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IBTJ vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTJ vs. GGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) 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, IBTJ achieves a -0.10% return, which is significantly lower than GGOV's 2.30% return.


IBTJ

1D
-0.14%
1M
-0.10%
YTD
-0.10%
6M
0.01%
1Y
3.49%
3Y*
3.51%
5Y*
0.06%
10Y*

GGOV

1D
-0.16%
1M
0.60%
YTD
2.30%
6M
-1.11%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTJ vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between IBTJ and GGOV is 0.60, 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

0.60

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Return for Risk

IBTJ vs. GGOV — Risk / Return Rank

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

IBTJ
IBTJ Risk / Return Rank: 4242
Overall Rank
IBTJ Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IBTJ Sortino Ratio Rank: 4545
Sortino Ratio Rank
IBTJ Omega Ratio Rank: 4040
Omega Ratio Rank
IBTJ Calmar Ratio Rank: 4444
Calmar Ratio Rank
IBTJ Martin Ratio Rank: 3939
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.

IBTJ vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) 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.


IBTJGGOVDifference
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

2.17

Martin ratioReturn relative to average drawdown

6.23

IBTJ vs. GGOV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBTJGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

-0.11

+0.09

Drawdowns

IBTJ vs. GGOV - Drawdown Comparison

The maximum IBTJ drawdown since its inception was -20.19%, which is greater than GGOV's maximum drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for IBTJ and GGOV.


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Drawdown Indicators


IBTJGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-20.19%

-4.69%

-15.50%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-17.21%

Current Drawdown

Current decline from peak

-6.30%

-1.50%

-4.80%

Average Drawdown

Average peak-to-trough decline

-9.73%

-1.59%

-8.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

Volatility

IBTJ vs. GGOV - Volatility Comparison


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Volatility by Period


IBTJGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

Volatility (6M)

Calculated over the trailing 6-month period

1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

2.43%

5.38%

-2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

5.38%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.99%

5.38%

+0.61%

IBTJ vs. GGOV - Expense Ratio Comparison

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


Dividends

IBTJ vs. GGOV - Dividend Comparison

IBTJ's dividend yield for the trailing twelve months is around 3.81%, while GGOV has not paid dividends to shareholders.


PositionTTM202520242023202220212020
GGOV
iShares Global Government Bond USD Hedged Active ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
3.81%3.78%3.95%3.48%1.86%0.74%0.61%

Frequently Asked Questions


IBTJ and GGOV have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

IBTJ has the higher dividend yield at 3.81%, compared with 0.00% for GGOV.

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

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