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IBGK vs. GOVZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGK vs. GOVZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2054 Term Treasury ETF (IBGK) and iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBGK achieves a 1.26% return, which is significantly lower than GOVZ's 2.21% return.


IBGK

1D
0.40%
1M
3.29%
YTD
1.26%
6M
1.07%
1Y
4.69%
3Y*
5Y*
10Y*

GOVZ

1D
0.46%
1M
6.37%
YTD
2.21%
6M
1.34%
1Y
4.56%
3Y*
-6.96%
5Y*
-12.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGK vs. GOVZ - Yearly Performance Comparison


2026 (YTD)20252024
IBGK
iShares iBonds Dec 2054 Term Treasury ETF
1.26%3.66%-3.44%
GOVZ
iShares 25+ Year Treasury STRIPS Bond ETF
2.21%-1.81%-6.17%

Correlation

The correlation between IBGK and GOVZ is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2024

0.96

The correlation between IBGK and GOVZ has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

IBGK vs. GOVZ — Risk / Return Rank

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

IBGK
IBGK Risk / Return Rank: 1515
Overall Rank
IBGK Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IBGK Sortino Ratio Rank: 1515
Sortino Ratio Rank
IBGK Omega Ratio Rank: 1414
Omega Ratio Rank
IBGK Calmar Ratio Rank: 1616
Calmar Ratio Rank
IBGK Martin Ratio Rank: 1515
Martin Ratio Rank

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

IBGK vs. GOVZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2054 Term Treasury ETF (IBGK) and iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IBGKGOVZDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.09

1.05

+0.04

Calmar ratioReturn relative to maximum drawdown

0.62

0.28

+0.35

Martin ratioReturn relative to average drawdown

1.49

0.60

+0.89

IBGK vs. GOVZ - Sharpe Ratio Comparison

The current IBGK Sharpe Ratio is 0.50, which is higher than the GOVZ Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of IBGK and GOVZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IBGK vs. GOVZ - Drawdown Comparison

The maximum IBGK drawdown since its inception was -14.62%, smaller than the maximum GOVZ drawdown of -59.65%. Use the drawdown chart below to compare losses from any high point for IBGK and GOVZ.


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Drawdown Indicators


IBGKGOVZDifference

Max Drawdown

Largest peak-to-trough decline

-14.62%

-59.65%

+45.03%

Max Drawdown (1Y)

Largest decline over 1 year

-7.29%

-14.16%

+6.87%

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

-7.72%

-55.09%

+47.37%

Average Drawdown

Average peak-to-trough decline

-8.07%

-40.01%

+31.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

6.46%

-3.43%

Volatility

IBGK vs. GOVZ - Volatility Comparison

The current volatility for iShares iBonds Dec 2054 Term Treasury ETF (IBGK) is 2.09%, while iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) has a volatility of 3.50%. This indicates that IBGK experiences smaller price fluctuations and is considered to be less risky than GOVZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGKGOVZDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

3.50%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

6.29%

10.66%

-4.37%

Volatility (1Y)

Calculated over the trailing 1-year period

9.03%

15.70%

-6.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.75%

23.87%

-12.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.75%

23.29%

-11.54%

IBGK vs. GOVZ - Expense Ratio Comparison

IBGK has a 0.07% expense ratio, which is lower than GOVZ's 0.15% 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

IBGK vs. GOVZ - Dividend Comparison

IBGK's dividend yield for the trailing twelve months is around 4.64%, less than GOVZ's 5.02% yield.


PositionTTM202520242023202220212020
GOVZ
iShares 25+ Year Treasury STRIPS Bond ETF
5.02%5.00%4.68%3.84%3.69%1.76%0.39%
IBGK
iShares iBonds Dec 2054 Term Treasury ETF
4.64%4.59%3.15%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, IBGK and GOVZ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GOVZ has higher volatility (3.50%) compared to IBGK (2.09%). In terms of maximum drawdown, IBGK dropped -14.62% vs GOVZ's -59.65%.

On 1-year performance, IBGK leads with 4.69% vs 4.56% for GOVZ. On fees, IBGK is cheaper at 0.07% per year. On volatility, IBGK has been the lower-risk option at 2.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBGK has performed better with a 4.69% return vs 4.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBGK is cheaper with a 0.07% expense ratio, compared with 0.15% for GOVZ.

GOVZ has the higher dividend yield at 5.02%, compared with 4.64% for IBGK.

IBGK is categorized as Long-Term Bond, while GOVZ is Government Bonds. IBGK tracks ICE 2054 Maturity US Treasury Index, while GOVZ tracks ICE BofA Long US Treasury Principal STRIPS Index. Their fees differ too: 0.07% for IBGK and 0.15% for GOVZ.

IBGK currently has the higher Sharpe Ratio (0.50 vs 0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IBGK and GOVZ

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