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iShares 0-3 Month Treasury Bond ETF (SGOV)

ETF · Currency in USD · Last updated Sep 30, 2023

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.

Summary

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

The iShares 0-3 Month Treasury Bond ETF has an expense ratio of 0.03% which is considered to be low.


0.03%
0.00%2.15%

Share Price Chart


Loading data...

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.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptember
2.58%
3.97%
SGOV (iShares 0-3 Month Treasury Bond ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with SGOV

iShares 0-3 Month Treasury Bond ETF

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

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.


PeriodReturnBenchmark
1 month0.05%-5.02%
6 months2.59%4.35%
Year-To-Date3.73%11.68%
1 year4.65%17.79%
5 years (annualized)1.61%10.97%
10 years (annualized)N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.36%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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SGOV
iShares 0-3 Month Treasury Bond ETF
7.17
^GSPC
S&P 500
0.89

Sharpe Ratio

The current iShares 0-3 Month Treasury Bond ETF Sharpe ratio is 7.17. A Sharpe ratio of 3.0 or higher is considered excellent.


Rolling 12-month Sharpe Ratio0.005.0010.0015.00MayJuneJulyAugustSeptember
7.17
0.89
SGOV (iShares 0-3 Month Treasury Bond ETF)
Benchmark (^GSPC)

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.


PeriodTTM202220212020
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember0
-10.60%
SGOV (iShares 0-3 Month Treasury Bond ETF)
Benchmark (^GSPC)

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, 20231Sep 1, 202319Sep 29, 202320
-0.03%Aug 23, 20221Aug 23, 20222Aug 25, 20223
-0.02%Aug 28, 20203Sep 1, 202023Oct 5, 202026
-0.02%Jul 12, 20222Jul 13, 20221Jul 14, 20223
-0.02%Oct 12, 20221Oct 12, 20221Oct 13, 20222

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.


0.00%1.00%2.00%3.00%4.00%5.00%MayJuneJulyAugustSeptember
0.43%
3.17%
SGOV (iShares 0-3 Month Treasury Bond ETF)
Benchmark (^GSPC)