SGOV vs. BND.TO
Compare and contrast key facts about iShares 0-3 Month Treasury Bond ETF (SGOV) and Purpose Global Bond Fund (BND.TO).
SGOV and BND.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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.
Performance
SGOV vs. BND.TO - Performance Comparison
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SGOV vs. BND.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 0.88% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
BND.TO Purpose Global Bond Fund | -2.42% | 12.37% | -1.00% | 10.92% | -13.97% | 3.61% | 18.31% |
Different Trading Currencies
SGOV is traded in USD, while BND.TO is traded in CAD. To make them comparable, the BND.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SGOV achieves a 0.88% return, which is significantly higher than BND.TO's -2.42% return.
SGOV
- 1D
- 0.02%
- 1M
- 0.30%
- YTD
- 0.88%
- 6M
- 1.89%
- 1Y
- 4.07%
- 3Y*
- 4.80%
- 5Y*
- 3.41%
- 10Y*
- —
BND.TO
- 1D
- 0.34%
- 1M
- -3.54%
- YTD
- -2.42%
- 6M
- -0.34%
- 1Y
- 7.36%
- 3Y*
- 5.54%
- 5Y*
- 0.97%
- 10Y*
- 2.23%
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SGOV vs. BND.TO - Expense Ratio Comparison
Return for Risk
SGOV vs. BND.TO — Risk / Return Rank
SGOV
BND.TO
SGOV vs. BND.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and Purpose Global Bond Fund (BND.TO). 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.
| SGOV | BND.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 20.61 | 1.14 | +19.47 |
Sortino ratioReturn per unit of downside risk | 283.87 | 1.74 | +282.13 |
Omega ratioGain probability vs. loss probability | 201.33 | 1.21 | +200.11 |
Calmar ratioReturn relative to maximum drawdown | 411.31 | 1.56 | +409.75 |
Martin ratioReturn relative to average drawdown | 4,618.08 | 5.47 | +4,612.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGOV | BND.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 20.61 | 1.14 | +19.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 14.12 | 0.11 | +14.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.25 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 12.34 | 0.27 | +12.07 |
Correlation
The correlation between SGOV and BND.TO is -0.05. 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
SGOV vs. BND.TO - Dividend Comparison
SGOV's dividend yield for the trailing twelve months is around 3.95%, less than BND.TO's 5.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BND.TO Purpose Global Bond Fund | 5.90% | 5.70% | 5.24% | 5.20% | 4.14% | 3.89% | 3.48% | 3.11% | 3.96% | 3.47% | 3.26% | 0.53% |
Drawdowns
SGOV vs. BND.TO - Drawdown Comparison
The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum BND.TO drawdown of -26.02%. Use the drawdown chart below to compare losses from any high point for SGOV and BND.TO.
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Drawdown Indicators
| SGOV | BND.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.03% | -16.55% | +16.52% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | -2.97% | +2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -0.03% | -12.23% | +12.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.55% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.37% | +2.37% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -2.09% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 0.79% | -0.79% |
Volatility
SGOV vs. BND.TO - Volatility Comparison
The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.06%, while Purpose Global Bond Fund (BND.TO) has a volatility of 1.85%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than BND.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOV | BND.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.06% | 1.85% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 0.13% | 3.96% | -3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.20% | 6.53% | -6.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.24% | 8.92% | -8.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.24% | 9.00% | -8.76% |