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SGOV vs. BIZD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOV vs. BIZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-3 Month Treasury Bond ETF (SGOV) and VanEck BDC Income ETF (BIZD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGOV achieves a 1.56% return, which is significantly higher than BIZD's -8.77% return.


SGOV

1D
0.01%
1M
0.28%
YTD
1.56%
6M
1.80%
1Y
3.95%
3Y*
4.70%
5Y*
3.55%
10Y*

BIZD

1D
-0.32%
1M
-3.49%
YTD
-8.77%
6M
-11.00%
1Y
-13.11%
3Y*
4.91%
5Y*
3.86%
10Y*
7.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOV vs. BIZD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SGOV
iShares 0-3 Month Treasury Bond ETF
1.56%4.24%5.27%5.12%1.58%0.04%0.05%
BIZD
VanEck BDC Income ETF
-8.77%-4.96%15.63%27.02%-8.51%36.25%23.56%

Correlation

The correlation between SGOV and BIZD is -0.02, 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

-0.02

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

0.05

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

0.02

Correlation (All Time)
Calculated using the full available price history since May 29, 2020

-0.00

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Return for Risk

SGOV vs. BIZD — 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

BIZD
BIZD Risk / Return Rank: 44
Overall Rank
BIZD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BIZD Sortino Ratio Rank: 44
Sortino Ratio Rank
BIZD Omega Ratio Rank: 44
Omega Ratio Rank
BIZD Calmar Ratio Rank: 44
Calmar Ratio Rank
BIZD Martin Ratio Rank: 55
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. BIZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and VanEck BDC Income ETF (BIZD). 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.


SGOVBIZDDifference
Sharpe ratioReturn per unit of total volatility

+21.00

Sortino ratioReturn per unit of downside risk

+276.62

Omega ratioGain probability vs. loss probability

195.55

0.90

+194.66

Calmar ratioReturn relative to maximum drawdown

398.20

-0.59

+398.79

Martin ratioReturn relative to average drawdown

4,461.99

-1.03

+4,463.02

SGOV vs. BIZD - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.28, which is higher than the BIZD Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of SGOV and BIZD, 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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Sharpe Ratios by Period


SGOVBIZDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

20.28

-0.72

+21.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

14.78

0.22

+14.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

12.50

0.30

+12.20

Drawdowns

SGOV vs. BIZD - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum BIZD drawdown of -55.44%. Use the drawdown chart below to compare losses from any high point for SGOV and BIZD.


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Drawdown Indicators


SGOVBIZDDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-55.44%

+55.41%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-22.22%

+22.21%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-22.56%

+22.55%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

-22.91%

+22.88%

Max Drawdown (10Y)

Largest decline over 10 years

-55.44%

Current Drawdown

Current decline from peak

0.00%

-19.08%

+19.08%

Average Drawdown

Average peak-to-trough decline

-0.00%

-6.73%

+6.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

12.79%

-12.79%

Volatility

SGOV vs. BIZD - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.06%, while VanEck BDC Income ETF (BIZD) has a volatility of 5.32%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than BIZD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOVBIZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

5.32%

-5.26%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

14.92%

-14.79%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

18.31%

-18.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

17.44%

-17.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

21.76%

-21.52%

SGOV vs. BIZD - Expense Ratio Comparison

SGOV has a 0.09% expense ratio, which is lower than BIZD's 12.86% expense ratio.


Dividends

SGOV vs. BIZD - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.85%, less than BIZD's 13.84% yield.


PositionTTM20252024202320222021202020192018201720162015
BIZD
VanEck BDC Income ETF
13.84%11.78%10.94%10.96%11.21%8.14%10.39%9.13%10.88%9.13%8.51%9.12%
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 BIZD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIZD has higher volatility (5.32%) compared to SGOV (0.06%). In terms of maximum drawdown, SGOV dropped -0.03% vs BIZD's -55.44%.

On 5-year performance, BIZD leads with 3.86% vs 3.55% 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, BIZD has performed better with a 3.86% return vs 3.55%. 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 12.86% for BIZD.

BIZD has the higher dividend yield at 13.84%, compared with 3.85% for SGOV.

SGOV is categorized as Ultrashort Bond, while BIZD is Financials Equities. SGOV tracks ICE 0-3 Month US Treasury Securities Index, while BIZD tracks MVIS US Business Development Companies Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.09% for SGOV and 12.86% for BIZD.

SGOV currently has the higher Sharpe Ratio (20.28 vs -0.72), 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.

Portfolio Optimizer

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