ICE vs. SGOV
ICE (Intercontinental Exchange, Inc.) is a stock, while SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, ICE returned 5.92%/yr vs 3.67%/yr for SGOV. Their 0.03 correlation means their historical movements had little consistent relationship.
Performance
ICE vs. SGOV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ICE achieves a -6.84% return, which is significantly lower than SGOV's 2.16% return.
ICE
- 1D
- 0.43%
- 1M
- 11.07%
- 6M
- -8.47%
- YTD
- -6.84%
- 1Y
- -19.02%
- 3Y*
- 10.92%
- 5Y*
- 5.92%
- 10Y*
- 11.83%
- ALL TIME*
- 16.24%
SGOV
- 1D
- 0.02%
- 1M
- 0.32%
- 6M
- 1.82%
- YTD
- 2.16%
- 1Y
- 3.85%
- 3Y*
- 4.63%
- 5Y*
- 3.67%
- 10Y*
- —
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $760.87M | $616.52M | $642.60M | |
| $2.20B | $1.91B | $2.07B |
ICE vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ICE Intercontinental Exchange, Inc. | -6.84% | 9.92% | 17.46% | 27.12% | -23.91% | 19.94% | 25.32% |
SGOV iShares 0-3 Month Treasury Bond ETF | 2.16% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between ICE and SGOV is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | 0.03 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ICE vs. SGOV — Risk / Return Rank
ICE
SGOV
ICE vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intercontinental Exchange, Inc. (ICE) 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.
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.
| ICE | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.56 | ||
| Sortino ratioReturn per unit of downside risk | -381.21 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 380.49 | -379.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 388.26 | -388.83 |
| Martin ratioReturn relative to average drawdown | -1.14 | 6,151.25 | -6,152.40 |
Loading charts...
Drawdowns
ICE vs. SGOV - Drawdown Comparison
The maximum ICE drawdown since its inception was -73.94%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for ICE and SGOV.
Loading charts...
Drawdown Indicators
| ICE | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.94% | -0.03% | -73.91% |
Max Drawdown (1Y)Largest decline over 1 year | -33.80% | -0.01% | -33.79% |
Max Drawdown (3Y)Largest decline over 3 years | -33.94% | -0.01% | -33.93% |
Max Drawdown (5Y)Largest decline over 5 years | -34.32% | -0.03% | -34.29% |
Max Drawdown (10Y)Largest decline over 10 years | -34.32% | — | — |
Current DrawdownCurrent decline from peak | -19.47% | 0.00% | -19.47% |
Average DrawdownAverage peak-to-trough decline | -16.53% | 0.00% | -16.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.68% | 0.00% | +16.68% |
Volatility
ICE vs. SGOV - Volatility Comparison
Intercontinental Exchange, Inc. (ICE) has a higher volatility of 7.13% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.04%. This indicates that ICE's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ICE | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 0.04% | +7.09% |
Volatility (6M)Calculated over the trailing 6-month period | 19.80% | 0.13% | +19.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.49% | 0.19% | +24.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.67% | 0.24% | +21.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 0.23% | +22.14% |
Dividends
ICE vs. SGOV - Dividend Comparison
ICE's dividend yield for the trailing twelve months is around 1.33%, less than SGOV's 3.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICE Intercontinental Exchange, Inc. | 1.33% | 1.19% | 1.21% | 1.31% | 1.48% | 0.97% | 1.04% | 1.19% | 1.27% | 1.13% | 1.21% | 1.13% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.75% | 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
ICE and SGOV have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICE has higher volatility (7.13%) compared to SGOV (0.04%). In terms of maximum drawdown, ICE dropped -73.94% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.78 vs -0.78), 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.
Find the right allocation for ICE and SGOV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer