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LDRT vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDRT vs. GGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) and iShares Global Government Bond USD Hedged Active ETF (GGOV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LDRT achieves a 0.74% return, which is significantly lower than GGOV's 2.16% return.


LDRT

1D
0.02%
1M
0.08%
YTD
0.74%
6M
0.93%
1Y
3.68%
3Y*
5Y*
10Y*

GGOV

1D
-0.14%
1M
-0.11%
YTD
2.16%
6M
-1.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRT vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between LDRT and GGOV is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.47

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Return for Risk

LDRT vs. GGOV — Risk / Return Rank

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

LDRT
LDRT Risk / Return Rank: 4848
Overall Rank
LDRT Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LDRT Sortino Ratio Rank: 3838
Sortino Ratio Rank
LDRT Omega Ratio Rank: 4343
Omega Ratio Rank
LDRT Calmar Ratio Rank: 6868
Calmar Ratio Rank
LDRT Martin Ratio Rank: 5353
Martin Ratio Rank

GGOV
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.

LDRT vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) and iShares Global Government Bond USD Hedged Active ETF (GGOV). 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.


LDRTGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

3.31

Martin ratioReturn relative to average drawdown

8.83

LDRT vs. GGOV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LDRTGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.56

-0.14

+1.70

Drawdowns

LDRT vs. GGOV - Drawdown Comparison

The maximum LDRT drawdown since its inception was -1.11%, smaller than the maximum GGOV drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for LDRT and GGOV.


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Drawdown Indicators


LDRTGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-1.11%

-4.69%

+3.58%

Max Drawdown (1Y)

Largest decline over 1 year

-1.11%

Current Drawdown

Current decline from peak

-0.50%

-1.64%

+1.14%

Average Drawdown

Average peak-to-trough decline

-0.32%

-1.59%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

Volatility

LDRT vs. GGOV - Volatility Comparison


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Volatility by Period


LDRTGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

2.80%

5.37%

-2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.79%

5.37%

-2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.79%

5.37%

-2.58%

LDRT vs. GGOV - Expense Ratio Comparison

LDRT has a 0.07% expense ratio, which is lower than GGOV's 0.39% expense ratio.


Dividends

LDRT vs. GGOV - Dividend Comparison

LDRT's dividend yield for the trailing twelve months is around 4.08%, while GGOV has not paid dividends to shareholders.


Frequently Asked Questions


LDRT and GGOV have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LDRT is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LDRT is cheaper with a 0.07% expense ratio, compared with 0.39% for GGOV.

LDRT has the higher dividend yield at 4.08%, compared with 0.00% for GGOV.

LDRT is categorized as Government Bonds, while GGOV is Global Bonds. Their fees differ too: 0.07% for LDRT and 0.39% for GGOV.

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