IJS vs. SGOV
Compare and contrast key facts about iShares S&P SmallCap 600 Value ETF (IJS) and iShares 0-3 Month Treasury Bond ETF (SGOV).
IJS and SGOV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJS is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Value Index. It was launched on Jul 24, 2000. 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 IJS 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
IJS vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, IJS achieves a 4.77% return, which is significantly higher than SGOV's 0.92% return.
IJS
- 1D
- 0.22%
- 1M
- 0.37%
- YTD
- 4.77%
- 6M
- 6.54%
- 1Y
- 37.59%
- 3Y*
- 10.12%
- 5Y*
- 4.81%
- 10Y*
- 9.52%
SGOV
- 1D
- 0.04%
- 1M
- 0.27%
- YTD
- 0.92%
- 6M
- 1.88%
- 1Y
- 4.05%
- 3Y*
- 4.81%
- 5Y*
- 3.42%
- 10Y*
- —
IJS vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 4.77% | 6.54% | 7.33% | 14.68% | -11.34% | 30.53% | 38.45% |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.92% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Correlation
The correlation between IJS and SGOV is -0.03, 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, cushioning overall portfolio drawdowns.
IJS vs. SGOV - Expense Ratio Comparison
IJS has a 0.25% 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%.
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Return for Risk
IJS vs. SGOV — Risk / Return Rank
IJS
SGOV
IJS vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) 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.
| IJS | SGOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 20.63 | -19.70 |
Sortino ratioReturn per unit of downside risk | 1.43 | 286.00 | -284.57 |
Omega ratioGain probability vs. loss probability | 1.19 | 202.83 | -201.64 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 412.76 | -411.25 |
Martin ratioReturn relative to average drawdown | 5.68 | 4,634.41 | -4,628.72 |
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
| IJS | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 20.63 | -19.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 14.13 | -13.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 12.35 | -11.97 |
Drawdowns
IJS vs. SGOV - Drawdown Comparison
The maximum IJS drawdown since its inception was -60.11%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for IJS and SGOV.
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Drawdown Indicators
| IJS | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -0.03% | -60.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -0.01% | -9.27% |
Max Drawdown (5Y)Largest decline over 5 years | -28.65% | -0.03% | -28.62% |
Max Drawdown (10Y)Largest decline over 10 years | -47.68% | — | — |
Current DrawdownCurrent decline from peak | -5.84% | 0.00% | -5.84% |
Average DrawdownAverage peak-to-trough decline | -9.95% | 0.00% | -9.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 0.00% | +4.17% |
Volatility
IJS vs. SGOV - Volatility Comparison
iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 5.31% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that IJS'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
| IJS | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 0.06% | +5.25% |
Volatility (6M)Calculated over the trailing 6-month period | 13.50% | 0.13% | +13.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.75% | 0.20% | +23.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.13% | 0.24% | +21.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 0.24% | +23.36% |
Dividends
IJS vs. SGOV - Dividend Comparison
IJS's dividend yield for the trailing twelve months is around 1.42%, less than SGOV's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 1.42% | 1.62% | 1.78% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% |
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% |