DUSB vs. SGOV
DUSB (Dimensional Ultrashort Fixed Income ETF) and SGOV (iShares 0-3 Month Treasury Bond ETF) are both Ultrashort Bond funds. DUSB is actively managed, while SGOV is passively managed. Over the past year, DUSB returned 4.18% vs 3.93% for SGOV. At a 0.10 correlation, their price movements are largely independent. DUSB charges 0.15%/yr vs 0.09%/yr for SGOV.
Performance
DUSB vs. SGOV - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DUSB having a 1.78% return and SGOV slightly lower at 1.70%.
DUSB
- 1D
- 0.04%
- 1M
- 0.18%
- YTD
- 1.78%
- 6M
- 1.84%
- 1Y
- 4.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SGOV
- 1D
- 0.01%
- 1M
- 0.27%
- YTD
- 1.70%
- 6M
- 1.80%
- 1Y
- 3.93%
- 3Y*
- 4.68%
- 5Y*
- 3.58%
- 10Y*
- —
DUSB vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DUSB Dimensional Ultrashort Fixed Income ETF | 1.78% | 4.53% | 5.60% | 1.79% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.70% | 4.24% | 5.27% | 1.43% |
Correlation
The correlation between DUSB and SGOV is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2023 | 0.10 |
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Return for Risk
DUSB vs. SGOV — Risk / Return Rank
DUSB
SGOV
DUSB vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Ultrashort Fixed Income ETF (DUSB) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DUSB | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -11.02 | ||
| Sortino ratioReturn per unit of downside risk | -252.99 | ||
| Omega ratioGain probability vs. loss probability | 4.58 | 194.55 | -189.97 |
| Calmar ratioReturn relative to maximum drawdown | 42.69 | 396.11 | -353.42 |
| Martin ratioReturn relative to average drawdown | 253.29 | 4,438.60 | -4,185.31 |
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Drawdowns
DUSB vs. SGOV - Drawdown Comparison
The maximum DUSB drawdown since its inception was -0.29%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for DUSB and SGOV.
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Drawdown Indicators
| DUSB | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.29% | -0.03% | -0.26% |
Max Drawdown (1Y)Largest decline over 1 year | -0.10% | -0.01% | -0.09% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.01% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.03% | — |
Current DrawdownCurrent decline from peak | -0.06% | 0.00% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -0.01% | -0.00% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.02% | 0.00% | +0.02% |
Volatility
DUSB vs. SGOV - Volatility Comparison
Dimensional Ultrashort Fixed Income ETF (DUSB) has a higher volatility of 0.19% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that DUSB's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUSB | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.19% | 0.06% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 0.33% | 0.13% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.45% | 0.19% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.52% | 0.24% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.52% | 0.24% | +0.28% |
DUSB vs. SGOV - Expense Ratio Comparison
DUSB has a 0.15% expense ratio, which is higher than SGOV's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DUSB vs. SGOV - Dividend Comparison
DUSB's dividend yield for the trailing twelve months is around 4.05%, more than SGOV's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DUSB Dimensional Ultrashort Fixed Income ETF | 4.05% | 4.32% | 4.92% | 1.23% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
DUSB and SGOV have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUSB has higher volatility (0.19%) compared to SGOV (0.06%). In terms of maximum drawdown, DUSB dropped -0.29% vs SGOV's -0.03%.
On 1-year performance, DUSB leads with 4.18% vs 3.93% for SGOV. On fees, SGOV is cheaper at 0.09% per year. On volatility, SGOV has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DUSB has performed better with a 4.18% return vs 3.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SGOV is cheaper with a 0.09% expense ratio, compared with 0.15% for DUSB.
DUSB has the higher dividend yield at 4.05%, compared with 3.85% for SGOV.
They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.15% for DUSB and 0.09% for SGOV.
SGOV currently has the higher Sharpe Ratio (20.38 vs 9.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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