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iShares 0-3 Month Treasury Bond ETF (SGOV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssueriShares
Inception DateMay 26, 2020
RegionNorth America (U.S.)
CategoryGovernment Bonds
Index TrackedICE 0-3 Month US Treasury Bill Index
Asset ClassBond

Expense Ratio

SGOV has an expense ratio of 0.03% which is considered to be low.


Expense ratio chart for SGOV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares 0-3 Month Treasury Bond ETF

Popular comparisons: SGOV vs. BIL, SGOV vs. USFR, SGOV vs. TFLO, SGOV vs. SCHO, SGOV vs. FLOT, SGOV vs. SHY, SGOV vs. SWVXX, SGOV vs. ICSH, SGOV vs. NEAR, SGOV vs. GBIL

Performance

Performance Chart

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.


0.00%20.00%40.00%60.00%80.00%2024FebruaryMarchAprilMayJune
9.43%
77.42%
SGOV (iShares 0-3 Month Treasury Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares 0-3 Month Treasury Bond ETF had a return of 2.38% year-to-date (YTD) and 5.42% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.38%12.69%
1 month0.42%2.92%
6 months2.67%15.76%
1 year5.42%23.89%
5 years (annualized)N/A13.23%
10 years (annualized)N/A10.77%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.44%0.45%0.42%0.44%0.48%2.38%
20230.32%0.36%0.43%0.34%0.42%0.47%0.41%0.49%0.43%0.44%0.46%0.44%5.12%
20220.00%0.01%0.03%0.03%0.04%0.08%0.05%0.22%0.24%0.20%0.30%0.38%1.58%
20210.01%0.00%0.00%0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.04%
20200.00%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SGOV is 99, placing it in the top 1% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SGOV is 9999
SGOV (iShares 0-3 Month Treasury Bond ETF)
The Sharpe Ratio Rank of SGOV is 9999Sharpe Ratio Rank
The Sortino Ratio Rank of SGOV is 9999Sortino Ratio Rank
The Omega Ratio Rank of SGOV is 100100Omega Ratio Rank
The Calmar Ratio Rank of SGOV is 9999Calmar Ratio Rank
The Martin Ratio Rank of SGOV is 9999Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SGOV
Sharpe ratio
The chart of Sharpe ratio for SGOV, currently valued at 22.83, compared to the broader market0.002.004.006.0022.83
Sortino ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.006.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market0.005.0010.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0020.0040.0060.0080.00100.008.30

Sharpe Ratio

The current iShares 0-3 Month Treasury Bond ETF Sharpe ratio is 22.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares 0-3 Month Treasury Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.002024FebruaryMarchAprilMayJune
22.83
2.21
SGOV (iShares 0-3 Month Treasury Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares 0-3 Month Treasury Bond ETF granted a 5.19% dividend yield in the last twelve months. The annual payout for that period amounted to $5.21 per share.


PeriodTTM2023202220212020
Dividend$5.21$4.88$1.45$0.03$0.05

Dividend yield

5.19%4.87%1.45%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.46$0.41$0.45$0.43$0.44$2.19
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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune00
SGOV (iShares 0-3 Month Treasury Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares 0-3 Month Treasury Bond ETF. 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 iShares 0-3 Month Treasury Bond ETF 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, 20221Aug 23, 20222Aug 25, 20223
-0.02%Aug 28, 20203Sep 1, 202023Oct 5, 202026
-0.02%Mar 3, 20211Mar 3, 202123Apr 6, 202124
-0.02%Oct 22, 20212Oct 25, 20216Nov 2, 20218
-0.02%Jun 24, 20221Jun 24, 20221Jun 27, 20222

Volatility

Volatility Chart

The current iShares 0-3 Month Treasury Bond ETF volatility is 0.08%, 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.


0.00%1.00%2.00%3.00%4.00%2024FebruaryMarchAprilMayJune
0.08%
2.41%
SGOV (iShares 0-3 Month Treasury Bond ETF)
Benchmark (^GSPC)