IEI vs. SGOV
Compare and contrast key facts about iShares 3-7 Year Treasury Bond ETF (IEI) and iShares 0-3 Month Treasury Bond ETF (SGOV).
IEI and SGOV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEI is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 3-7 Year Treasury Bond Index. It was launched on Jan 11, 2007. SGOV is a passively managed fund by iShares that tracks the performance of the ICE 0-3 Month US Treasury Securities Index. It was launched on May 26, 2020. Both IEI and SGOV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IEI vs. SGOV - Performance Comparison
Loading graphics...
IEI vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IEI iShares 3-7 Year Treasury Bond ETF | -0.13% | 6.96% | 1.81% | 4.42% | -9.51% | -2.54% | 0.28% |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.88% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Returns By Period
In the year-to-date period, IEI achieves a -0.13% return, which is significantly lower than SGOV's 0.88% return.
IEI
- 1D
- -0.08%
- 1M
- -1.15%
- YTD
- -0.13%
- 6M
- 0.68%
- 1Y
- 3.73%
- 3Y*
- 3.40%
- 5Y*
- 0.45%
- 10Y*
- 1.35%
SGOV
- 1D
- 0.02%
- 1M
- 0.30%
- YTD
- 0.88%
- 6M
- 1.89%
- 1Y
- 4.07%
- 3Y*
- 4.80%
- 5Y*
- 3.41%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IEI vs. SGOV - Expense Ratio Comparison
IEI has a 0.15% expense ratio, which is higher than SGOV's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
IEI vs. SGOV — Risk / Return Rank
IEI
SGOV
IEI vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 3-7 Year Treasury Bond ETF (IEI) 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.
| IEI | SGOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 20.61 | -19.52 |
Sortino ratioReturn per unit of downside risk | 1.64 | 283.87 | -282.23 |
Omega ratioGain probability vs. loss probability | 1.20 | 201.33 | -200.13 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 411.31 | -409.53 |
Martin ratioReturn relative to average drawdown | 5.68 | 4,618.08 | -4,612.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IEI | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 20.61 | -19.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 14.12 | -14.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 12.34 | -11.64 |
Correlation
The correlation between IEI and SGOV is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IEI vs. SGOV - Dividend Comparison
IEI's dividend yield for the trailing twelve months is around 3.58%, less than SGOV's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEI iShares 3-7 Year Treasury Bond ETF | 3.58% | 3.48% | 3.18% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.95% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IEI vs. SGOV - Drawdown Comparison
The maximum IEI drawdown since its inception was -14.60%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for IEI and SGOV.
Loading graphics...
Drawdown Indicators
| IEI | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.60% | -0.03% | -14.57% |
Max Drawdown (1Y)Largest decline over 1 year | -2.20% | -0.01% | -2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -13.88% | -0.03% | -13.85% |
Max Drawdown (10Y)Largest decline over 10 years | -14.60% | — | — |
Current DrawdownCurrent decline from peak | -1.57% | 0.00% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -2.68% | 0.00% | -2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.00% | +0.69% |
Volatility
IEI vs. SGOV - Volatility Comparison
iShares 3-7 Year Treasury Bond ETF (IEI) has a higher volatility of 1.25% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that IEI'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 graphics...
Volatility by Period
| IEI | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 0.06% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 2.06% | 0.13% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.44% | 0.20% | +3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.75% | 0.24% | +4.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.93% | 0.24% | +3.69% |