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IBGS.L vs. SGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGS.L vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) and iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBGS.L is traded in GBP, while SGOV is traded in USD. To make them comparable, the SGOV values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBGS.L achieves a -1.02% return, which is significantly lower than SGOV's 1.88% return.


IBGS.L

1D
-0.07%
1M
0.24%
YTD
-1.02%
6M
-0.96%
1Y
3.54%
3Y*
2.79%
5Y*
0.92%
10Y*
1.38%

SGOV

1D
0.28%
1M
1.10%
YTD
1.88%
6M
1.27%
1Y
4.67%
3Y*
2.13%
5Y*
4.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGS.L vs. SGOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBGS.L
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
-1.02%7.76%-1.67%1.50%1.00%-7.25%0.45%
SGOV
iShares 0-3 Month Treasury Bond ETF
1.88%-3.18%7.11%-0.13%13.66%0.99%-9.79%

Correlation

The correlation between IBGS.L and SGOV is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (All Time)
Calculated using the full available price history since May 29, 2020

0.34

The correlation between IBGS.L and SGOV shifts across timeframes, from 0.20 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBGS.L vs. SGOV — Risk / Return Rank

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

IBGS.L
IBGS.L Risk / Return Rank: 2424
Overall Rank
IBGS.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IBGS.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
IBGS.L Omega Ratio Rank: 2222
Omega Ratio Rank
IBGS.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
IBGS.L Martin Ratio Rank: 2424
Martin Ratio Rank

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
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.

IBGS.L vs. SGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) 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.


IBGS.LSGOVDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.15

1.12

+0.02

Calmar ratioReturn relative to maximum drawdown

1.36

0.91

+0.45

Martin ratioReturn relative to average drawdown

3.05

2.47

+0.58

IBGS.L vs. SGOV - Sharpe Ratio Comparison

The current IBGS.L Sharpe Ratio is 0.85, which is comparable to the SGOV Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of IBGS.L and SGOV, 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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Sharpe Ratios by Period


IBGS.LSGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.71

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.55

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.17

+0.07

Drawdowns

IBGS.L vs. SGOV - Drawdown Comparison

The maximum IBGS.L drawdown since its inception was -16.59%, which is greater than SGOV's maximum drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for IBGS.L and SGOV.


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Drawdown Indicators


IBGS.LSGOVDifference

Max Drawdown

Largest peak-to-trough decline

-16.59%

-15.77%

-0.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-5.17%

+2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-3.06%

-9.80%

+6.74%

Max Drawdown (5Y)

Largest decline over 5 years

-5.95%

-15.77%

+9.82%

Max Drawdown (10Y)

Largest decline over 10 years

-13.11%

Current Drawdown

Current decline from peak

-3.95%

-5.94%

+1.99%

Average Drawdown

Average peak-to-trough decline

-5.92%

-8.18%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.90%

-0.74%

Volatility

IBGS.L vs. SGOV - Volatility Comparison

The current volatility for iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) is 1.20%, while iShares 0-3 Month Treasury Bond ETF (SGOV) has a volatility of 1.77%. This indicates that IBGS.L experiences smaller price fluctuations and is considered to be less risky than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGS.LSGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.77%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

4.99%

-2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

6.60%

-2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

8.56%

-3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.09%

8.50%

-1.41%

IBGS.L vs. SGOV - Expense Ratio Comparison

IBGS.L has a 0.15% expense ratio, which is higher than SGOV's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBGS.L vs. SGOV - Dividend Comparison

IBGS.L's dividend yield for the trailing twelve months is around 2.18%, less than SGOV's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
IBGS.L
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
2.18%2.39%2.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.28%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.86%4.10%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBGS.L and SGOV have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGOV is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGOV is cheaper with a 0.09% expense ratio, compared with 0.15% for IBGS.L.

IBGS.L is categorized as European Government Bonds, while SGOV is Ultrashort Bond. IBGS.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR, while SGOV tracks ICE 0-3 Month US Treasury Securities Index. Their fees differ too: 0.15% for IBGS.L and 0.09% for SGOV.

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