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GOVZ vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOVZ vs. GGOV - Performance Comparison

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

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Returns By Period

In the year-to-date period, GOVZ achieves a -0.94% return, which is significantly lower than GGOV's 2.30% return.


GOVZ

1D
-0.50%
1M
1.73%
YTD
-0.94%
6M
-4.35%
1Y
3.91%
3Y*
-7.43%
5Y*
-11.53%
10Y*

GGOV

1D
-0.16%
1M
0.60%
YTD
2.30%
6M
-1.11%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOVZ vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between GOVZ and GGOV is 0.58, 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 27, 2025

0.58

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Return for Risk

GOVZ vs. GGOV — Risk / Return Rank

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

GOVZ
GOVZ Risk / Return Rank: 1212
Overall Rank
GOVZ Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
GOVZ Sortino Ratio Rank: 1212
Sortino Ratio Rank
GOVZ Omega Ratio Rank: 1111
Omega Ratio Rank
GOVZ Calmar Ratio Rank: 1212
Calmar Ratio Rank
GOVZ Martin Ratio Rank: 1212
Martin Ratio Rank

GGOV
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.

GOVZ vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) and iShares Global Government Bond USD Hedged Active ETF (GGOV). 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.


GOVZGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.28

Martin ratioReturn relative to average drawdown

0.63

GOVZ vs. GGOV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GOVZGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.58

-0.11

-0.47

Drawdowns

GOVZ vs. GGOV - Drawdown Comparison

The maximum GOVZ drawdown since its inception was -59.65%, which is greater than GGOV's maximum drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for GOVZ and GGOV.


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Drawdown Indicators


GOVZGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-59.65%

-4.69%

-54.96%

Max Drawdown (1Y)

Largest decline over 1 year

-14.16%

Max Drawdown (3Y)

Largest decline over 3 years

-28.72%

Max Drawdown (5Y)

Largest decline over 5 years

-57.63%

Current Drawdown

Current decline from peak

-56.47%

-1.50%

-54.97%

Average Drawdown

Average peak-to-trough decline

-39.91%

-1.59%

-38.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.21%

Volatility

GOVZ vs. GGOV - Volatility Comparison


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Volatility by Period


GOVZGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.26%

5.38%

+10.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.93%

5.38%

+18.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.35%

5.38%

+17.97%

GOVZ vs. GGOV - Expense Ratio Comparison

GOVZ has a 0.15% expense ratio, which is lower than GGOV's 0.39% expense ratio.


Dividends

GOVZ vs. GGOV - Dividend Comparison

GOVZ's dividend yield for the trailing twelve months is around 5.18%, while GGOV has not paid dividends to shareholders.


PositionTTM202520242023202220212020
GGOV
iShares Global Government Bond USD Hedged Active ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOVZ
iShares 25+ Year Treasury STRIPS Bond ETF
5.18%5.00%4.68%3.84%3.69%1.76%0.39%

Frequently Asked Questions


GOVZ and GGOV have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GOVZ is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GOVZ is cheaper with a 0.15% expense ratio, compared with 0.39% for GGOV.

GOVZ has the higher dividend yield at 5.18%, compared with 0.00% for GGOV.

GOVZ is categorized as Government Bonds, while GGOV is Global Bonds. Their fees differ too: 0.15% for GOVZ and 0.39% for GGOV.

Portfolio Optimizer

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