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GGOV vs. XTWO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGOV vs. XTWO - 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 Two Year Target Duration US Treasury ETF (XTWO). 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 2.92% return, which is significantly higher than XTWO's 0.40% return.


GGOV

1D
0.16%
1M
1.44%
YTD
2.92%
6M
-0.48%
1Y
3Y*
5Y*
10Y*

XTWO

1D
0.09%
1M
0.26%
YTD
0.40%
6M
0.51%
1Y
3.18%
3Y*
4.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGOV vs. XTWO - Yearly Performance Comparison


Correlation

The correlation between GGOV and XTWO is 0.54, 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

0.54

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Return for Risk

GGOV vs. XTWO — 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.


XTWO
XTWO Risk / Return Rank: 7878
Overall Rank
XTWO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XTWO Sortino Ratio Rank: 8787
Sortino Ratio Rank
XTWO Omega Ratio Rank: 8484
Omega Ratio Rank
XTWO Calmar Ratio Rank: 7373
Calmar Ratio Rank
XTWO Martin Ratio Rank: 6969
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. XTWO - 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 Two Year Target Duration US Treasury ETF (XTWO). 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.


GGOVXTWODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.47

Calmar ratioReturn relative to maximum drawdown

3.51

Martin ratioReturn relative to average drawdown

12.11

GGOV vs. XTWO - Sharpe Ratio Comparison


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Drawdowns

GGOV vs. XTWO - Drawdown Comparison

The maximum GGOV drawdown since its inception was -4.69%, which is greater than XTWO's maximum drawdown of -1.73%. Use the drawdown chart below to compare losses from any high point for GGOV and XTWO.


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Drawdown Indicators


GGOVXTWODifference

Max Drawdown

Largest peak-to-trough decline

-4.69%

-1.73%

-2.96%

Max Drawdown (1Y)

Largest decline over 1 year

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-1.18%

Current Drawdown

Current decline from peak

-0.91%

-0.39%

-0.52%

Average Drawdown

Average peak-to-trough decline

-1.57%

-0.40%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.26%

Volatility

GGOV vs. XTWO - Volatility Comparison


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Volatility by Period


GGOVXTWODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

Volatility (6M)

Calculated over the trailing 6-month period

1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

5.30%

1.39%

+3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.30%

2.16%

+3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.30%

2.16%

+3.14%

GGOV vs. XTWO - Expense Ratio Comparison

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


Dividends

GGOV vs. XTWO - Dividend Comparison

GGOV has not paid dividends to shareholders, while XTWO's dividend yield for the trailing twelve months is around 4.05%.


PositionTTM2025202420232022
GGOV
iShares Global Government Bond USD Hedged Active ETF
0.00%0.00%0.00%0.00%0.00%
XTWO
BondBloxx Bloomberg Two Year Target Duration US Treasury ETF
4.05%4.24%4.54%4.07%1.13%

Frequently Asked Questions


GGOV and XTWO have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

XTWO has the higher dividend yield at 4.05%, compared with 0.00% for GGOV.

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

Portfolio Optimizer

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