BWZ vs FTSD

Comparison between SPDR(R) BLOOMBERG SHORT TERM INTERNATIONAL TREASURY BOND ETF (BWZ, ETF) and FRANKLIN SHORT DURATION U.S. GOVERNMENT ETF (FTSD, ETF).

5-Year PerformanceFTSD has outperformed BWZ, delivering a return of +2.5% compared to -1.8%

BWZ vs FTSD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BWZ(ETF)	FTSD(ETF)
Net Assets	$294M	$294M
Expense Ratio	0.35%	0.25%
Max Drawdown	38.33%	11.76%
Sharpe Ratio	-0.97	-0.05
5Y Beta	0.01	-0.02
5Y Dividends CAGR	128.38%	29.80%

Net Assets

Winner

BWZ

$294M

FTSD

$294M

Expense Ratio

BWZ

0.35%

Winner

FTSD

0.25%

Max Drawdown

BWZ

38.33%

Winner

FTSD

11.76%

Sharpe Ratio

BWZ

-0.97

Winner

FTSD

-0.05

5Y Beta

BWZ

0.01

Winner

FTSD

-0.02

5Y Dividends CAGR

Winner

BWZ

128.38%

FTSD

29.80%

BWZ vs FTSD - Historical Returns

Returns include dividend reinvestment.

Period	BWZ	FTSD
1 month	-0.12%	+0.06%
3 months	-1.80%	+0.29%
6 months	-3.22%	+1.00%
1 year	-2.99%	+3.74%
5 years(CAGR)	-1.76%	+2.54%
10 years(CAGR)	-0.52%	+2.06%
Max(CAGR)	-0.29%	+1.78%

BWZ

-0.12%

Winner

FTSD

+0.06%

BWZ

-1.80%

Winner

FTSD

+0.29%

BWZ

-3.22%

Winner

FTSD

+1.00%

BWZ

-2.99%

Winner

FTSD

+3.74%

5Y(CAGR)

BWZ

-1.76%

Winner

FTSD

+2.54%

10Y(CAGR)

BWZ

-0.52%

Winner

FTSD

+2.06%

Max(CAGR)

BWZ

-0.29%

Winner

FTSD

+1.78%

BWZ vs FTSD - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	BWZ	FTSD
2026	-1.66%	+1.03%
2025	+10.88%	+5.70%
2024	-4.53%	+5.20%
2023	+3.85%	+4.83%
2022	-10.17%	-3.10%
2021	-6.90%	-0.87%
2020	+6.74%	+3.00%
2019	+1.29%	+2.64%
2018	-3.82%	+1.64%
2017	+10.82%	+0.92%
2016	-1.22%	+0.90%
2015	-6.54%	+0.68%
2014	-9.36%	+0.77%
2013	-2.29%	+0.38%
2012	+2.23%	N/A
2011	-0.77%	N/A
2010	+0.98%	N/A
2009	+12.97%	N/A

BWZ vs FTSD Drawdown Comparison

The maximum drawdown for BWZ was -34.22%, occurring on Sep 27, 2022. This drawdown has not yet recovered.

The maximum drawdown for FTSD was -5.32%, occurring on Oct 20, 2022. Recovery took 718 trading sessions.

The current BWZ drawdown is -23.54%. The current FTSD drawdown is -0.25%.

Rank	BWZ	FTSD
#1	-34.22% Aug 29, 2011 - Sep 27, 2022	-5.32% Feb 5, 2021 - Dec 13, 2023
#2	-13.70% Dec 1, 2009 - Nov 4, 2010	-0.96% Mar 6, 2020 - Apr 9, 2020
#3	-6.59% Nov 4, 2010 - Jan 26, 2011	-0.93% Apr 8, 2025 - Jun 4, 2025
#4	-5.56% Feb 9, 2009 - Mar 18, 2009	-0.87% Oct 3, 2016 - Jan 23, 2017
#5	-5.06% Jan 26, 2011 - Apr 26, 2011	-0.86% Jun 21, 2016 - Sep 30, 2016
#6	-3.58% May 2, 2011 - Jul 29, 2011	-0.76% Aug 3, 2015 - Jan 29, 2016
#7	-3.43% Jun 2, 2009 - Jul 20, 2009	-0.60% May 29, 2018 - Aug 10, 2018
#8	-2.51% Mar 19, 2009 - May 4, 2009	-0.57% Jan 29, 2016 - May 13, 2016
#9	-2.22% Oct 14, 2009 - Nov 11, 2009	-0.56% Jan 23, 2015 - Apr 30, 2015
#10	-2.20% Jul 29, 2011 - Aug 29, 2011	-0.51% Dec 27, 2017 - May 23, 2018
#11	-2.14% Sep 18, 2009 - Oct 14, 2009	-0.50% Dec 31, 2018 - Feb 20, 2019
#12	-1.88% Aug 4, 2009 - Aug 25, 2009	-0.49% Feb 24, 2017 - Apr 18, 2017
#13	-1.52% Feb 3, 2009 - Feb 9, 2009	-0.46% Jul 30, 2020 - Dec 29, 2020
#14	-1.10% May 22, 2009 - Jun 1, 2009	-0.45% Mar 6, 2026 - Apr 6, 2026
#15	-1.05% Nov 11, 2009 - Nov 25, 2009	-0.43% Apr 4, 2024 - May 2, 2024

Correlation

Correlation between BWZ and FTSD is -0.40 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.40

-101

Dividend Comparison (2009 - 2026)

BWZ vs FTSD dividend yield comparison.

Year	BWZ	FTSD
2026	1.06%	2.10%
2025	2.05%	4.67%
2024	2.47%	4.75%
2023	1.63%	4.14%
2022	0.44%	1.73%
2021	0.60%	1.01%
2020	0.13%	1.54%
2019	0.43%	2.90%
2018	1.10%	2.63%
2017	0.40%	2.24%
2016	0.13%	1.92%
2015	0.06%	1.52%
2014	0.19%	1.91%
2013	0.09%	0.27%
2012	0.01%	0.00%
2011	3.53%	0.00%
2010	0.19%	0.00%
2009	1.61%	0.00%