Intermediate Government Bond ETFs
just designed to track intermediate low risk govmt bonds
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GOVT iShares U.S. Treasury Bond ETF | Government Bonds | 25% |
IEI iShares 3-7 Year Treasury Bond ETF | Government Bonds | 25% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | Government Bonds | 0.10% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | Government Bonds | 25% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 24.90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Intermediate Government Bond ETFs, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Feb 24, 2012, corresponding to the inception date of GOVT
Returns By Period
As of Dec 22, 2024, the Intermediate Government Bond ETFs returned 1.23% Year-To-Date and 1.04% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| Intermediate Government Bond ETFs | 1.23% | -0.06% | 1.23% | 1.44% | -0.25% | 1.03% |
| Portfolio components: | ||||||
GOVT iShares U.S. Treasury Bond ETF | 0.65% | -0.21% | 0.81% | 0.91% | -0.74% | 0.77% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 1.32% | -0.01% | 1.30% | 1.50% | -0.17% | 1.05% |
IEI iShares 3-7 Year Treasury Bond ETF | 1.63% | 0.01% | 1.51% | 1.84% | 0.05% | 1.16% |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.32% | -0.03% | 1.31% | 1.51% | -0.16% | 1.14% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.57% | -0.05% | 1.96% | 3.74% | 0.82% | 2.15% |
Monthly Returns
The table below presents the monthly returns of Intermediate Government Bond ETFs, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.16% | -1.43% | 0.56% | -2.07% | 1.40% | 0.99% | 2.27% | 1.21% | 1.10% | -2.33% | 0.72% | 1.23% | |
| 2023 | 2.38% | -2.35% | 2.99% | 0.63% | -1.02% | -1.12% | -0.11% | -0.22% | -1.72% | -0.86% | 3.10% | 2.71% | 4.28% |
| 2022 | -1.82% | -0.53% | -3.24% | -2.44% | 0.53% | -0.75% | 1.82% | -2.74% | -3.24% | -0.82% | 2.48% | -0.67% | -11.03% |
| 2021 | -0.40% | -1.42% | -1.16% | 0.62% | 0.30% | 0.25% | 1.14% | -0.24% | -0.96% | -0.57% | 0.46% | -0.21% | -2.20% |
| 2020 | 2.18% | 2.15% | 2.86% | 0.12% | 0.21% | 0.12% | 0.61% | -0.57% | 0.15% | -0.69% | 0.25% | -0.15% | 7.41% |
| 2019 | 0.56% | -0.24% | 1.77% | -0.18% | 2.09% | 0.90% | -0.08% | 2.60% | -0.71% | 0.22% | -0.39% | -0.33% | 6.32% |
| 2018 | -1.23% | -0.46% | 0.64% | -0.75% | 0.78% | 0.07% | -0.35% | 0.71% | -0.76% | -0.11% | 0.91% | 1.90% | 1.31% |
| 2017 | 0.31% | 0.32% | 0.07% | 0.67% | 0.51% | -0.29% | 0.33% | 0.82% | -0.79% | -0.19% | -0.26% | 0.04% | 1.54% |
| 2016 | 1.87% | 0.67% | 0.18% | -0.14% | -0.12% | 1.89% | 0.17% | -0.68% | 0.26% | -0.79% | -2.38% | -0.05% | 0.81% |
| 2015 | 2.34% | -1.40% | 0.70% | -0.27% | -0.09% | -0.66% | 0.79% | -0.06% | 1.00% | -0.44% | -0.39% | -0.04% | 1.43% |
| 2014 | 1.27% | 0.22% | -0.55% | 0.52% | 0.85% | -0.15% | -0.33% | 0.99% | -0.55% | 0.95% | 0.68% | -0.19% | 3.74% |
| 2013 | -0.43% | 0.53% | 0.14% | 0.66% | -1.48% | -1.16% | 0.05% | -0.67% | 1.05% | 0.44% | -0.13% | -1.05% | -2.07% |
Expense Ratio
Intermediate Government Bond ETFs has an expense ratio of 0.10%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Intermediate Government Bond ETFs is 4, meaning it’s performing worse than 96% of other 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 | |
|---|---|---|---|---|---|
GOVT iShares U.S. Treasury Bond ETF | 0.16 | 0.25 | 1.03 | 0.05 | 0.40 |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 0.31 | 0.47 | 1.06 | 0.12 | 0.80 |
IEI iShares 3-7 Year Treasury Bond ETF | 0.44 | 0.64 | 1.08 | 0.17 | 1.13 |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.31 | 0.47 | 1.06 | 0.12 | 0.79 |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 0.76 | 1.13 | 1.13 | 0.38 | 2.20 |
Dividends
Dividend yield
Intermediate Government Bond ETFs provided a 3.38% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.38% | 2.69% | 1.58% | 0.98% | 1.57% | 2.06% | 1.99% | 1.56% | 1.41% | 1.38% | 1.25% | 1.20% |
| Portfolio components: | ||||||||||||
GOVT iShares U.S. Treasury Bond ETF | 3.21% | 2.66% | 1.76% | 0.96% | 2.17% | 1.98% | 1.97% | 1.57% | 1.40% | 1.25% | 1.17% | 0.94% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 3.77% | 2.99% | 1.45% | 0.53% | 0.76% | 2.01% | 1.97% | 1.46% | 1.24% | 1.18% | 1.05% | 1.47% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.19% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% | 0.77% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.34% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 5.96% | 4.22% | 2.65% | 1.25% | 2.34% | 3.83% | 2.86% | 2.51% | 2.20% | 2.74% | 1.89% | 1.39% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Intermediate Government Bond ETFs. 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 Intermediate Government Bond ETFs was 16.42%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current Intermediate Government Bond ETFs drawdown is 9.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.42% | Aug 5, 2020 | 558 | Oct 20, 2022 | — | — | — |
| -4.79% | Jul 6, 2016 | 470 | May 16, 2018 | 211 | Mar 20, 2019 | 681 |
| -4.2% | May 2, 2013 | 88 | Sep 5, 2013 | 275 | Oct 8, 2014 | 363 |
| -2.71% | Mar 10, 2020 | 7 | Mar 18, 2020 | 7 | Mar 27, 2020 | 14 |
| -2.44% | Feb 2, 2015 | 90 | Jun 10, 2015 | 79 | Oct 1, 2015 | 169 |
Volatility
Volatility Chart
The current Intermediate Government Bond ETFs volatility is 1.27%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| GOVT | SPTI | SCHR | VGIT | IEI | |
|---|---|---|---|---|---|
| GOVT | 1.00 | 0.89 | 0.91 | 0.91 | 0.90 |
| SPTI | 0.89 | 1.00 | 0.94 | 0.94 | 0.95 |
| SCHR | 0.91 | 0.94 | 1.00 | 0.96 | 0.97 |
| VGIT | 0.91 | 0.94 | 0.96 | 1.00 | 0.98 |
| IEI | 0.90 | 0.95 | 0.97 | 0.98 | 1.00 |