IVE vs. SGOV
Compare and contrast key facts about iShares S&P 500 Value ETF (IVE) and iShares 0-3 Month Treasury Bond ETF (SGOV).
IVE and SGOV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVE is a passively managed fund by iShares that tracks the performance of the S&P 500 Value Index. It was launched on May 22, 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 IVE 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
IVE vs. SGOV - Performance Comparison
Loading graphics...
IVE vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IVE iShares S&P 500 Value ETF | 0.09% | 13.02% | 12.03% | 22.07% | -5.41% | 24.72% | 18.70% |
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, IVE achieves a 0.09% return, which is significantly lower than SGOV's 0.88% return.
IVE
- 1D
- 0.16%
- 1M
- -4.32%
- YTD
- 0.09%
- 6M
- 3.01%
- 1Y
- 13.01%
- 3Y*
- 13.75%
- 5Y*
- 10.34%
- 10Y*
- 11.27%
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.
IVE vs. SGOV - Expense Ratio Comparison
IVE has a 0.18% 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
IVE vs. SGOV — Risk / Return Rank
IVE
SGOV
IVE vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Value ETF (IVE) 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.
| IVE | SGOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 20.61 | -19.77 |
Sortino ratioReturn per unit of downside risk | 1.25 | 283.87 | -282.62 |
Omega ratioGain probability vs. loss probability | 1.19 | 201.33 | -200.14 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 411.31 | -410.24 |
Martin ratioReturn relative to average drawdown | 5.01 | 4,618.08 | -4,613.08 |
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
| IVE | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 20.61 | -19.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 14.12 | -13.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 12.34 | -11.96 |
Correlation
The correlation between IVE and SGOV is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
IVE vs. SGOV - Dividend Comparison
IVE's dividend yield for the trailing twelve months is around 1.63%, less than SGOV's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVE iShares S&P 500 Value ETF | 1.63% | 1.61% | 2.04% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.44% |
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
IVE vs. SGOV - Drawdown Comparison
The maximum IVE drawdown since its inception was -61.32%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for IVE and SGOV.
Loading graphics...
Drawdown Indicators
| IVE | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.32% | -0.03% | -61.29% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -0.01% | -11.99% |
Max Drawdown (5Y)Largest decline over 5 years | -18.04% | -0.03% | -18.01% |
Max Drawdown (10Y)Largest decline over 10 years | -37.04% | — | — |
Current DrawdownCurrent decline from peak | -4.42% | 0.00% | -4.42% |
Average DrawdownAverage peak-to-trough decline | -10.16% | 0.00% | -10.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 0.00% | +2.57% |
Volatility
IVE vs. SGOV - Volatility Comparison
iShares S&P 500 Value ETF (IVE) has a higher volatility of 3.78% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that IVE'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
| IVE | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 0.06% | +3.72% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 0.13% | +7.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.58% | 0.20% | +15.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 0.24% | +14.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 0.24% | +16.74% |