GOVZ's Sortino Ratio of 0.47 indicates that for each unit of downside volatility, it generates 0.47 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
GOVZ Sortino Ratio Rank
GOVZ ranks above 11.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
GOVZ Sortino Ratio Market Positioning
The chart shows GOVZ's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.30 or lower
- Yellow zone (middle 50%): 1.30 to 3.33
- Green zone (top 25%): 3.33 or higher
- Top 1%: 12.94+
- Median: 2.40 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares 25+ Year Treasury STRIPS Bond ETF's Sortino Ratio with other ETFs in the Government Bonds, Long-Term Bond category across multiple time periods, showing how GOVZ's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| BIL | SPDR Bloomberg 1-3 Month T-Bill ETF | 174.16 | |||
| SHV | iShares 0-1 Year Treasury Bond ETF | 149.54 | |||
| GBIL | Goldman Sachs Access Treasury 0-1 Year ETF | 102.89 | |||
| TFLO | iShares Treasury Floating Rate Bond ETF | 50.86 | |||
| USFR | WisdomTree Floating Rate Treasury Fund | 50.64 | |||
| XHLF | BondBloxx Bloomberg Six Month Target Duration US Treasury ETF | 45.85 | |||
| TRSY | Xtrackers US 0-1 Year Treasury ETF | 28.65 | |||
| IBTG | iShares iBonds Dec 2026 Term Treasury ETF | 20.36 | |||
| IBTF | iShares iBonds Dec 2025 Term Treasury ETF | 20.07 | |||
| XONE | BondBloxx Bloomberg One Year Target Duration US Treasury ETF | 16.95 | |||
| GOVZ | iShares 25+ Year Treasury STRIPS Bond ETF | 0.47 |
Historical Sortino Ratio
The chart shows GOVZ's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when GOVZ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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