PortfoliosLab logoPortfoliosLab logo
GGOV vs. DFGP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGOV vs. DFGP - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, GGOV achieves a 2.73% return, which is significantly higher than DFGP's 1.53% return.


GGOV

1D
-0.18%
1M
0.58%
YTD
2.73%
6M
2.64%
1Y
3Y*
5Y*
10Y*

DFGP

1D
-0.17%
1M
0.95%
YTD
1.53%
6M
1.68%
1Y
4.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGOV vs. DFGP - Yearly Performance Comparison


Correlation

The correlation between GGOV and DFGP is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.58

Compare stocks, funds, or ETFs

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


Return for Risk

GGOV vs. DFGP — Risk / Return Rank

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

GGOV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DFGP
DFGP Risk / Return Rank: 3434
Overall Rank
DFGP Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DFGP Sortino Ratio Rank: 3535
Sortino Ratio Rank
DFGP Omega Ratio Rank: 3434
Omega Ratio Rank
DFGP Calmar Ratio Rank: 3131
Calmar Ratio Rank
DFGP Martin Ratio Rank: 3535
Martin Ratio Rank
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.

GGOV vs. DFGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond USD Hedged Active ETF (GGOV) and Dimensional Global Core Plus Fixed Income ETF (DFGP). 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.


GGOVDFGPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.51

Martin ratioReturn relative to average drawdown

5.06

GGOV vs. DFGP - Sharpe Ratio Comparison


Loading charts...

Drawdowns

GGOV vs. DFGP - Drawdown Comparison

The maximum GGOV drawdown since its inception was -4.69%, which is greater than DFGP's maximum drawdown of -3.24%. Use the drawdown chart below to compare losses from any high point for GGOV and DFGP.


Loading charts...

Drawdown Indicators


GGOVDFGPDifference

Max Drawdown

Largest peak-to-trough decline

-4.69%

-3.24%

-1.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.24%

Current Drawdown

Current decline from peak

-1.08%

-0.53%

-0.55%

Average Drawdown

Average peak-to-trough decline

-1.57%

-0.78%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

Volatility

GGOV vs. DFGP - Volatility Comparison


Loading charts...

Volatility by Period


GGOVDFGPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

5.29%

4.01%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

4.65%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.29%

4.65%

+0.64%

GGOV vs. DFGP - Expense Ratio Comparison

GGOV has a 0.39% expense ratio, which is higher than DFGP's 0.22% expense ratio.


Dividends

GGOV vs. DFGP - Dividend Comparison

GGOV has not paid dividends to shareholders, while DFGP's dividend yield for the trailing twelve months is around 3.63%.


PositionTTM202520242023
DFGP
Dimensional Global Core Plus Fixed Income ETF
3.63%3.45%4.51%0.62%
GGOV
iShares Global Government Bond USD Hedged Active ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


GGOV and DFGP have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DFGP is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFGP is cheaper with a 0.22% expense ratio, compared with 0.39% for GGOV.

DFGP has the higher dividend yield at 3.63%, compared with 0.00% for GGOV.

They also come from different issuers: iShares and Dimensional. Their fees differ too: 0.39% for GGOV and 0.22% for DFGP.

Portfolio Optimizer

Find the right allocation for GGOV and DFGP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer