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GGOV vs. IBTQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGOV vs. IBTQ - 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 iBonds Dec 2035 Term Treasury ETF (IBTQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGOV achieves a 2.36% return, which is significantly higher than IBTQ's -1.10% return.


GGOV

1D
-0.32%
1M
-0.10%
6M
2.76%
YTD
2.36%
1Y
0.14%
3Y*
5Y*
10Y*

IBTQ

1D
-0.40%
1M
-0.61%
6M
-1.12%
YTD
-1.10%
1Y
3.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGOV vs. IBTQ - Yearly Performance Comparison


Correlation

The correlation between GGOV and IBTQ is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

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

0.65

The correlation between GGOV and IBTQ has been stable across timeframes, ranging from 0.65 to 0.65 - a consistent structural relationship.

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Return for Risk

GGOV vs. IBTQ — Risk / Return Rank

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

GGOV
GGOV Risk / Return Rank: 99
Overall Rank
GGOV Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
GGOV Sortino Ratio Rank: 88
Sortino Ratio Rank
GGOV Omega Ratio Rank: 99
Omega Ratio Rank
GGOV Calmar Ratio Rank: 1010
Calmar Ratio Rank
GGOV Martin Ratio Rank: 1010
Martin Ratio Rank

IBTQ
IBTQ Risk / Return Rank: 2020
Overall Rank
IBTQ Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IBTQ Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBTQ Omega Ratio Rank: 1919
Omega Ratio Rank
IBTQ Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBTQ Martin Ratio Rank: 2020
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. IBTQ - 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 iBonds Dec 2035 Term Treasury ETF (IBTQ). 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.


GGOVIBTQDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.01

1.11

-0.10

Calmar ratioReturn relative to maximum drawdown

0.03

0.72

-0.69

Martin ratioReturn relative to average drawdown

0.06

1.86

-1.80

GGOV vs. IBTQ - Sharpe Ratio Comparison

The current GGOV Sharpe Ratio is 0.03, which is lower than the IBTQ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of GGOV and IBTQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GGOV vs. IBTQ - Drawdown Comparison

The maximum GGOV drawdown since its inception was -4.69%, which is greater than IBTQ's maximum drawdown of -4.27%. Use the drawdown chart below to compare losses from any high point for GGOV and IBTQ.


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Drawdown Indicators


GGOVIBTQDifference

Max Drawdown

Largest peak-to-trough decline

-4.69%

-4.27%

-0.42%

Max Drawdown (1Y)

Largest decline over 1 year

-4.69%

-4.27%

-0.42%

Current Drawdown

Current decline from peak

-1.44%

-3.33%

+1.89%

Average Drawdown

Average peak-to-trough decline

-1.54%

-1.50%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.64%

+0.48%

Volatility

GGOV vs. IBTQ - Volatility Comparison

The current volatility for iShares Global Government Bond USD Hedged Active ETF (GGOV) is 0.97%, while iShares iBonds Dec 2035 Term Treasury ETF (IBTQ) has a volatility of 1.62%. This indicates that GGOV experiences smaller price fluctuations and is considered to be less risky than IBTQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGOVIBTQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

1.62%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

3.61%

3.71%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

5.29%

4.94%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

5.59%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.20%

5.59%

-0.39%

GGOV vs. IBTQ - Expense Ratio Comparison

GGOV has a 0.39% expense ratio, which is higher than IBTQ's 0.07% expense ratio.


Dividends

GGOV vs. IBTQ - Dividend Comparison

GGOV has not paid dividends to shareholders, while IBTQ's dividend yield for the trailing twelve months is around 3.74%.


Frequently Asked Questions


GGOV and IBTQ have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBTQ has higher volatility (1.62%) compared to GGOV (0.97%). In terms of maximum drawdown, GGOV dropped -4.69% vs IBTQ's -4.27%.

On 1-year performance, IBTQ leads with 3.04% vs 0.14% for GGOV. On fees, IBTQ is cheaper at 0.07% per year. On volatility, GGOV has been the lower-risk option at 0.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBTQ has performed better with a 3.04% return vs 0.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTQ is cheaper with a 0.07% expense ratio, compared with 0.39% for GGOV.

IBTQ has the higher dividend yield at 3.74%, compared with 0.00% for GGOV.

GGOV is categorized as Global Bonds, while IBTQ is Government Bonds. Their fees differ too: 0.39% for GGOV and 0.07% for IBTQ.

IBTQ currently has the higher Sharpe Ratio (0.62 vs 0.03), 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.

Portfolio Optimizer

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