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

Performance

GGOV vs. IBIT - 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 iShares Bitcoin Trust ETF (IBIT). 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 2.75% return, which is significantly higher than IBIT's -31.78% return.


GGOV

1D
0.02%
1M
0.60%
YTD
2.75%
6M
2.61%
1Y
3Y*
5Y*
10Y*

IBIT

1D
-4.08%
1M
-21.16%
YTD
-31.78%
6M
-31.52%
1Y
-43.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGOV vs. IBIT - Yearly Performance Comparison


Correlation

The correlation between GGOV and IBIT is 0.07, 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 (All Time)
Calculated using the full available price history since Jun 26, 2025

0.07

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. IBIT — 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.


IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 22
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 11
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. IBIT - 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 iShares Bitcoin Trust ETF (IBIT). 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.


GGOVIBITDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.84

Calmar ratioReturn relative to maximum drawdown

-0.83

Martin ratioReturn relative to average drawdown

-1.42

GGOV vs. IBIT - Sharpe Ratio Comparison


Loading charts...

Drawdowns

GGOV vs. IBIT - Drawdown Comparison

The maximum GGOV drawdown since its inception was -4.69%, smaller than the maximum IBIT drawdown of -52.49%. Use the drawdown chart below to compare losses from any high point for GGOV and IBIT.


Loading charts...

Drawdown Indicators


GGOVIBITDifference

Max Drawdown

Largest peak-to-trough decline

-4.69%

-52.49%

+47.80%

Max Drawdown (1Y)

Largest decline over 1 year

-52.49%

Current Drawdown

Current decline from peak

-1.06%

-52.49%

+51.43%

Average Drawdown

Average peak-to-trough decline

-1.57%

-16.91%

+15.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.76%

Volatility

GGOV vs. IBIT - Volatility Comparison


Loading charts...

Volatility by Period


GGOVIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.48%

Volatility (6M)

Calculated over the trailing 6-month period

34.60%

Volatility (1Y)

Calculated over the trailing 1-year period

5.28%

44.48%

-39.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.28%

50.25%

-44.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

50.25%

-44.97%

GGOV vs. IBIT - Expense Ratio Comparison

GGOV has a 0.39% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

GGOV vs. IBIT - Dividend Comparison

Neither GGOV nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GGOV and IBIT have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBIT is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.39% for GGOV.

GGOV and IBIT have nearly identical dividend yields, around 0.00%.

GGOV is categorized as Global Bonds, while IBIT is Cryptocurrency. Their fees differ too: 0.39% for GGOV and 0.25% for IBIT.

Portfolio Optimizer

Find the right allocation for GGOV and IBIT

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