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IGOV vs. BSV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGOV and BSV is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

IGOV vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Treasury Bond ETF (IGOV) and Vanguard Short-Term Bond ETF (BSV). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
-4.44%
1.83%
IGOV
BSV

Key characteristics

Sharpe Ratio

IGOV:

-0.70

BSV:

1.45

Sortino Ratio

IGOV:

-0.92

BSV:

2.12

Omega Ratio

IGOV:

0.89

BSV:

1.27

Calmar Ratio

IGOV:

-0.19

BSV:

1.23

Martin Ratio

IGOV:

-1.53

BSV:

4.85

Ulcer Index

IGOV:

3.98%

BSV:

0.72%

Daily Std Dev

IGOV:

8.65%

BSV:

2.39%

Max Drawdown

IGOV:

-35.88%

BSV:

-8.54%

Current Drawdown

IGOV:

-31.50%

BSV:

-0.86%

Returns By Period

In the year-to-date period, IGOV achieves a -1.38% return, which is significantly lower than BSV's -0.01% return. Over the past 10 years, IGOV has underperformed BSV with an annualized return of -2.02%, while BSV has yielded a comparatively higher 1.53% annualized return.


IGOV

YTD

-1.38%

1M

-3.67%

6M

-4.44%

1Y

-4.68%

5Y*

-5.13%

10Y*

-2.02%

BSV

YTD

-0.01%

1M

0.04%

6M

1.84%

1Y

3.70%

5Y*

1.25%

10Y*

1.53%

*Annualized

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IGOV vs. BSV - Expense Ratio Comparison

IGOV has a 0.35% expense ratio, which is higher than BSV's 0.04% expense ratio.


IGOV
iShares International Treasury Bond ETF
Expense ratio chart for IGOV: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for BSV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

IGOV vs. BSV — Risk-Adjusted Performance Rank

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

IGOV
The Risk-Adjusted Performance Rank of IGOV is 22
Overall Rank
The Sharpe Ratio Rank of IGOV is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of IGOV is 22
Sortino Ratio Rank
The Omega Ratio Rank of IGOV is 22
Omega Ratio Rank
The Calmar Ratio Rank of IGOV is 55
Calmar Ratio Rank
The Martin Ratio Rank of IGOV is 11
Martin Ratio Rank

BSV
The Risk-Adjusted Performance Rank of BSV is 6262
Overall Rank
The Sharpe Ratio Rank of BSV is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BSV is 6969
Sortino Ratio Rank
The Omega Ratio Rank of BSV is 6767
Omega Ratio Rank
The Calmar Ratio Rank of BSV is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BSV is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IGOV vs. BSV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Treasury Bond ETF (IGOV) and Vanguard Short-Term Bond ETF (BSV). 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.


Sharpe ratio
The chart of Sharpe ratio for IGOV, currently valued at -0.70, compared to the broader market0.002.004.00-0.701.45
The chart of Sortino ratio for IGOV, currently valued at -0.92, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.922.12
The chart of Omega ratio for IGOV, currently valued at 0.89, compared to the broader market0.501.001.502.002.503.000.891.27
The chart of Calmar ratio for IGOV, currently valued at -0.19, compared to the broader market0.005.0010.0015.00-0.191.23
The chart of Martin ratio for IGOV, currently valued at -1.53, compared to the broader market0.0020.0040.0060.0080.00100.00-1.534.85
IGOV
BSV

The current IGOV Sharpe Ratio is -0.70, which is lower than the BSV Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of IGOV and BSV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.70
1.45
IGOV
BSV

Dividends

IGOV vs. BSV - Dividend Comparison

IGOV's dividend yield for the trailing twelve months is around 0.60%, less than BSV's 3.38% yield.


TTM20242023202220212020201920182017201620152014
IGOV
iShares International Treasury Bond ETF
0.60%0.59%0.00%0.11%0.39%0.00%0.24%0.31%0.19%0.69%0.22%1.28%
BSV
Vanguard Short-Term Bond ETF
3.38%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.49%1.40%1.45%

Drawdowns

IGOV vs. BSV - Drawdown Comparison

The maximum IGOV drawdown since its inception was -35.88%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for IGOV and BSV. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-31.50%
-0.86%
IGOV
BSV

Volatility

IGOV vs. BSV - Volatility Comparison

iShares International Treasury Bond ETF (IGOV) has a higher volatility of 2.67% compared to Vanguard Short-Term Bond ETF (BSV) at 0.68%. This indicates that IGOV's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
2.67%
0.68%
IGOV
BSV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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