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GOVI vs. SCHZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOVI vs. SCHZ - 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 Schwab U.S. Aggregate Bond ETF (SCHZ). 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 SCHZ's 0.38% return. Over the past 10 years, GOVI has underperformed SCHZ with an annualized return of -0.20%, while SCHZ has yielded a comparatively higher 1.48% 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%

SCHZ

1D
-0.26%
1M
0.61%
YTD
0.38%
6M
0.47%
1Y
4.52%
3Y*
3.90%
5Y*
0.02%
10Y*
1.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOVI vs. SCHZ - 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%
SCHZ
Schwab U.S. Aggregate Bond ETF
0.38%7.24%1.26%5.60%-13.17%-1.72%7.46%8.65%-0.26%3.50%

Correlation

The correlation between GOVI and SCHZ is 0.94, 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

0.94

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

0.96

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

0.95

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2011

0.87

The correlation between GOVI and SCHZ has been stable across timeframes, ranging from 0.87 to 0.96 - a consistent structural relationship.

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Return for Risk

GOVI vs. SCHZ — 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

SCHZ
SCHZ Risk / Return Rank: 3434
Overall Rank
SCHZ Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SCHZ Sortino Ratio Rank: 3535
Sortino Ratio Rank
SCHZ Omega Ratio Rank: 3232
Omega Ratio Rank
SCHZ Calmar Ratio Rank: 3434
Calmar Ratio Rank
SCHZ Martin Ratio Rank: 3434
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. SCHZ - 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 Schwab U.S. Aggregate Bond ETF (SCHZ). 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.


GOVISCHZDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.10

1.21

-0.11

Calmar ratioReturn relative to maximum drawdown

0.66

1.68

-1.02

Martin ratioReturn relative to average drawdown

1.75

4.86

-3.10

GOVI vs. SCHZ - Sharpe Ratio Comparison

The current GOVI Sharpe Ratio is 0.56, which is lower than the SCHZ Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of GOVI and SCHZ, 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. SCHZ - Drawdown Comparison

The maximum GOVI drawdown since its inception was -32.70%, which is greater than SCHZ's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for GOVI and SCHZ.


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Drawdown Indicators


GOVISCHZDifference

Max Drawdown

Largest peak-to-trough decline

-32.70%

-18.74%

-13.96%

Max Drawdown (1Y)

Largest decline over 1 year

-5.45%

-2.70%

-2.75%

Max Drawdown (3Y)

Largest decline over 3 years

-11.58%

-6.18%

-5.40%

Max Drawdown (5Y)

Largest decline over 5 years

-28.30%

-18.01%

-10.29%

Max Drawdown (10Y)

Largest decline over 10 years

-32.70%

-18.74%

-13.96%

Current Drawdown

Current decline from peak

-22.04%

-2.38%

-19.66%

Average Drawdown

Average peak-to-trough decline

-9.68%

-3.68%

-6.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

0.93%

+1.13%

Volatility

GOVI vs. SCHZ - Volatility Comparison

Invesco Equal Weight 0-30 Year Treasury ETF (GOVI) has a higher volatility of 1.62% compared to Schwab U.S. Aggregate Bond ETF (SCHZ) at 1.15%. This indicates that GOVI's price experiences larger fluctuations and is considered to be riskier than SCHZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOVISCHZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

1.15%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

4.67%

2.79%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

6.43%

3.76%

+2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.85%

6.09%

+3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.10%

5.42%

+3.68%

GOVI vs. SCHZ - Expense Ratio Comparison

GOVI has a 0.15% expense ratio, which is higher than SCHZ's 0.03% 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. SCHZ - Dividend Comparison

GOVI's dividend yield for the trailing twelve months is around 4.16%, which matches SCHZ's 4.12% 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%
SCHZ
Schwab U.S. Aggregate Bond ETF
4.12%4.05%3.96%3.28%2.63%2.16%2.43%2.79%2.56%2.40%2.24%2.11%

Frequently Asked Questions


With a correlation of 0.94, GOVI and SCHZ 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 SCHZ (1.15%). In terms of maximum drawdown, GOVI dropped -32.70% vs SCHZ's -18.74%.

On 10-year performance, SCHZ leads with 1.48% vs -0.20% for GOVI. On fees, SCHZ is cheaper at 0.03% per year. On volatility, SCHZ has been the lower-risk option at 1.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHZ has performed better with a 1.48% return vs -0.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHZ is cheaper with a 0.03% expense ratio, compared with 0.15% for GOVI.

GOVI has the higher dividend yield at 4.16%, compared with 4.12% for SCHZ.

GOVI is categorized as Government Bonds, while SCHZ is Total Bond Market. GOVI tracks ICE 1-30 Year Laddered Maturity U.S. Treasury Index, while SCHZ tracks Bloomberg US Aggregate Bond Index. They also come from different issuers: Invesco and Charles Schwab. Their fees differ too: 0.15% for GOVI and 0.03% for SCHZ.

SCHZ currently has the higher Sharpe Ratio (1.21 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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