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GOVT vs. GOVZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GOVT and GOVZ is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

GOVT vs. GOVZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Treasury Bond ETF (GOVT) and iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-10.02%
-55.51%
GOVT
GOVZ

Key characteristics

Sharpe Ratio

GOVT:

1.08

GOVZ:

-0.08

Sortino Ratio

GOVT:

1.59

GOVZ:

0.05

Omega Ratio

GOVT:

1.21

GOVZ:

1.01

Calmar Ratio

GOVT:

0.39

GOVZ:

-0.03

Martin Ratio

GOVT:

2.88

GOVZ:

-0.15

Ulcer Index

GOVT:

2.22%

GOVZ:

12.28%

Daily Std Dev

GOVT:

5.97%

GOVZ:

23.67%

Max Drawdown

GOVT:

-19.78%

GOVZ:

-59.65%

Current Drawdown

GOVT:

-10.90%

GOVZ:

-55.51%

Returns By Period

In the year-to-date period, GOVT achieves a 0.35% return, which is significantly higher than GOVZ's -0.60% return.


GOVT

YTD

0.35%

1M

0.40%

6M

1.57%

1Y

6.60%

5Y*

-2.12%

10Y*

0.75%

GOVZ

YTD

-0.60%

1M

-3.20%

6M

-8.65%

1Y

-0.41%

5Y*

N/A

10Y*

N/A

*Annualized

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GOVT vs. GOVZ - Expense Ratio Comparison

Both GOVT and GOVZ have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for GOVT: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GOVT: 0.15%
Expense ratio chart for GOVZ: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GOVZ: 0.15%

Risk-Adjusted Performance

GOVT vs. GOVZ — Risk-Adjusted Performance Rank

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

GOVT
The Risk-Adjusted Performance Rank of GOVT is 7575
Overall Rank
The Sharpe Ratio Rank of GOVT is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of GOVT is 8383
Sortino Ratio Rank
The Omega Ratio Rank of GOVT is 8282
Omega Ratio Rank
The Calmar Ratio Rank of GOVT is 5555
Calmar Ratio Rank
The Martin Ratio Rank of GOVT is 7373
Martin Ratio Rank

GOVZ
The Risk-Adjusted Performance Rank of GOVZ is 1919
Overall Rank
The Sharpe Ratio Rank of GOVZ is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of GOVZ is 1919
Sortino Ratio Rank
The Omega Ratio Rank of GOVZ is 1919
Omega Ratio Rank
The Calmar Ratio Rank of GOVZ is 2020
Calmar Ratio Rank
The Martin Ratio Rank of GOVZ is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GOVT vs. GOVZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Treasury Bond ETF (GOVT) and iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ). 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.


The chart of Sharpe ratio for GOVT, currently valued at 1.08, compared to the broader market-1.000.001.002.003.004.00
GOVT: 1.08
GOVZ: -0.08
The chart of Sortino ratio for GOVT, currently valued at 1.59, compared to the broader market-2.000.002.004.006.008.00
GOVT: 1.59
GOVZ: 0.05
The chart of Omega ratio for GOVT, currently valued at 1.21, compared to the broader market0.501.001.502.00
GOVT: 1.21
GOVZ: 1.01
The chart of Calmar ratio for GOVT, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.00
GOVT: 0.40
GOVZ: -0.03
The chart of Martin ratio for GOVT, currently valued at 2.88, compared to the broader market0.0020.0040.0060.00
GOVT: 2.88
GOVZ: -0.15

The current GOVT Sharpe Ratio is 1.08, which is higher than the GOVZ Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of GOVT and GOVZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.08
-0.08
GOVT
GOVZ

Dividends

GOVT vs. GOVZ - Dividend Comparison

GOVT's dividend yield for the trailing twelve months is around 3.31%, less than GOVZ's 4.77% yield.


TTM20242023202220212020201920182017201620152014
GOVT
iShares U.S. Treasury Bond ETF
3.31%3.14%2.65%1.77%0.96%1.28%1.98%1.97%1.57%1.40%1.25%1.17%
GOVZ
iShares 25+ Year Treasury STRIPS Bond ETF
4.77%4.68%3.84%3.69%1.76%0.39%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GOVT vs. GOVZ - Drawdown Comparison

The maximum GOVT drawdown since its inception was -19.78%, smaller than the maximum GOVZ drawdown of -59.65%. Use the drawdown chart below to compare losses from any high point for GOVT and GOVZ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-10.06%
-55.51%
GOVT
GOVZ

Volatility

GOVT vs. GOVZ - Volatility Comparison

The current volatility for iShares U.S. Treasury Bond ETF (GOVT) is 1.88%, while iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) has a volatility of 10.30%. This indicates that GOVT experiences smaller price fluctuations and is considered to be less risky than GOVZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
1.88%
10.30%
GOVT
GOVZ