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AVGB vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVGB vs. GGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Credit ETF (AVGB) and iShares Global Government Bond USD Hedged Active ETF (GGOV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVGB achieves a 0.84% return, which is significantly lower than GGOV's 2.16% return.


AVGB

1D
0.13%
1M
0.63%
YTD
0.84%
6M
1.06%
1Y
4.50%
3Y*
5Y*
10Y*

GGOV

1D
-0.14%
1M
-0.11%
YTD
2.16%
6M
-1.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGB vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between AVGB and GGOV is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.50

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Return for Risk

AVGB vs. GGOV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVGB
AVGB Risk / Return Rank: 5252
Overall Rank
AVGB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AVGB Sortino Ratio Rank: 5858
Sortino Ratio Rank
AVGB Omega Ratio Rank: 5656
Omega Ratio Rank
AVGB Calmar Ratio Rank: 4444
Calmar Ratio Rank
AVGB Martin Ratio Rank: 4848
Martin Ratio Rank

GGOV
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVGB vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Credit ETF (AVGB) and iShares Global Government Bond USD Hedged Active ETF (GGOV). 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.


AVGBGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.13

Martin ratioReturn relative to average drawdown

7.95

AVGB vs. GGOV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AVGBGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

Sharpe Ratio (All Time)

Calculated using the full available price history

2.06

-0.14

+2.20

Drawdowns

AVGB vs. GGOV - Drawdown Comparison

The maximum AVGB drawdown since its inception was -2.12%, smaller than the maximum GGOV drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for AVGB and GGOV.


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Drawdown Indicators


AVGBGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-2.12%

-4.69%

+2.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.12%

Current Drawdown

Current decline from peak

-0.37%

-1.64%

+1.27%

Average Drawdown

Average peak-to-trough decline

-0.33%

-1.59%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

Volatility

AVGB vs. GGOV - Volatility Comparison


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Volatility by Period


AVGBGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

2.48%

5.37%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.48%

5.37%

-2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.48%

5.37%

-2.89%

AVGB vs. GGOV - Expense Ratio Comparison

AVGB has a 0.19% expense ratio, which is lower than GGOV's 0.39% expense ratio.


Dividends

AVGB vs. GGOV - Dividend Comparison

AVGB's dividend yield for the trailing twelve months is around 3.46%, while GGOV has not paid dividends to shareholders.


Frequently Asked Questions


AVGB and GGOV have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVGB is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVGB is cheaper with a 0.19% expense ratio, compared with 0.39% for GGOV.

AVGB has the higher dividend yield at 3.46%, compared with 0.00% for GGOV.

They also come from different issuers: Avantis and iShares. Their fees differ too: 0.19% for AVGB and 0.39% for GGOV.

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