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IGOV vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGOV vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Treasury Bond ETF (IGOV) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGOV achieves a -0.50% return, which is significantly lower than IVV's 10.85% return. Over the past 10 years, IGOV has underperformed IVV with an annualized return of -1.38%, while IVV has yielded a comparatively higher 15.54% annualized return.


IGOV

1D
-0.84%
1M
-0.43%
YTD
-0.50%
6M
-0.39%
1Y
0.56%
3Y*
2.56%
5Y*
-4.47%
10Y*
-1.38%

IVV

1D
-0.76%
1M
4.97%
YTD
10.85%
6M
10.87%
1Y
28.00%
3Y*
22.43%
5Y*
13.88%
10Y*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGOV vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGOV
iShares International Treasury Bond ETF
-0.50%9.96%-6.50%5.57%-22.07%-9.25%10.88%3.76%-2.60%11.38%
IVV
iShares Core S&P 500 ETF
10.85%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between IGOV and IVV is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2009

0.14

Over the past year, IGOV and IVV have become more correlated (0.42) than their long-term average of 0.14, meaning their price movements have been converging.

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Return for Risk

IGOV vs. IVV — Risk / Return Rank

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

IGOV
IGOV Risk / Return Rank: 99
Overall Rank
IGOV Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IGOV Sortino Ratio Rank: 99
Sortino Ratio Rank
IGOV Omega Ratio Rank: 99
Omega Ratio Rank
IGOV Calmar Ratio Rank: 1010
Calmar Ratio Rank
IGOV Martin Ratio Rank: 99
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7070
Sortino Ratio Rank
IVV Omega Ratio Rank: 7070
Omega Ratio Rank
IVV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
Martin Ratio Rank
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.

IGOV vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Treasury Bond ETF (IGOV) and iShares Core S&P 500 ETF (IVV). 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.


IGOVIVVDifference
Sharpe ratioReturn per unit of total volatility

-2.32

Sortino ratioReturn per unit of downside risk

-3.09

Omega ratioGain probability vs. loss probability

1.02

1.43

-0.41

Calmar ratioReturn relative to maximum drawdown

0.10

3.17

-3.07

Martin ratioReturn relative to average drawdown

0.23

14.71

-14.48

IGOV vs. IVV - Sharpe Ratio Comparison

The current IGOV Sharpe Ratio is 0.07, which is lower than the IVV Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of IGOV and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IGOVIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

2.39

-2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.83

-1.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

0.86

-1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.45

-0.44

Drawdowns

IGOV vs. IVV - Drawdown Comparison

The maximum IGOV drawdown since its inception was -35.88%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IGOV and IVV.


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Drawdown Indicators


IGOVIVVDifference

Max Drawdown

Largest peak-to-trough decline

-35.88%

-55.25%

+19.37%

Max Drawdown (1Y)

Largest decline over 1 year

-5.70%

-8.89%

+3.19%

Max Drawdown (3Y)

Largest decline over 3 years

-10.65%

-18.75%

+8.10%

Max Drawdown (5Y)

Largest decline over 5 years

-33.17%

-24.53%

-8.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.88%

-33.90%

-1.98%

Current Drawdown

Current decline from peak

-24.01%

-0.76%

-23.25%

Average Drawdown

Average peak-to-trough decline

-11.02%

-10.78%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

1.91%

+0.51%

Volatility

IGOV vs. IVV - Volatility Comparison

iShares International Treasury Bond ETF (IGOV) and iShares Core S&P 500 ETF (IVV) have volatilities of 2.80% and 2.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGOVIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

2.87%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

6.19%

8.90%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

8.11%

11.80%

-3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.96%

16.88%

-6.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.59%

18.05%

-9.46%

IGOV vs. IVV - Expense Ratio Comparison

IGOV has a 0.35% expense ratio, which is higher than IVV's 0.03% expense ratio.


Dividends

IGOV vs. IVV - Dividend Comparison

IGOV's dividend yield for the trailing twelve months is around 1.42%, more than IVV's 1.06% yield.


PositionTTM20252024202320222021202020192018201720162015
IGOV
iShares International Treasury Bond ETF
1.42%1.41%0.59%0.00%0.11%0.39%0.00%0.24%0.31%0.19%0.69%0.12%
IVV
iShares Core S&P 500 ETF
1.06%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions


IGOV and IVV have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVV has higher volatility (2.87%) compared to IGOV (2.80%). In terms of maximum drawdown, IGOV dropped -35.88% vs IVV's -55.25%.

On 10-year performance, IVV leads with 15.54% vs -1.38% for IGOV. On fees, IVV is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IVV has performed better with a 15.54% return vs -1.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVV is cheaper with a 0.03% expense ratio, compared with 0.35% for IGOV.

IGOV has the higher dividend yield at 1.42%, compared with 1.06% for IVV.

IGOV is categorized as International Government Bonds, while IVV is S&P 500. IGOV tracks S&P/Citigroup International Treasury Bond Index Ex-US, while IVV tracks S&P 500 Index. Their fees differ too: 0.35% for IGOV and 0.03% for IVV.

IVV currently has the higher Sharpe Ratio (2.39 vs 0.07), 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.

Portfolio Optimizer

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