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IGOV vs. UNH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGOV vs. UNH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Treasury Bond ETF (IGOV) and UnitedHealth Group Incorporated (UNH). The values are adjusted to include any dividend payments, if applicable.

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IGOV vs. UNH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGOV
iShares International Treasury Bond ETF
-1.44%9.96%-6.50%5.57%-22.07%-9.25%10.88%3.76%-2.60%11.38%
UNH
UnitedHealth Group Incorporated
-17.39%-33.14%-2.41%0.80%6.94%45.20%21.25%20.00%14.52%39.83%

Returns By Period

In the year-to-date period, IGOV achieves a -1.44% return, which is significantly higher than UNH's -17.39% return. Over the past 10 years, IGOV has underperformed UNH with an annualized return of -1.34%, while UNH has yielded a comparatively higher 9.39% annualized return.


IGOV

1D
1.23%
1M
-4.49%
YTD
-1.44%
6M
-2.25%
1Y
5.63%
3Y*
1.37%
5Y*
-4.22%
10Y*
-1.34%

UNH

1D
3.36%
1M
-7.02%
YTD
-17.39%
6M
-20.50%
1Y
-46.88%
3Y*
-15.31%
5Y*
-4.29%
10Y*
9.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IGOV vs. UNH — Risk / Return Rank

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

IGOV
IGOV Risk / Return Rank: 3535
Overall Rank
IGOV Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IGOV Sortino Ratio Rank: 3636
Sortino Ratio Rank
IGOV Omega Ratio Rank: 3131
Omega Ratio Rank
IGOV Calmar Ratio Rank: 4040
Calmar Ratio Rank
IGOV Martin Ratio Rank: 3131
Martin Ratio Rank

UNH
UNH Risk / Return Rank: 1212
Overall Rank
UNH Sharpe Ratio Rank: 66
Sharpe Ratio Rank
UNH Sortino Ratio Rank: 1010
Sortino Ratio Rank
UNH Omega Ratio Rank: 66
Omega Ratio Rank
UNH Calmar Ratio Rank: 1515
Calmar Ratio Rank
UNH Martin Ratio Rank: 2525
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. UNH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Treasury Bond ETF (IGOV) and UnitedHealth Group Incorporated (UNH). 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.


IGOVUNHDifference

Sharpe ratio

Return per unit of total volatility

0.63

-0.92

+1.55

Sortino ratio

Return per unit of downside risk

0.98

-1.15

+2.13

Omega ratio

Gain probability vs. loss probability

1.12

0.81

+0.30

Calmar ratio

Return relative to maximum drawdown

0.96

-0.77

+1.72

Martin ratio

Return relative to average drawdown

2.56

-1.02

+3.57

IGOV vs. UNH - Sharpe Ratio Comparison

The current IGOV Sharpe Ratio is 0.63, which is higher than the UNH Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of IGOV and UNH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGOVUNHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

-0.92

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

-0.14

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

0.32

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.60

-0.59

Correlation

The correlation between IGOV and UNH is 0.04, 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

IGOV vs. UNH - Dividend Comparison

IGOV's dividend yield for the trailing twelve months is around 1.43%, less than UNH's 3.27% yield.


TTM20252024202320222021202020192018201720162015
IGOV
iShares International Treasury Bond ETF
1.43%1.41%0.59%0.00%0.11%0.39%0.00%0.24%0.31%0.19%0.69%0.12%
UNH
UnitedHealth Group Incorporated
3.27%2.64%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%

Drawdowns

IGOV vs. UNH - Drawdown Comparison

The maximum IGOV drawdown since its inception was -35.88%, smaller than the maximum UNH drawdown of -74.37%. Use the drawdown chart below to compare losses from any high point for IGOV and UNH.


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Drawdown Indicators


IGOVUNHDifference

Max Drawdown

Largest peak-to-trough decline

-35.88%

-74.37%

+38.49%

Max Drawdown (1Y)

Largest decline over 1 year

-5.70%

-60.06%

+54.36%

Max Drawdown (5Y)

Largest decline over 5 years

-33.17%

-61.39%

+28.22%

Max Drawdown (10Y)

Largest decline over 10 years

-35.88%

-61.39%

+25.51%

Current Drawdown

Current decline from peak

-24.72%

-55.14%

+30.42%

Average Drawdown

Average peak-to-trough decline

-10.89%

-14.63%

+3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

45.40%

-43.27%

Volatility

IGOV vs. UNH - Volatility Comparison

The current volatility for iShares International Treasury Bond ETF (IGOV) is 3.63%, while UnitedHealth Group Incorporated (UNH) has a volatility of 7.72%. This indicates that IGOV experiences smaller price fluctuations and is considered to be less risky than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGOVUNHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

7.72%

-4.09%

Volatility (6M)

Calculated over the trailing 6-month period

5.29%

29.34%

-24.05%

Volatility (1Y)

Calculated over the trailing 1-year period

9.04%

51.10%

-42.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.88%

31.26%

-21.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.58%

29.84%

-21.26%