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IBGB vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGB vs. GGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2045 Term Treasury ETF (IBGB) 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, IBGB achieves a -0.23% return, which is significantly lower than GGOV's 2.16% return.


IBGB

1D
0.17%
1M
0.38%
YTD
-0.23%
6M
-0.92%
1Y
4.04%
3Y*
5Y*
10Y*

GGOV

1D
-0.14%
1M
-0.11%
YTD
2.16%
6M
-1.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGB vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between IBGB and GGOV is 0.62, 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

0.62

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Return for Risk

IBGB vs. GGOV — Risk / Return Rank

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

IBGB
IBGB Risk / Return Rank: 1616
Overall Rank
IBGB Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IBGB Sortino Ratio Rank: 1616
Sortino Ratio Rank
IBGB Omega Ratio Rank: 1515
Omega Ratio Rank
IBGB Calmar Ratio Rank: 1717
Calmar Ratio Rank
IBGB Martin Ratio Rank: 1717
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.

IBGB vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2045 Term Treasury ETF (IBGB) 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.


IBGBGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

0.60

Martin ratioReturn relative to average drawdown

1.61

IBGB vs. GGOV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBGBGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

-0.14

+0.36

Drawdowns

IBGB vs. GGOV - Drawdown Comparison

The maximum IBGB drawdown since its inception was -8.09%, which is greater than GGOV's maximum drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for IBGB and GGOV.


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Drawdown Indicators


IBGBGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-8.09%

-4.69%

-3.40%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

Current Drawdown

Current decline from peak

-4.02%

-1.64%

-2.38%

Average Drawdown

Average peak-to-trough decline

-3.17%

-1.59%

-1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

Volatility

IBGB vs. GGOV - Volatility Comparison


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Volatility by Period


IBGBGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

Volatility (6M)

Calculated over the trailing 6-month period

5.79%

Volatility (1Y)

Calculated over the trailing 1-year period

8.44%

5.37%

+3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.52%

5.37%

+4.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.52%

5.37%

+4.15%

IBGB vs. GGOV - Expense Ratio Comparison

IBGB has a 0.07% expense ratio, which is lower than GGOV's 0.39% expense ratio.


Dividends

IBGB vs. GGOV - Dividend Comparison

IBGB's dividend yield for the trailing twelve months is around 4.63%, while GGOV has not paid dividends to shareholders.


Frequently Asked Questions


IBGB and GGOV have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBGB is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBGB is cheaper with a 0.07% expense ratio, compared with 0.39% for GGOV.

IBGB has the higher dividend yield at 4.63%, compared with 0.00% for GGOV.

IBGB is categorized as Government Bonds, while GGOV is Global Bonds. Their fees differ too: 0.07% for IBGB and 0.39% for GGOV.

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