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IBTQ vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTQ vs. GGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2035 Term Treasury ETF (IBTQ) 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, IBTQ achieves a -0.68% return, which is significantly lower than GGOV's 2.30% return.


IBTQ

1D
-0.28%
1M
-0.05%
YTD
-0.68%
6M
-1.21%
1Y
4.35%
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)

IBTQ vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between IBTQ 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

IBTQ vs. GGOV — Risk / Return Rank

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

IBTQ
IBTQ Risk / Return Rank: 2424
Overall Rank
IBTQ Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IBTQ Sortino Ratio Rank: 2525
Sortino Ratio Rank
IBTQ Omega Ratio Rank: 2323
Omega Ratio Rank
IBTQ Calmar Ratio Rank: 2323
Calmar Ratio Rank
IBTQ Martin Ratio Rank: 2424
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.

IBTQ vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2035 Term Treasury ETF (IBTQ) 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.


IBTQGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.02

Martin ratioReturn relative to average drawdown

3.06

IBTQ vs. GGOV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBTQGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

-0.11

+0.77

Drawdowns

IBTQ vs. GGOV - Drawdown Comparison

The maximum IBTQ drawdown since its inception was -4.27%, smaller than the maximum GGOV drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for IBTQ and GGOV.


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Drawdown Indicators


IBTQGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-4.27%

-4.69%

+0.42%

Max Drawdown (1Y)

Largest decline over 1 year

-4.27%

Current Drawdown

Current decline from peak

-2.92%

-1.50%

-1.42%

Average Drawdown

Average peak-to-trough decline

-1.40%

-1.59%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

Volatility

IBTQ vs. GGOV - Volatility Comparison


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Volatility by Period


IBTQGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

5.02%

5.38%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.62%

5.38%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.62%

5.38%

+0.24%

IBTQ vs. GGOV - Expense Ratio Comparison

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


Dividends

IBTQ vs. GGOV - Dividend Comparison

IBTQ's dividend yield for the trailing twelve months is around 3.72%, while GGOV has not paid dividends to shareholders.


Frequently Asked Questions


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

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

IBTQ has the higher dividend yield at 3.72%, compared with 0.00% for GGOV.

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

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