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GOVT vs. IWF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOVT vs. IWF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Treasury Bond ETF (GOVT) and iShares Russell 1000 Growth ETF (IWF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GOVT achieves a 0.11% return, which is significantly lower than IWF's 2.87% return. Over the past 10 years, GOVT has underperformed IWF with an annualized return of 0.84%, while IWF has yielded a comparatively higher 18.17% annualized return.


GOVT

1D
-0.09%
1M
0.96%
YTD
0.11%
6M
0.47%
1Y
3.64%
3Y*
3.10%
5Y*
-0.50%
10Y*
0.84%

IWF

1D
0.03%
1M
-2.22%
YTD
2.87%
6M
3.39%
1Y
20.40%
3Y*
22.33%
5Y*
13.90%
10Y*
18.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOVT vs. IWF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOVT
iShares U.S. Treasury Bond ETF
0.11%3.77%2.95%4.17%-13.39%-1.11%7.28%7.36%0.26%2.19%
IWF
iShares Russell 1000 Growth ETF
2.87%18.33%33.12%42.59%-29.31%27.43%38.25%35.86%-1.67%29.95%

Correlation

The correlation between GOVT and IWF is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.11

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

0.07

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2012

-0.13

The correlation between GOVT and IWF shifts across timeframes, from -0.13 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GOVT vs. IWF — Risk / Return Rank

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

GOVT
GOVT Risk / Return Rank: 2828
Overall Rank
GOVT Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GOVT Sortino Ratio Rank: 2929
Sortino Ratio Rank
GOVT Omega Ratio Rank: 2626
Omega Ratio Rank
GOVT Calmar Ratio Rank: 2727
Calmar Ratio Rank
GOVT Martin Ratio Rank: 2828
Martin Ratio Rank

IWF
IWF Risk / Return Rank: 3333
Overall Rank
IWF Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IWF Sortino Ratio Rank: 3535
Sortino Ratio Rank
IWF Omega Ratio Rank: 3636
Omega Ratio Rank
IWF Calmar Ratio Rank: 2727
Calmar Ratio Rank
IWF Martin Ratio Rank: 3030
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.

GOVT vs. IWF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Treasury Bond ETF (GOVT) and iShares Russell 1000 Growth ETF (IWF). 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.


GOVTIWFDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratioReturn relative to maximum drawdown

1.17

1.16

0.00

Martin ratioReturn relative to average drawdown

3.27

3.83

-0.56

GOVT vs. IWF - Sharpe Ratio Comparison

The current GOVT Sharpe Ratio is 0.93, which is comparable to the IWF Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of GOVT and IWF, 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

GOVT vs. IWF - Drawdown Comparison

The maximum GOVT drawdown since its inception was -19.07%, smaller than the maximum IWF drawdown of -64.25%. Use the drawdown chart below to compare losses from any high point for GOVT and IWF.


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Drawdown Indicators


GOVTIWFDifference

Max Drawdown

Largest peak-to-trough decline

-19.07%

-64.25%

+45.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-16.27%

+13.42%

Max Drawdown (3Y)

Largest decline over 3 years

-5.43%

-23.36%

+17.93%

Max Drawdown (5Y)

Largest decline over 5 years

-16.60%

-32.72%

+16.12%

Max Drawdown (10Y)

Largest decline over 10 years

-19.07%

-32.72%

+13.65%

Current Drawdown

Current decline from peak

-6.97%

-5.56%

-1.41%

Average Drawdown

Average peak-to-trough decline

-5.25%

-22.06%

+16.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

4.93%

-3.91%

Volatility

GOVT vs. IWF - Volatility Comparison

The current volatility for iShares U.S. Treasury Bond ETF (GOVT) is 1.15%, while iShares Russell 1000 Growth ETF (IWF) has a volatility of 5.36%. This indicates that GOVT experiences smaller price fluctuations and is considered to be less risky than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOVTIWFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

5.36%

-4.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

12.40%

-9.82%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

15.95%

-12.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.04%

21.46%

-15.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.23%

21.00%

-15.77%

GOVT vs. IWF - Expense Ratio Comparison

GOVT has a 0.05% expense ratio, which is lower than IWF's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GOVT vs. IWF - Dividend Comparison

GOVT's dividend yield for the trailing twelve months is around 3.58%, more than IWF's 0.35% yield.


PositionTTM20252024202320222021202020192018201720162015
GOVT
iShares U.S. Treasury Bond ETF
3.58%3.49%3.14%2.65%1.77%0.96%2.17%1.98%1.97%1.57%1.40%1.25%
IWF
iShares Russell 1000 Growth ETF
0.35%0.36%0.46%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%

Frequently Asked Questions


GOVT and IWF have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWF has higher volatility (5.36%) compared to GOVT (1.15%). In terms of maximum drawdown, GOVT dropped -19.07% vs IWF's -64.25%.

On 10-year performance, IWF leads with 18.17% vs 0.84% for GOVT. On fees, GOVT is cheaper at 0.05% per year. On volatility, GOVT 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, IWF has performed better with a 18.17% return vs 0.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GOVT is cheaper with a 0.05% expense ratio, compared with 0.18% for IWF.

GOVT has the higher dividend yield at 3.58%, compared with 0.35% for IWF.

GOVT is categorized as Government Bonds, while IWF is Large Cap Growth Equities. GOVT tracks ICE U.S. Treasury Core Bond Index, while IWF tracks Russell 1000 Growth Index. Their fees differ too: 0.05% for GOVT and 0.18% for IWF.

IWF currently has the higher Sharpe Ratio (1.19 vs 0.93), 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.

Portfolio Optimizer

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