iShares 0-3 Month Treasury Bond ETF (SGOV)
SGOV is a passive ETF by iShares tracking the investment results of the ICE 0-3 Month US Treasury Bill Index. SGOV launched on May 26, 2020 and has a 0.03% expense ratio.
ETF Info
| Issuer | iShares |
|---|---|
| Inception Date | May 26, 2020 |
| Region | North America (U.S.) |
| Category | Government Bonds |
| Index Tracked | ICE 0-3 Month US Treasury Bill Index |
| Asset Class | Bond |
Expense Ratio
The iShares 0-3 Month Treasury Bond ETF has an expense ratio of 0.03% which is considered to be low.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in iShares 0-3 Month Treasury Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
iShares 0-3 Month Treasury Bond ETF had a return of 3.73% year-to-date (YTD) and 4.65% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 0.05% | -5.02% |
| 6 months | 2.59% | 4.35% |
| Year-To-Date | 3.73% | 11.68% |
| 1 year | 4.65% | 17.79% |
| 5 years (annualized) | 1.61% | 10.97% |
| 10 years (annualized) | N/A | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.36% | 0.43% | 0.34% | 0.42% | 0.47% | 0.41% | 0.92% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and S&P 500 (^GSPC). 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 | Ulcer Index | |
|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 7.17 | ||||
^GSPC S&P 500 | 0.89 |
Dividend History
iShares 0-3 Month Treasury Bond ETF granted a 4.13% dividend yield in the last twelve months. The annual payout for that period amounted to $4.15 per share.
| Period | TTM | 2022 | 2021 | 2020 |
|---|---|---|---|---|
| Dividend | $4.15 | $1.45 | $0.03 | $0.05 |
Dividend yield | 4.13% | 1.50% | 0.03% | 0.05% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares 0-3 Month Treasury Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.39 | $0.28 | $0.36 | $0.39 | $0.43 | $0.42 | $0.44 | ||||
| 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 |
| 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 |
| 2020 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the iShares 0-3 Month Treasury Bond ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the iShares 0-3 Month Treasury Bond ETF is 0.40%, recorded on Sep 1, 2023. It took 19 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -0.4% | Sep 1, 2023 | 1 | Sep 1, 2023 | 19 | Sep 29, 2023 | 20 |
| -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% | Jul 12, 2022 | 2 | Jul 13, 2022 | 1 | Jul 14, 2022 | 3 |
| -0.02% | Oct 12, 2022 | 1 | Oct 12, 2022 | 1 | Oct 13, 2022 | 2 |
Volatility Chart
The current iShares 0-3 Month Treasury Bond ETF volatility is 0.43%, 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.