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GVI vs. DDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GVI vs. DDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Intermediate Government/Credit Bond ETF (GVI) and Defined Duration 5 ETF (DDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GVI achieves a 0.09% return, which is significantly lower than DDV's 2.23% return.


GVI

1D
0.09%
1M
0.02%
YTD
0.09%
6M
0.31%
1Y
3.57%
3Y*
4.23%
5Y*
1.00%
10Y*
1.81%

DDV

1D
-0.02%
1M
0.73%
YTD
2.23%
6M
2.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GVI vs. DDV - Yearly Performance Comparison


Correlation

The correlation between GVI and DDV is 0.69, 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 Nov 14, 2025

0.69

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Return for Risk

GVI vs. DDV — Risk / Return Rank

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

GVI
GVI Risk / Return Rank: 4242
Overall Rank
GVI Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
GVI Sortino Ratio Rank: 4545
Sortino Ratio Rank
GVI Omega Ratio Rank: 4141
Omega Ratio Rank
GVI Calmar Ratio Rank: 4141
Calmar Ratio Rank
GVI Martin Ratio Rank: 3939
Martin Ratio Rank

DDV
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.

GVI vs. DDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate Government/Credit Bond ETF (GVI) and Defined Duration 5 ETF (DDV). 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.


GVIDDVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.00

Martin ratioReturn relative to average drawdown

6.04

GVI vs. DDV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GVIDDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

2.06

-1.30

Drawdowns

GVI vs. DDV - Drawdown Comparison

The maximum GVI drawdown since its inception was -12.93%, which is greater than DDV's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for GVI and DDV.


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Drawdown Indicators


GVIDDVDifference

Max Drawdown

Largest peak-to-trough decline

-12.93%

-1.92%

-11.01%

Max Drawdown (1Y)

Largest decline over 1 year

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-12.93%

Max Drawdown (10Y)

Largest decline over 10 years

-12.93%

Current Drawdown

Current decline from peak

-1.08%

-0.12%

-0.96%

Average Drawdown

Average peak-to-trough decline

-1.86%

-0.35%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

Volatility

GVI vs. DDV - Volatility Comparison


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Volatility by Period


GVIDDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

2.50%

2.68%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.97%

2.68%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.53%

2.68%

+0.85%

GVI vs. DDV - Expense Ratio Comparison

GVI has a 0.20% expense ratio, which is lower than DDV's 0.25% 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

GVI vs. DDV - Dividend Comparison

GVI's dividend yield for the trailing twelve months is around 3.62%, more than DDV's 1.21% yield.


PositionTTM20252024202320222021202020192018201720162015
DDV
Defined Duration 5 ETF
1.21%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GVI
iShares Intermediate Government/Credit Bond ETF
3.62%3.48%3.40%2.75%1.86%1.46%1.84%2.29%2.16%1.91%1.77%1.75%

Frequently Asked Questions


GVI and DDV have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GVI is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GVI is cheaper with a 0.20% expense ratio, compared with 0.25% for DDV.

GVI has the higher dividend yield at 3.62%, compared with 1.21% for DDV.

GVI is categorized as Short-Term Bond, while DDV is Intermediate Core Bond. They also come from different issuers: iShares and Discipline Funds. Their fees differ too: 0.20% for GVI and 0.25% for DDV.

Portfolio Optimizer

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