYLD

+7.16%

BWX

-2.45%

Winner

RYLD

+10.23%

BWX

-2.81%

Winner

RYLD

+24.01%

5Y(CAGR)

BWX

-4.19%

Winner

RYLD

+3.30%

10Y(CAGR)

BWX

-1.41%

RYLD

N/A

Max(CAGR)

BWX

+0.52%

Winner

RYLD

+6.03%

BWX vs RYLD - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	BWX	RYLD
2026	-1.42%	+13.08%
2025	+8.27%	+5.55%
2024	-5.03%	+10.31%
2023	+5.34%	+0.38%
2022	-18.75%	-13.44%
2021	-9.16%	+23.31%
2020	+9.62%	-0.35%
2019	+5.62%	+8.91%
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 RYLD 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 RYLD was -41.52%, occurring on Mar 18, 2020. Recovery took 223 trading sessions.

The current BWX drawdown is -23.77%. The current RYLD drawdown is -0.06%.

Rank	BWX	RYLD
#1	-34.05% Jan 5, 2021 - Oct 20, 2022	-41.52% Feb 20, 2020 - Jan 7, 2021
#2	-23.01% Mar 14, 2008 - Sep 8, 2009	-21.36% Nov 19, 2021 - Jan 5, 2026
#3	-15.41% Jul 1, 2014 - Mar 3, 2020	-6.30% Feb 26, 2026 - May 1, 2026
#4	-13.37% Mar 9, 2020 - Jul 27, 2020	-5.29% Jul 30, 2019 - Oct 28, 2019
#5	-12.97% Dec 1, 2009 - Oct 1, 2010	-4.66% Jan 16, 2020 - Feb 13, 2020
#6	-9.13% Oct 17, 2012 - May 6, 2014	-4.46% Apr 28, 2021 - May 24, 2021
#7	-8.63% Nov 4, 2010 - Apr 27, 2011	-4.23% Jul 1, 2021 - Aug 11, 2021
#8	-8.10% Aug 23, 2011 - Sep 11, 2012	-4.21% Mar 22, 2021 - Apr 1, 2021
#9	-4.57% Nov 26, 2007 - Jan 14, 2008	-4.08% May 3, 2019 - Jun 13, 2019
#10	-3.41% May 2, 2011 - Jun 3, 2011	-3.68% Mar 1, 2021 - Mar 10, 2021
#11	-3.37% Jun 7, 2011 - Aug 9, 2011	-2.73% Aug 12, 2021 - Aug 27, 2021
#12	-2.68% Oct 14, 2010 - Nov 4, 2010	-2.61% Jan 22, 2026 - Feb 9, 2026
#13	-1.78% Aug 6, 2020 - Oct 21, 2020	-2.60% Jan 22, 2021 - Feb 3, 2021
#14	-1.69% Oct 8, 2009 - Nov 9, 2009	-2.05% Feb 24, 2021 - Mar 1, 2021
#15	-1.47% Feb 1, 2008 - Feb 27, 2008	-2.04% Apr 16, 2021 - Apr 23, 2021

Correlation

Correlation between BWX and RYLD is -0.35 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.35

-101

Dividend Comparison (2007 - 2026)

BWX vs RYLD dividend yield comparison.

Year	BWX	RYLD
2026	1.39%	6.75%
2025	2.19%	12.00%
2024	1.99%	12.03%
2023	1.62%	12.64%
2022	1.23%	13.49%
2021	0.93%	12.35%
2020	0.95%	10.76%
2019	1.16%	6.43%
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%