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IBTP vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTP vs. GGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2034 Term Treasury ETF (IBTP) 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, IBTP achieves a -0.59% return, which is significantly lower than GGOV's 2.30% return.


IBTP

1D
-0.24%
1M
-0.12%
YTD
-0.59%
6M
-1.11%
1Y
4.34%
3Y*
5Y*
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)

IBTP vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between IBTP and GGOV is 0.64, 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

0.64

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Return for Risk

IBTP vs. GGOV — Risk / Return Rank

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

IBTP
IBTP Risk / Return Rank: 2525
Overall Rank
IBTP Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IBTP Sortino Ratio Rank: 2626
Sortino Ratio Rank
IBTP Omega Ratio Rank: 2424
Omega Ratio Rank
IBTP Calmar Ratio Rank: 2424
Calmar Ratio Rank
IBTP Martin Ratio Rank: 2525
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.

IBTP vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2034 Term Treasury ETF (IBTP) 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.


IBTPGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.09

Martin ratioReturn relative to average drawdown

3.25

IBTP vs. GGOV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBTPGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

-0.11

+0.78

Drawdowns

IBTP vs. GGOV - Drawdown Comparison

The maximum IBTP drawdown since its inception was -7.40%, which is greater than GGOV's maximum drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for IBTP and GGOV.


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Drawdown Indicators


IBTPGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-7.40%

-4.69%

-2.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.99%

Current Drawdown

Current decline from peak

-2.77%

-1.50%

-1.27%

Average Drawdown

Average peak-to-trough decline

-2.11%

-1.59%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

Volatility

IBTP vs. GGOV - Volatility Comparison


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Volatility by Period


IBTPGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

Volatility (6M)

Calculated over the trailing 6-month period

3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.77%

5.38%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.96%

5.38%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.96%

5.38%

+0.58%

IBTP vs. GGOV - Expense Ratio Comparison

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


Dividends

IBTP vs. GGOV - Dividend Comparison

IBTP's dividend yield for the trailing twelve months is around 4.05%, while GGOV has not paid dividends to shareholders.


Frequently Asked Questions


IBTP and GGOV have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

IBTP has the higher dividend yield at 4.05%, compared with 0.00% for GGOV.

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

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