EASG vs. SGOV
EASG (Xtrackers MSCI EAFE ESG Leaders Equity ETF) and SGOV (iShares 0-3 Month Treasury Bond ETF) are both exchange-traded funds - EASG is a Foreign Large Cap Equities fund tracking the MSCI EAFE ESG Leaders Index, while SGOV is a Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Both are passively managed. Over the past 5 years, EASG returned 7.01%/yr vs 3.58%/yr for SGOV. At a correlation of -0.03, they often move in opposite directions. EASG charges 0.14%/yr vs 0.09%/yr for SGOV.
Performance
EASG vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, EASG achieves a 8.49% return, which is significantly higher than SGOV's 1.72% return.
EASG
- 1D
- 0.20%
- 1M
- 0.74%
- YTD
- 8.49%
- 6M
- 8.17%
- 1Y
- 18.61%
- 3Y*
- 14.17%
- 5Y*
- 7.01%
- 10Y*
- —
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.72%
- 6M
- 1.79%
- 1Y
- 3.92%
- 3Y*
- 4.69%
- 5Y*
- 3.58%
- 10Y*
- —
EASG vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF | 8.49% | 25.19% | 2.26% | 18.80% | -16.94% | 11.36% | 26.31% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.72% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between EASG and SGOV is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.03 |
The correlation between EASG and SGOV shifts across timeframes, from -0.13 (1 year) to -0.02 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EASG vs. SGOV — Risk / Return Rank
EASG
SGOV
EASG vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) 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.
| EASG | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.16 | ||
| Sortino ratioReturn per unit of downside risk | -271.86 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 194.05 | -192.84 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 395.07 | -393.48 |
| Martin ratioReturn relative to average drawdown | 5.88 | 4,426.92 | -4,421.04 |
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Drawdowns
EASG vs. SGOV - Drawdown Comparison
The maximum EASG drawdown since its inception was -32.06%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for EASG and SGOV.
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Drawdown Indicators
| EASG | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.06% | -0.03% | -32.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -0.01% | -11.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.14% | -0.01% | -16.13% |
Max Drawdown (5Y)Largest decline over 5 years | -31.42% | -0.03% | -31.39% |
Current DrawdownCurrent decline from peak | -2.01% | 0.00% | -2.01% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -0.00% | -6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 0.00% | +3.17% |
Volatility
EASG vs. SGOV - Volatility Comparison
Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) has a higher volatility of 5.32% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.04%. This indicates that EASG'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
| EASG | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 0.04% | +5.28% |
Volatility (6M)Calculated over the trailing 6-month period | 13.29% | 0.13% | +13.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 0.19% | +15.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.73% | 0.24% | +16.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.37% | 0.24% | +18.13% |
EASG vs. SGOV - Expense Ratio Comparison
EASG has a 0.14% 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
EASG vs. SGOV - Dividend Comparison
EASG's dividend yield for the trailing twelve months is around 3.92%, more than SGOV's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF | 3.92% | 4.18% | 2.93% | 2.51% | 2.47% | 2.69% | 1.70% | 2.94% | 0.85% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% |
Frequently Asked Questions
EASG and SGOV have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EASG has higher volatility (5.32%) compared to SGOV (0.04%). In terms of maximum drawdown, EASG dropped -32.06% vs SGOV's -0.03%.
On 5-year performance, EASG leads with 7.01% vs 3.58% for SGOV. On fees, SGOV is cheaper at 0.09% per year. On volatility, SGOV has been the lower-risk option at 0.04%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EASG has performed better with a 7.01% return vs 3.58%. 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 0.14% for EASG.
EASG has the higher dividend yield at 3.92%, compared with 3.85% for SGOV.
EASG is categorized as Foreign Large Cap Equities, while SGOV is Ultrashort Bond. EASG tracks MSCI EAFE ESG Leaders Index, while SGOV tracks ICE 0-3 Month US Treasury Securities Index. They also come from different issuers: Deutsche Bank and iShares. Their fees differ too: 0.14% for EASG and 0.09% for SGOV.
SGOV currently has the higher Sharpe Ratio (20.32 vs 1.17), 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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