Vanguard Total World Bond ETF

10-Year Study

BNDW.US · · US · ETF

Executive Summary: Vanguard Total World Bond ETF has compounded at 1.9% annually over the last 10 years, with a maximum drawdown of 15.9% and an annualized volatility of 5.9%.

1Y CAGR
+3.0%
3Y CAGR
+3.8%
5Y CAGR
+0.2%
10Y CAGR
+1.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
15.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +8.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.41.3-2.30.4————————-0.1%
20250.41.6-0.61.0-0.41.0-0.10.60.80.80.2-0.45.0%
2024-0.5-0.91.0-1.91.00.82.21.01.3-1.71.4-1.22.4%
20232.8-2.12.60.4-0.5-0.2-0.2-0.2-2.1-0.93.93.57.2%
2022-1.7-1.2-2.5-3.50.1-1.62.8-3.3-3.6-0.53.3-1.7-12.9%
2021-0.8-1.7-0.40.20.10.71.3-0.4-1.0-0.30.7-0.5-2.1%
20201.91.2-1.71.80.60.61.2-0.80.4-0.20.90.36.2%
20191.10.11.9-0.01.61.40.72.4-0.6-0.1-0.2-0.28.4%
2018—————————-0.30.51.51.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 5.9%. The dominant macroeconomic risk driver is LQD.US, accounting for 46.4% of variance. Idiosyncratic stock-specific factors contribute 3.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-09-0110000
2018-10-019968.348851071689
2018-11-0110021.425393120702
2018-12-0110168.280007723886
2019-01-0110277.253989975736
2019-02-0110284.826758233916
2019-03-0110480.409030232306
2019-04-0110479.435148726816
2019-05-0110645.011795719958
2019-06-0110797.927983141773
2019-07-0110874.663129349932
2019-08-0111140.532780347743
2019-09-0111076.877870221895
2019-10-0111064.083082167055
2019-11-0111041.583061178228
2019-12-0111019.670727304785
2020-01-0111230.95264081403
2020-02-0111362.393061933826
2020-03-0111166.96190947939
2020-04-0111370.587099428265
2020-05-0111441.462165543064
2020-06-0111512.001410449075
2020-07-0111645.893326393027
2020-08-0111547.430547976257
2020-09-0111594.445517206637
2020-10-0111574.497737404605
2020-11-0111674.135890052135
2020-12-0111704.628455810127
2021-01-0111615.652626541629
2021-02-0111414.378185054276
2021-03-0111365.952766746983
2021-04-0111393.238239961043
2021-05-0111408.148701631251
2021-06-0111482.868920586678
2021-07-0111628.883982167892
2021-08-0111587.091032734172
2021-09-0111472.324134630722
2021-10-0111442.99015204305
2021-11-0111520.615224454501
2021-12-0111459.260689608853
2022-01-0111259.161622352261
2022-02-0111126.94881245225
2022-03-0110851.60900336661
2022-04-0110468.403422018118
2022-05-0110477.252310869691
2022-06-0110311.13834994249
2022-07-0110600.49869449505
2022-08-0110252.974116580333
2022-09-019886.761088396539
2022-10-019840.149104616701
2022-11-0110160.505746740437
2022-12-019983.544760769366
2023-01-0110264.96293373408
2023-02-0110045.403027428198
2023-03-0110308.216705426032
2023-04-0110352.125328475118
2023-05-0110302.356625332674
2023-06-0110285.767057618523
2023-07-0110268.13644415713
2023-08-0110251.110308871555
2023-09-0110037.679139626063
2023-10-019950.85256609381
2023-11-0110342.554424024647
2023-12-0110700.539832593127
2024-01-0110649.34388931333
2024-02-0110553.500516325108
2024-03-0110656.967030752827
2024-04-0110454.265349128125
2024-05-0110558.000520522874
2024-06-0110641.233807121089
2024-07-0110875.032532679603
2024-08-0110989.21174366767
2024-09-0111134.252923743397
2024-10-0110945.00088153067
2024-11-0111093.450646875603
2024-12-0110959.474775629455
2025-01-0111001.267725063177
2025-02-0111179.420876325443
2025-03-0111116.689474523764
2025-04-0111231.741820654684
2025-05-0111183.937671583648
2025-06-0111292.726952170664
2025-07-0111277.111265962001
2025-08-0111346.643047241649
2025-09-0111440.421119795821
2025-10-0111532.654414789567
2025-11-0111556.36339213003
2025-12-0111509.633870927119
2026-01-0111554.801823509164
2026-02-0111708.087414260646
2026-03-0111443.728958702386
2026-04-0111493.480870784393
Annual Return Matrix
YearAnnual Return
20190.08373006240329484
20200.06215773097540378
2021-0.02096331097801518
2022-0.1287793313034279
20230.07181768490097973
20240.024198306542220216
20250.05019940339851425
2026-0.0014034330130626715
Total Factor Risk
0.059067160530708006
VTI.US Exposure
-0.09963798404537234
VEA.US Exposure
0.01034081121719959
VWO.US Exposure
-0.019143502243596216
QQQ.US Exposure
0.1159903360279881
VTV.US Exposure
0.04674505805518837
IJR.US Exposure
0.01189971914231535
QUAL.US Exposure
-0.026150227123653023
SHV.US Exposure
0.2869526005048035
TLT.US Exposure
0.056925541658338255
LQD.US Exposure
0.4636527905685725
HYG.US Exposure
0.018895626006398696
GLD.US Exposure
0.017589560471769804
USO.US Exposure
0.02378793523994695
VNQ.US Exposure
0.008780199226742707
BTC-USD.CC Exposure
0.007531717710862883
CPER.US Exposure
-0.0056170209785168556
VIX.INDX Exposure
-0.007217500884479436
UUP.US Exposure
-0.011530921541353148
TIP.US Exposure
0.06328910153596559
Idiosyncratic Exposure
0.03691615945087881
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
5.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$63
Avg Yield on Cost
0.63%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$62.660.63%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.81
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard Total World Bond ETF a high-risk investment?

Vanguard Total World Bond ETF (BNDW.US) has an annualized volatility of 5.9% and experienced a maximum drawdown of 15.9% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of BNDW.US?

Over the past 10 years, BNDW.US has generated a Compound Annual Growth Rate (CAGR) of 1.9%. It has had a positive return in 63% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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