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

Correlation

The correlation between GOVZ and GOVT 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

GOVZ vs. GOVT - 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 U.S. Treasury Bond ETF (GOVT). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-55.10%
-9.78%
GOVZ
GOVT

Key characteristics

Sharpe Ratio

GOVZ:

-0.03

GOVT:

1.11

Sortino Ratio

GOVZ:

0.12

GOVT:

1.63

Omega Ratio

GOVZ:

1.01

GOVT:

1.21

Calmar Ratio

GOVZ:

-0.01

GOVT:

0.40

Martin Ratio

GOVZ:

-0.06

GOVT:

2.97

Ulcer Index

GOVZ:

12.34%

GOVT:

2.22%

Daily Std Dev

GOVZ:

23.66%

GOVT:

5.97%

Max Drawdown

GOVZ:

-59.65%

GOVT:

-19.78%

Current Drawdown

GOVZ:

-55.10%

GOVT:

-10.67%

Returns By Period

In the year-to-date period, GOVZ achieves a 0.32% return, which is significantly lower than GOVT's 0.62% return.


GOVZ

YTD

0.32%

1M

-1.22%

6M

-6.95%

1Y

1.41%

5Y*

N/A

10Y*

N/A

GOVT

YTD

0.62%

1M

0.86%

6M

2.00%

1Y

7.12%

5Y*

-2.07%

10Y*

0.82%

*Annualized

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GOVZ vs. GOVT - Expense Ratio Comparison

Both GOVZ and GOVT 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 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%
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%

Risk-Adjusted Performance

GOVZ vs. GOVT — Risk-Adjusted Performance Rank

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

GOVZ
The Risk-Adjusted Performance Rank of GOVZ is 1818
Overall Rank
The Sharpe Ratio Rank of GOVZ is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of GOVZ is 1818
Sortino Ratio Rank
The Omega Ratio Rank of GOVZ is 1818
Omega Ratio Rank
The Calmar Ratio Rank of GOVZ is 1818
Calmar Ratio Rank
The Martin Ratio Rank of GOVZ is 1818
Martin Ratio Rank

GOVT
The Risk-Adjusted Performance Rank of GOVT is 7474
Overall Rank
The Sharpe Ratio Rank of GOVT is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of GOVT is 8383
Sortino Ratio Rank
The Omega Ratio Rank of GOVT is 8181
Omega Ratio Rank
The Calmar Ratio Rank of GOVT is 5353
Calmar Ratio Rank
The Martin Ratio Rank of GOVT is 7272
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.

GOVZ vs. GOVT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) and iShares U.S. Treasury Bond ETF (GOVT). 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 GOVZ, currently valued at -0.03, compared to the broader market-1.000.001.002.003.004.00
GOVZ: -0.03
GOVT: 1.11
The chart of Sortino ratio for GOVZ, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.00
GOVZ: 0.12
GOVT: 1.63
The chart of Omega ratio for GOVZ, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
GOVZ: 1.01
GOVT: 1.21
The chart of Calmar ratio for GOVZ, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.0012.00
GOVZ: -0.01
GOVT: 0.42
The chart of Martin ratio for GOVZ, currently valued at -0.06, compared to the broader market0.0020.0040.0060.00
GOVZ: -0.06
GOVT: 2.97

The current GOVZ Sharpe Ratio is -0.03, which is lower than the GOVT Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of GOVZ and GOVT, 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
-0.03
1.11
GOVZ
GOVT

Dividends

GOVZ vs. GOVT - Dividend Comparison

GOVZ's dividend yield for the trailing twelve months is around 4.73%, more than GOVT's 3.31% yield.


TTM20242023202220212020201920182017201620152014
GOVZ
iShares 25+ Year Treasury STRIPS Bond ETF
4.73%4.68%3.84%3.69%1.76%0.39%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

GOVZ vs. GOVT - Drawdown Comparison

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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-55.10%
-9.83%
GOVZ
GOVT

Volatility

GOVZ vs. GOVT - Volatility Comparison

iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) has a higher volatility of 10.30% compared to iShares U.S. Treasury Bond ETF (GOVT) at 1.88%. This indicates that GOVZ's price experiences larger fluctuations and is considered to be riskier than GOVT 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
10.30%
1.88%
GOVZ
GOVT