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SGOV vs. 1308.HK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOV vs. 1308.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-3 Month Treasury Bond ETF (SGOV) and SITC International Holdings Co Ltd (1308.HK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGOV is traded in USD, while 1308.HK is traded in HKD. To make them comparable, the 1308.HK values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGOV achieves a 1.61% return, which is significantly lower than 1308.HK's 30.04% return.


SGOV

1D
0.02%
1M
0.26%
YTD
1.61%
6M
1.78%
1Y
3.91%
3Y*
4.71%
5Y*
3.56%
10Y*

1308.HK

1D
2.51%
1M
-0.89%
YTD
30.04%
6M
29.53%
1Y
46.84%
3Y*
48.59%
5Y*
16.20%
10Y*
35.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOV vs. 1308.HK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SGOV
iShares 0-3 Month Treasury Bond ETF
1.61%4.24%5.27%5.12%1.58%0.04%0.04%
1308.HK
SITC International Holdings Co Ltd
30.04%50.17%68.27%-10.77%-27.46%79.78%140.12%

Correlation

The correlation between SGOV and 1308.HK is 0.04, 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

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (All Time)
Calculated using the full available price history since May 28, 2020

-0.01

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Return for Risk

SGOV vs. 1308.HK — Risk / Return Rank

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

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
Martin Ratio Rank

1308.HK
1308.HK Risk / Return Rank: 8282
Overall Rank
1308.HK Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
1308.HK Sortino Ratio Rank: 8181
Sortino Ratio Rank
1308.HK Omega Ratio Rank: 7777
Omega Ratio Rank
1308.HK Calmar Ratio Rank: 8484
Calmar Ratio Rank
1308.HK Martin Ratio Rank: 8383
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.

SGOV vs. 1308.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and SITC International Holdings Co Ltd (1308.HK). 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.


SGOV1308.HKDifference
Sharpe ratioReturn per unit of total volatility

+18.72

Sortino ratioReturn per unit of downside risk

+273.46

Omega ratioGain probability vs. loss probability

195.55

1.26

+194.29

Calmar ratioReturn relative to maximum drawdown

398.20

3.07

+395.12

Martin ratioReturn relative to average drawdown

4,461.98

7.06

+4,454.91

SGOV vs. 1308.HK - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.28, which is higher than the 1308.HK Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of SGOV and 1308.HK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SGOV vs. 1308.HK - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum 1308.HK drawdown of -71.50%. Use the drawdown chart below to compare losses from any high point for SGOV and 1308.HK.


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Drawdown Indicators


SGOV1308.HKDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-71.50%

+71.47%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-16.37%

+16.36%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-33.01%

+33.00%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

-57.48%

+57.45%

Max Drawdown (10Y)

Largest decline over 10 years

-57.48%

Current Drawdown

Current decline from peak

0.00%

-3.45%

+3.45%

Average Drawdown

Average peak-to-trough decline

-0.00%

-23.15%

+23.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

7.05%

-7.05%

Volatility

SGOV vs. 1308.HK - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while SITC International Holdings Co Ltd (1308.HK) has a volatility of 9.24%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than 1308.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOV1308.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

9.24%

-9.19%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

22.52%

-22.39%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

32.23%

-32.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

46.27%

-46.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

41.37%

-41.13%

Dividends

SGOV vs. 1308.HK - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.85%, less than 1308.HK's 8.70% yield.


PositionTTM20252024202320222021202020192018201720162015
1308.HK
SITC International Holdings Co Ltd
8.70%9.69%7.83%16.32%21.89%8.51%4.69%4.63%6.10%3.37%5.51%5.35%
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


SGOV and 1308.HK have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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