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GGOV vs. XFIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGOV vs. XFIV - 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 BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV). 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 2.75% return, which is significantly higher than XFIV's -0.44% return.


GGOV

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

XFIV

1D
0.16%
1M
0.35%
YTD
-0.44%
6M
-0.28%
1Y
2.68%
3Y*
3.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGOV vs. XFIV - Yearly Performance Comparison


Correlation

The correlation between GGOV and XFIV is 0.63, 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

0.63

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Return for Risk

GGOV vs. XFIV — 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.


XFIV
XFIV Risk / Return Rank: 2222
Overall Rank
XFIV Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XFIV Sortino Ratio Rank: 2222
Sortino Ratio Rank
XFIV Omega Ratio Rank: 2020
Omega Ratio Rank
XFIV Calmar Ratio Rank: 2121
Calmar Ratio Rank
XFIV Martin Ratio Rank: 2222
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. XFIV - 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 BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV). 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.


GGOVXFIVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

0.92

Martin ratioReturn relative to average drawdown

2.47

GGOV vs. XFIV - Sharpe Ratio Comparison


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Drawdowns

GGOV vs. XFIV - Drawdown Comparison

The maximum GGOV drawdown since its inception was -4.69%, smaller than the maximum XFIV drawdown of -6.38%. Use the drawdown chart below to compare losses from any high point for GGOV and XFIV.


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Drawdown Indicators


GGOVXFIVDifference

Max Drawdown

Largest peak-to-trough decline

-4.69%

-6.38%

+1.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-4.47%

Current Drawdown

Current decline from peak

-1.06%

-2.12%

+1.06%

Average Drawdown

Average peak-to-trough decline

-1.57%

-1.66%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

Volatility

GGOV vs. XFIV - Volatility Comparison


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Volatility by Period


GGOVXFIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

5.28%

3.47%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.28%

5.41%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

5.41%

-0.13%

GGOV vs. XFIV - Expense Ratio Comparison

GGOV has a 0.39% expense ratio, which is higher than XFIV's 0.05% expense ratio.


Dividends

GGOV vs. XFIV - Dividend Comparison

GGOV has not paid dividends to shareholders, while XFIV's dividend yield for the trailing twelve months is around 3.82%.


PositionTTM2025202420232022
GGOV
iShares Global Government Bond USD Hedged Active ETF
0.00%0.00%0.00%0.00%0.00%
XFIV
BondBloxx Bloomberg Five Year Target Duration US Treasury ETF
3.82%4.05%3.92%3.63%1.06%

Frequently Asked Questions


GGOV and XFIV have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XFIV is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XFIV is cheaper with a 0.05% expense ratio, compared with 0.39% for GGOV.

XFIV has the higher dividend yield at 3.82%, compared with 0.00% for GGOV.

GGOV is categorized as Global Bonds, while XFIV is Government Bonds. They also come from different issuers: iShares and BondBloxx. Their fees differ too: 0.39% for GGOV and 0.05% for XFIV.

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Find the right allocation for GGOV and XFIV

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