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HYSA vs. SGOV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYSA and SGOV is 0.01, 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.


-0.50.00.51.00.0

Performance

HYSA vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

2.00%4.00%6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2025February
6.02%
13.30%
HYSA
SGOV

Key characteristics

Sharpe Ratio

HYSA:

1.49

SGOV:

22.08

Sortino Ratio

HYSA:

2.28

SGOV:

500.74

Omega Ratio

HYSA:

1.26

SGOV:

501.74

Calmar Ratio

HYSA:

0.34

SGOV:

513.36

Martin Ratio

HYSA:

9.60

SGOV:

8,149.35

Ulcer Index

HYSA:

0.88%

SGOV:

0.00%

Daily Std Dev

HYSA:

5.65%

SGOV:

0.23%

Max Drawdown

HYSA:

-31.15%

SGOV:

-0.03%

Current Drawdown

HYSA:

-17.68%

SGOV:

0.00%

Returns By Period

In the year-to-date period, HYSA achieves a 2.22% return, which is significantly higher than SGOV's 0.69% return.


HYSA

YTD

2.22%

1M

0.76%

6M

3.42%

1Y

7.71%

5Y*

-0.07%

10Y*

-1.44%

SGOV

YTD

0.69%

1M

0.33%

6M

2.33%

1Y

5.04%

5Y*

N/A

10Y*

N/A

*Annualized

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HYSA vs. SGOV - Expense Ratio Comparison

HYSA has a 0.55% expense ratio, which is higher than SGOV's 0.03% expense ratio.


Expense ratio chart for HYSA: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for SGOV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

HYSA vs. SGOV — Risk-Adjusted Performance Rank

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

HYSA
The Risk-Adjusted Performance Rank of HYSA is 6464
Overall Rank
The Sharpe Ratio Rank of HYSA is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of HYSA is 7777
Sortino Ratio Rank
The Omega Ratio Rank of HYSA is 6969
Omega Ratio Rank
The Calmar Ratio Rank of HYSA is 2222
Calmar Ratio Rank
The Martin Ratio Rank of HYSA is 8080
Martin Ratio Rank

SGOV
The Risk-Adjusted Performance Rank of SGOV is 100100
Overall Rank
The Sharpe Ratio Rank of SGOV is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of SGOV is 100100
Sortino Ratio Rank
The Omega Ratio Rank of SGOV is 100100
Omega Ratio Rank
The Calmar Ratio Rank of SGOV is 100100
Calmar Ratio Rank
The Martin Ratio Rank of SGOV is 100100
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.

HYSA vs. SGOV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 HYSA, currently valued at 1.49, compared to the broader market0.002.004.001.4922.08
The chart of Sortino ratio for HYSA, currently valued at 2.28, compared to the broader market-2.000.002.004.006.008.0010.0012.002.28500.74
The chart of Omega ratio for HYSA, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.26501.74
The chart of Calmar ratio for HYSA, currently valued at 1.51, compared to the broader market0.005.0010.0015.0020.001.51513.36
The chart of Martin ratio for HYSA, currently valued at 9.60, compared to the broader market0.0020.0040.0060.0080.00100.009.608,149.35
HYSA
SGOV

The current HYSA Sharpe Ratio is 1.49, which is lower than the SGOV Sharpe Ratio of 22.08. The chart below compares the historical Sharpe Ratios of HYSA and SGOV, 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 Ratio0.005.0010.0015.0020.00OctoberNovemberDecember2025February
1.49
22.08
HYSA
SGOV

Dividends

HYSA vs. SGOV - Dividend Comparison

HYSA's dividend yield for the trailing twelve months is around 6.22%, more than SGOV's 4.58% yield.


TTM20242023202220212020
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF
6.22%7.00%2.65%0.00%0.00%0.00%
SGOV
iShares 0-3 Month Treasury Bond ETF
4.58%5.10%4.87%1.45%0.03%0.05%

Drawdowns

HYSA vs. SGOV - Drawdown Comparison

The maximum HYSA drawdown since its inception was -31.15%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for HYSA and SGOV. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%OctoberNovemberDecember2025February
-0.39%
0
HYSA
SGOV

Volatility

HYSA vs. SGOV - Volatility Comparison

Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) has a higher volatility of 1.56% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that HYSA's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%2.50%OctoberNovemberDecember2025February
1.56%
0.05%
HYSA
SGOV