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GGOV vs. SHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGOV vs. SHY - 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 1-3 Year Treasury Bond ETF (SHY). 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 2.73% return, which is significantly higher than SHY's 0.36% return.


GGOV

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

SHY

1D
-0.10%
1M
0.04%
YTD
0.36%
6M
0.48%
1Y
2.93%
3Y*
4.07%
5Y*
1.74%
10Y*
1.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGOV vs. SHY - Yearly Performance Comparison


Correlation

The correlation between GGOV and SHY is 0.56, 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

0.56

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Return for Risk

GGOV vs. SHY — 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.


SHY
SHY Risk / Return Rank: 7373
Overall Rank
SHY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SHY Sortino Ratio Rank: 8080
Sortino Ratio Rank
SHY Omega Ratio Rank: 7676
Omega Ratio Rank
SHY Calmar Ratio Rank: 6868
Calmar Ratio Rank
SHY Martin Ratio Rank: 7171
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. SHY - 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 1-3 Year Treasury Bond ETF (SHY). 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.


GGOVSHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

3.31

Martin ratioReturn relative to average drawdown

12.93

GGOV vs. SHY - Sharpe Ratio Comparison


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Drawdowns

GGOV vs. SHY - Drawdown Comparison

The maximum GGOV drawdown since its inception was -4.69%, smaller than the maximum SHY drawdown of -5.71%. Use the drawdown chart below to compare losses from any high point for GGOV and SHY.


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Drawdown Indicators


GGOVSHYDifference

Max Drawdown

Largest peak-to-trough decline

-4.69%

-5.71%

+1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

Current Drawdown

Current decline from peak

-1.08%

-0.38%

-0.70%

Average Drawdown

Average peak-to-trough decline

-1.57%

-0.52%

-1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

Volatility

GGOV vs. SHY - Volatility Comparison


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Volatility by Period


GGOVSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

Volatility (6M)

Calculated over the trailing 6-month period

1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

5.29%

1.37%

+3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

1.99%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.29%

1.57%

+3.72%

GGOV vs. SHY - Expense Ratio Comparison

GGOV has a 0.39% expense ratio, which is higher than SHY's 0.15% expense ratio.


Dividends

GGOV vs. SHY - Dividend Comparison

GGOV has not paid dividends to shareholders, while SHY's dividend yield for the trailing twelve months is around 3.69%.


PositionTTM20252024202320222021202020192018201720162015
GGOV
iShares Global Government Bond USD Hedged Active ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHY
iShares 1-3 Year Treasury Bond ETF
3.69%3.81%3.92%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%

Frequently Asked Questions


GGOV and SHY have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SHY is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SHY is cheaper with a 0.15% expense ratio, compared with 0.39% for GGOV.

SHY has the higher dividend yield at 3.69%, compared with 0.00% for GGOV.

GGOV is categorized as Global Bonds, while SHY is Government Bonds. Their fees differ too: 0.39% for GGOV and 0.15% for SHY.

Portfolio Optimizer

Find the right allocation for GGOV and SHY

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