IDNA vs. SGOV
IDNA (iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund) and SGOV (iShares 0-3 Month Treasury Bond ETF) are both exchange-traded funds - IDNA is a Health & Biotech Equities fund tracking the NYSE FactSet Global Genomics and Immuno Biopharma Index, while SGOV is a Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Both are passively managed. Over the past 5 years, IDNA returned -8.26%/yr vs 3.53%/yr for SGOV. At a correlation of -0.05, they often move in opposite directions. IDNA charges 0.47%/yr vs 0.09%/yr for SGOV.
Performance
IDNA vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, IDNA achieves a 9.51% return, which is significantly higher than SGOV's 1.50% return.
IDNA
- 1D
- -2.18%
- 1M
- -2.18%
- YTD
- 9.51%
- 6M
- 10.53%
- 1Y
- 41.74%
- 3Y*
- 6.48%
- 5Y*
- -8.26%
- 10Y*
- —
SGOV
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 1.50%
- 6M
- 1.80%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.53%
- 10Y*
- —
IDNA vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IDNA iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund | 9.51% | 17.26% | -0.72% | -7.63% | -42.28% | -3.98% | 30.33% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.50% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Correlation
The correlation between IDNA and SGOV is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since May 29, 2020 | -0.05 |
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Return for Risk
IDNA vs. SGOV — Risk / Return Rank
IDNA
SGOV
IDNA vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund (IDNA) 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.
| IDNA | SGOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 20.28 | -18.56 |
Sortino ratioReturn per unit of downside risk | 2.48 | 275.69 | -273.21 |
Omega ratioGain probability vs. loss probability | 1.28 | 195.55 | -194.27 |
Calmar ratioReturn relative to maximum drawdown | 4.09 | 399.50 | -395.41 |
Martin ratioReturn relative to average drawdown | 11.79 | 4,485.48 | -4,473.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDNA | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 20.28 | -18.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | 14.72 | -15.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 12.48 | -12.38 |
Drawdowns
IDNA vs. SGOV - Drawdown Comparison
The maximum IDNA drawdown since its inception was -68.26%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for IDNA and SGOV.
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Drawdown Indicators
| IDNA | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.26% | -0.03% | -68.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.66% | -0.01% | -10.65% |
Max Drawdown (3Y)Largest decline over 3 years | -29.73% | -0.01% | -29.72% |
Max Drawdown (5Y)Largest decline over 5 years | -68.26% | -0.03% | -68.23% |
Current DrawdownCurrent decline from peak | -46.01% | 0.00% | -46.01% |
Average DrawdownAverage peak-to-trough decline | -36.24% | -0.00% | -36.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 0.00% | +3.70% |
Volatility
IDNA vs. SGOV - Volatility Comparison
iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund (IDNA) has a higher volatility of 7.24% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that IDNA'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.
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Volatility by Period
| IDNA | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 0.05% | +7.19% |
Volatility (6M)Calculated over the trailing 6-month period | 18.21% | 0.13% | +18.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.51% | 0.20% | +24.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.42% | 0.24% | +28.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.53% | 0.24% | +29.29% |
IDNA vs. SGOV - Expense Ratio Comparison
IDNA has a 0.47% expense ratio, which is higher than SGOV's 0.09% expense ratio.
Dividends
IDNA vs. SGOV - Dividend Comparison
IDNA's dividend yield for the trailing twelve months is around 1.08%, less than SGOV's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IDNA iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund | 1.08% | 1.18% | 0.98% | 1.04% | 0.54% | 0.70% | 0.26% | 0.80% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.86% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% |
Frequently Asked Questions
IDNA and SGOV have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDNA has higher volatility (7.24%) compared to SGOV (0.05%). In terms of maximum drawdown, IDNA dropped -68.26% vs SGOV's -0.03%.
On 5-year performance, SGOV leads with 3.53% vs -8.26% for IDNA. On fees, SGOV is cheaper at 0.09% per year. On volatility, SGOV has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SGOV has performed better with a 3.53% return vs -8.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SGOV is cheaper with a 0.09% expense ratio, compared with 0.47% for IDNA.
SGOV has the higher dividend yield at 3.86%, compared with 1.08% for IDNA.
IDNA is categorized as Health & Biotech Equities, while SGOV is Ultrashort Bond. IDNA tracks NYSE FactSet Global Genomics and Immuno Biopharma Index, while SGOV tracks ICE 0-3 Month US Treasury Securities Index. Their fees differ too: 0.47% for IDNA and 0.09% for SGOV.
SGOV currently has the higher Sharpe Ratio (20.28 vs 1.71), 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.
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