GLOV vs BWX

Comparison between GOLDMAN SACHS ACTIVEBETA(R) WORLD LOW VOL PLUS EQUITY ETF (GLOV, ETF) and SPDR(R) BLOOMBERG INTERNATIONAL TREASURY BOND ETF (BWX, ETF).

GLOV vs BWX - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GLOV(ETF)	BWX(ETF)
Net Assets	$1.50B	$1.50B
Expense Ratio	0.15%	0.35%
Max Drawdown	18.80%	35.95%
Sharpe Ratio	1.11	-0.77
5Y Beta	0.58	0.01
P/E Ratio	24.28	N/A
Forward P/E	19.09	N/A
PEG Ratio	0.19	N/A
5Y Dividends CAGR	N/A	13.39%
5Y EPS CAGR	19.30%	N/A
Debt to Equity	327.53%	N/A
P/S Ratio	1.85	N/A
P/B Ratio	4.40	N/A

Net Assets

GLOV

$1.50B

BWX

$1.50B

Expense Ratio

Winner

GLOV

0.15%

BWX

0.35%

Max Drawdown

Winner

GLOV

18.80%

BWX

35.95%

Sharpe Ratio

Winner

GLOV

1.11

BWX

-0.77

5Y Beta

GLOV

0.58

Winner

BWX

0.01

P/E Ratio

GLOV

24.28

BWX

N/A

Forward P/E

GLOV

19.09

BWX

N/A

PEG Ratio

GLOV

0.19

BWX

N/A

5Y Dividends CAGR

GLOV

N/A

BWX

13.39%

5Y EPS CAGR

GLOV

19.30%

BWX

N/A

Debt to Equity

GLOV

327.53%

BWX

N/A

P/S Ratio

GLOV

1.85

BWX

N/A

P/B Ratio

GLOV

4.40

BWX

N/A

GLOV vs BWX - Historical Returns

Returns include dividend reinvestment.

Period	GLOV	BWX
1 month	+2.42%	-0.70%
3 months	+5.81%	+0.02%
6 months	+8.62%	-1.37%
1 year	+17.40%	-3.77%
5 years(CAGR)	N/A	-4.44%
10 years(CAGR)	N/A	-1.26%
Max(CAGR)	+11.69%	+0.52%

Winner

GLOV

+2.42%

BWX

-0.70%

Winner

GLOV

+5.81%

BWX

+0.02%

Winner

GLOV

+8.62%

BWX

-1.37%

Winner

GLOV

+17.40%

BWX

-3.77%

5Y(CAGR)

GLOV

N/A

BWX

-4.44%

10Y(CAGR)

GLOV

N/A

BWX

-1.26%

Max(CAGR)

Winner

GLOV

+11.69%

BWX

+0.52%

GLOV vs BWX - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	GLOV	BWX
2026	+2.79%	-1.46%
2025	+18.96%	+8.27%
2024	+15.96%	-5.03%
2023	+16.40%	+5.34%
2022	-6.17%	-18.75%
2021	N/A	-9.16%
2020	N/A	+9.62%
2019	N/A	+5.62%
2018	N/A	-2.40%
2017	N/A	+11.31%
2016	N/A	+0.66%
2015	N/A	-6.28%
2014	N/A	-1.91%
2013	N/A	-3.28%
2012	N/A	+4.56%
2011	N/A	+4.00%
2010	N/A	+3.73%
2009	N/A	+6.31%
2008	N/A	+3.55%
2007	N/A	+3.97%

GLOV vs BWX Drawdown Comparison

The maximum drawdown for GLOV was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.

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

The current BWX drawdown is -23.81%.

Rank	GLOV	BWX
#1	-17.78% Mar 29, 2022 - Jul 13, 2023	-34.05% Jan 5, 2021 - Oct 20, 2022
#2	-9.97% Feb 13, 2025 - May 2, 2025	-23.01% Mar 14, 2008 - Sep 8, 2009
#3	-7.71% Jul 25, 2023 - Nov 22, 2023	-15.41% Jul 1, 2014 - Mar 3, 2020
#4	-5.68% Dec 5, 2024 - Feb 11, 2025	-13.37% Mar 9, 2020 - Jul 27, 2020
#5	-4.68% Jul 17, 2024 - Aug 15, 2024	-12.97% Dec 1, 2009 - Oct 1, 2010
#6	-4.67% Mar 28, 2024 - Jun 12, 2024	-9.13% Oct 17, 2012 - May 6, 2014
#7	-3.36% Oct 18, 2024 - Nov 7, 2024	-8.63% Nov 4, 2010 - Apr 27, 2011
#8	-2.77% Nov 12, 2025 - Nov 26, 2025	-8.10% Aug 23, 2011 - Sep 11, 2012
#9	-2.75% Nov 7, 2024 - Nov 29, 2024	-4.57% Nov 26, 2007 - Jan 14, 2008
#10	-2.26% Jul 23, 2025 - Aug 12, 2025	-3.41% May 2, 2011 - Jun 3, 2011
#11	-2.04% Aug 30, 2024 - Sep 13, 2024	-3.37% Jun 7, 2011 - Aug 9, 2011
#12	-1.92% Oct 6, 2025 - Oct 27, 2025	-2.68% Oct 14, 2010 - Nov 4, 2010
#13	-1.80% Jan 12, 2026 - Jan 26, 2026	-1.78% Aug 6, 2020 - Oct 21, 2020
#14	-1.72% Jul 3, 2025 - Jul 23, 2025	-1.69% Oct 8, 2009 - Nov 9, 2009
#15	-1.71% Oct 27, 2025 - Nov 11, 2025	-1.47% Feb 1, 2008 - Feb 27, 2008

Correlation

Correlation between GLOV and BWX is 0.52 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.52

-101

Dividend Comparison (2007 - 2026)

GLOV vs BWX dividend yield comparison.

Year	GLOV	BWX
2026	0.00%	0.97%
2025	1.74%	2.19%
2024	1.75%	1.99%
2023	2.06%	1.62%
2022	1.73%	1.23%
2021	0.00%	0.93%
2020	0.00%	0.95%
2019	0.00%	1.16%
2018	0.00%	1.07%
2017	0.00%	0.46%
2014	0.00%	1.77%
2013	0.00%	1.88%
2012	0.00%	1.80%
2011	0.00%	3.35%
2010	0.00%	1.08%
2009	0.00%	0.87%
2008	0.00%	2.98%
2007	0.00%	0.59%