sgov
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 100% |
Performance
Performance Chart
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The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| sgov | 1.75% | 0.35% | 2.15% | 4.82% | 2.74% | N/A |
| Portfolio components: | ||||||
SGOV iShares 0-3 Month Treasury Bond ETF | 1.75% | 0.35% | 2.15% | 4.82% | 2.74% | N/A |
Monthly Returns
The table below presents the monthly returns of sgov, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.36% | 0.33% | 0.33% | 0.36% | 0.35% | 1.75% | |||||||
| 2024 | 0.44% | 0.45% | 0.42% | 0.44% | 0.48% | 0.40% | 0.45% | 0.47% | 0.42% | 0.41% | 0.39% | 0.39% | 5.28% |
| 2023 | 0.32% | 0.36% | 0.43% | 0.34% | 0.42% | 0.47% | 0.41% | 0.49% | 0.43% | 0.44% | 0.46% | 0.44% | 5.12% |
| 2022 | -0.00% | 0.01% | 0.03% | 0.03% | 0.04% | 0.08% | 0.05% | 0.22% | 0.24% | 0.20% | 0.30% | 0.38% | 1.58% |
| 2021 | 0.00% | -0.00% | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.04% |
| 2020 | 0.00% | 0.02% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.05% |
Expense Ratio
sgov has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 100, sgov is among the top 0% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 21.63 | 474.39 | 475.39 | 485.71 | 7,710.35 |
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Dividends
Dividend yield
sgov provided a 4.69% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|
| Portfolio | 4.69% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
| Portfolio components: | ||||||
SGOV iShares 0-3 Month Treasury Bond ETF | 4.69% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.36 | $0.31 | $0.35 | $0.34 | $1.36 | |||||||
| 2024 | $0.00 | $0.46 | $0.41 | $0.45 | $0.43 | $0.44 | $0.44 | $0.45 | $0.44 | $0.43 | $0.42 | $0.75 | $5.12 |
| 2023 | $0.00 | $0.39 | $0.28 | $0.36 | $0.39 | $0.43 | $0.42 | $0.44 | $0.43 | $0.41 | $0.43 | $0.90 | $4.88 |
| 2022 | $0.00 | $0.00 | $0.01 | $0.02 | $0.02 | $0.04 | $0.07 | $0.12 | $0.17 | $0.16 | $0.24 | $0.61 | $1.45 |
| 2021 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.03 |
| 2020 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.05 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the sgov. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the sgov was 0.03%, occurring on Aug 23, 2022. Recovery took 2 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -0.03% | Aug 23, 2022 | 1 | Aug 23, 2022 | 2 | Aug 25, 2022 | 3 |
| -0.02% | Aug 28, 2020 | 3 | Sep 1, 2020 | 23 | Oct 5, 2020 | 26 |
| -0.02% | Mar 3, 2021 | 1 | Mar 3, 2021 | 23 | Apr 6, 2021 | 24 |
| -0.02% | Aug 17, 2021 | 1 | Aug 17, 2021 | 3 | Aug 20, 2021 | 4 |
| -0.02% | Oct 22, 2021 | 2 | Oct 25, 2021 | 6 | Nov 2, 2021 | 8 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SGOV | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.00 |
| SGOV | 0.00 | 1.00 | 1.00 |
| Portfolio | 0.00 | 1.00 | 1.00 |