ROBO vs. SGOV
ROBO (ROBO Global Robotics & Automation Index ETF) and SGOV (iShares 0-3 Month Treasury Bond ETF) are both exchange-traded funds - ROBO is a Robotics fund tracking the ROBO Global Robotics and Automation TR Index, while SGOV is a Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Both are passively managed. Over the past 5 years, ROBO returned 6.67%/yr vs 3.57%/yr for SGOV. At a correlation of -0.01, they often move in opposite directions. ROBO charges 0.95%/yr vs 0.09%/yr for SGOV.
Performance
ROBO vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, ROBO achieves a 24.08% return, which is significantly higher than SGOV's 1.69% return.
ROBO
- 1D
- 2.48%
- 1M
- 0.89%
- YTD
- 24.08%
- 6M
- 24.69%
- 1Y
- 53.50%
- 3Y*
- 13.69%
- 5Y*
- 6.67%
- 10Y*
- 13.24%
SGOV
- 1D
- 0.04%
- 1M
- 0.31%
- YTD
- 1.69%
- 6M
- 1.79%
- 1Y
- 3.92%
- 3Y*
- 4.71%
- 5Y*
- 3.57%
- 10Y*
- —
ROBO vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ROBO ROBO Global Robotics & Automation Index ETF | 24.08% | 23.71% | -1.28% | 23.74% | -33.92% | 15.34% | 42.91% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.69% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between ROBO and SGOV is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.01 |
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Return for Risk
ROBO vs. SGOV — Risk / Return Rank
ROBO
SGOV
ROBO vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ROBO Global Robotics & Automation Index ETF (ROBO) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ROBO | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -18.28 | ||
| Sortino ratioReturn per unit of downside risk | -273.62 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 196.05 | -194.70 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 399.24 | -396.24 |
| Martin ratioReturn relative to average drawdown | 11.31 | 4,473.64 | -4,462.33 |
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Drawdowns
ROBO vs. SGOV - Drawdown Comparison
The maximum ROBO drawdown since its inception was -43.65%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for ROBO and SGOV.
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Drawdown Indicators
| ROBO | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.65% | -0.03% | -43.62% |
Max Drawdown (1Y)Largest decline over 1 year | -17.35% | -0.01% | -17.34% |
Max Drawdown (3Y)Largest decline over 3 years | -27.92% | -0.01% | -27.91% |
Max Drawdown (5Y)Largest decline over 5 years | -43.65% | -0.03% | -43.62% |
Max Drawdown (10Y)Largest decline over 10 years | -43.65% | — | — |
Current DrawdownCurrent decline from peak | -4.80% | 0.00% | -4.80% |
Average DrawdownAverage peak-to-trough decline | -12.91% | -0.00% | -12.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 0.00% | +4.59% |
Volatility
ROBO vs. SGOV - Volatility Comparison
ROBO Global Robotics & Automation Index ETF (ROBO) has a higher volatility of 10.88% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that ROBO'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
| ROBO | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.88% | 0.06% | +10.82% |
Volatility (6M)Calculated over the trailing 6-month period | 20.09% | 0.13% | +19.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.67% | 0.19% | +24.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.98% | 0.24% | +23.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.32% | 0.24% | +23.08% |
ROBO vs. SGOV - Expense Ratio Comparison
ROBO has a 0.95% expense ratio, which is higher than SGOV's 0.09% expense ratio.
Dividends
ROBO vs. SGOV - Dividend Comparison
ROBO's dividend yield for the trailing twelve months is around 0.34%, less than SGOV's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROBO ROBO Global Robotics & Automation Index ETF | 0.34% | 0.42% | 0.55% | 0.05% | 0.00% | 0.18% | 0.20% | 0.37% | 0.37% | 0.02% | 0.19% | 0.28% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ROBO and SGOV have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROBO has higher volatility (10.88%) compared to SGOV (0.06%). In terms of maximum drawdown, ROBO dropped -43.65% vs SGOV's -0.03%.
On 5-year performance, ROBO leads with 6.67% vs 3.57% for SGOV. On fees, SGOV is cheaper at 0.09% per year. On volatility, SGOV has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ROBO has performed better with a 6.67% return vs 3.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SGOV is cheaper with a 0.09% expense ratio, compared with 0.95% for ROBO.
SGOV has the higher dividend yield at 3.85%, compared with 0.34% for ROBO.
ROBO is categorized as Robotics, while SGOV is Ultrashort Bond. ROBO tracks ROBO Global Robotics and Automation TR Index, while SGOV tracks ICE 0-3 Month US Treasury Securities Index. They also come from different issuers: Exchange Traded Concepts and iShares. Their fees differ too: 0.95% for ROBO and 0.09% for SGOV.
SGOV currently has the higher Sharpe Ratio (20.39 vs 2.11), 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.
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