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GOVI vs. IUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOVI vs. IUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Equal Weight 0-30 Year Treasury ETF (GOVI) and iShares Core Universal USD Bond ETF (IUSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GOVI achieves a -0.10% return, which is significantly lower than IUSB's 0.54% return. Over the past 10 years, GOVI has underperformed IUSB with an annualized return of -0.20%, while IUSB has yielded a comparatively higher 1.89% annualized return.


GOVI

1D
-0.53%
1M
1.16%
YTD
-0.10%
6M
-0.06%
1Y
3.61%
3Y*
0.88%
5Y*
-2.91%
10Y*
-0.20%

IUSB

1D
-0.28%
1M
0.57%
YTD
0.54%
6M
0.62%
1Y
4.82%
3Y*
4.47%
5Y*
0.40%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOVI vs. IUSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOVI
Invesco Equal Weight 0-30 Year Treasury ETF
-0.10%5.84%-2.95%3.31%-19.98%-3.76%12.55%10.00%-0.28%4.96%
IUSB
iShares Core Universal USD Bond ETF
0.54%7.38%2.11%6.23%-13.04%-1.33%7.62%9.13%-0.27%3.82%

Correlation

The correlation between GOVI and IUSB is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.83

The correlation between GOVI and IUSB shifts across timeframes, from 0.83 (all time) to 0.96 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

GOVI vs. IUSB — Risk / Return Rank

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

GOVI
GOVI Risk / Return Rank: 1616
Overall Rank
GOVI Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
GOVI Sortino Ratio Rank: 1616
Sortino Ratio Rank
GOVI Omega Ratio Rank: 1515
Omega Ratio Rank
GOVI Calmar Ratio Rank: 1616
Calmar Ratio Rank
GOVI Martin Ratio Rank: 1717
Martin Ratio Rank

IUSB
IUSB Risk / Return Rank: 3838
Overall Rank
IUSB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4040
Sortino Ratio Rank
IUSB Omega Ratio Rank: 3737
Omega Ratio Rank
IUSB Calmar Ratio Rank: 3939
Calmar Ratio Rank
IUSB Martin Ratio Rank: 3737
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.

GOVI vs. IUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Equal Weight 0-30 Year Treasury ETF (GOVI) and iShares Core Universal USD Bond ETF (IUSB). 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.


GOVIIUSBDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.10

1.24

-0.14

Calmar ratioReturn relative to maximum drawdown

0.66

1.92

-1.25

Martin ratioReturn relative to average drawdown

1.75

5.54

-3.78

GOVI vs. IUSB - Sharpe Ratio Comparison

The current GOVI Sharpe Ratio is 0.56, which is lower than the IUSB Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of GOVI and IUSB, 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

GOVI vs. IUSB - Drawdown Comparison

The maximum GOVI drawdown since its inception was -32.70%, which is greater than IUSB's maximum drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for GOVI and IUSB.


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Drawdown Indicators


GOVIIUSBDifference

Max Drawdown

Largest peak-to-trough decline

-32.70%

-17.90%

-14.80%

Max Drawdown (1Y)

Largest decline over 1 year

-5.45%

-2.53%

-2.92%

Max Drawdown (3Y)

Largest decline over 3 years

-11.58%

-5.82%

-5.76%

Max Drawdown (5Y)

Largest decline over 5 years

-28.30%

-17.87%

-10.43%

Max Drawdown (10Y)

Largest decline over 10 years

-32.70%

-17.90%

-14.80%

Current Drawdown

Current decline from peak

-22.04%

-1.22%

-20.82%

Average Drawdown

Average peak-to-trough decline

-9.68%

-3.58%

-6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

0.87%

+1.19%

Volatility

GOVI vs. IUSB - Volatility Comparison

Invesco Equal Weight 0-30 Year Treasury ETF (GOVI) has a higher volatility of 1.62% compared to iShares Core Universal USD Bond ETF (IUSB) at 1.08%. This indicates that GOVI's price experiences larger fluctuations and is considered to be riskier than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOVIIUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

1.08%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

4.67%

2.73%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

6.43%

3.59%

+2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.85%

5.80%

+4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.10%

5.05%

+4.05%

GOVI vs. IUSB - Expense Ratio Comparison

GOVI has a 0.15% expense ratio, which is higher than IUSB's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GOVI vs. IUSB - Dividend Comparison

GOVI's dividend yield for the trailing twelve months is around 4.16%, less than IUSB's 4.23% yield.


PositionTTM20252024202320222021202020192018201720162015
GOVI
Invesco Equal Weight 0-30 Year Treasury ETF
4.16%3.75%3.56%2.87%1.97%1.15%1.00%1.96%2.14%2.02%2.00%2.14%
IUSB
iShares Core Universal USD Bond ETF
4.23%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%

Frequently Asked Questions


With a correlation of 0.95, GOVI and IUSB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GOVI has higher volatility (1.62%) compared to IUSB (1.08%). In terms of maximum drawdown, GOVI dropped -32.70% vs IUSB's -17.90%.

On 10-year performance, IUSB leads with 1.89% vs -0.20% for GOVI. On fees, IUSB is cheaper at 0.06% per year. On volatility, IUSB has been the lower-risk option at 1.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IUSB has performed better with a 1.89% return vs -0.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSB is cheaper with a 0.06% expense ratio, compared with 0.15% for GOVI.

IUSB has the higher dividend yield at 4.23%, compared with 4.16% for GOVI.

GOVI is categorized as Government Bonds, while IUSB is Intermediate Core-Plus Bond. GOVI tracks ICE 1-30 Year Laddered Maturity U.S. Treasury Index, while IUSB tracks Bloomberg U.S. Universal Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.15% for GOVI and 0.06% for IUSB.

IUSB currently has the higher Sharpe Ratio (1.35 vs 0.56), 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.

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