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SGOV vs. CME
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOV vs. CME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-3 Month Treasury Bond ETF (SGOV) and CME Group Inc. (CME). 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 1.77% return, which is significantly higher than CME's -17.62% return.


SGOV

1D
0.02%
1M
0.30%
YTD
1.77%
6M
1.79%
1Y
3.91%
3Y*
4.67%
5Y*
3.59%
10Y*

CME

1D
-1.10%
1M
-19.68%
YTD
-17.62%
6M
-19.20%
1Y
-17.35%
3Y*
10.29%
5Y*
4.86%
10Y*
12.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOV vs. CME - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SGOV
iShares 0-3 Month Treasury Bond ETF
1.77%4.24%5.27%5.12%1.58%0.04%0.04%
CME
CME Group Inc.
-17.62%19.83%15.41%31.32%-22.89%29.47%6.07%

Correlation

The correlation between SGOV and CME is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

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

0.09

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

0.06

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

0.04

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Return for Risk

SGOV vs. CME — 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

CME
CME Risk / Return Rank: 1212
Overall Rank
CME Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CME Sortino Ratio Rank: 1313
Sortino Ratio Rank
CME Omega Ratio Rank: 1414
Omega Ratio Rank
CME Calmar Ratio Rank: 2424
Calmar Ratio Rank
CME Martin Ratio Rank: 11
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. CME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and CME Group Inc. (CME). 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.


SGOVCMEDifference
Sharpe ratioReturn per unit of total volatility

+21.23

Sortino ratioReturn per unit of downside risk

+273.83

Omega ratioGain probability vs. loss probability

193.55

0.88

+192.67

Calmar ratioReturn relative to maximum drawdown

394.03

-0.56

+394.59

Martin ratioReturn relative to average drawdown

4,415.26

-2.10

+4,417.36

SGOV vs. CME - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.43, which is higher than the CME Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of SGOV and CME, 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. CME - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum CME drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for SGOV and CME.


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Drawdown Indicators


SGOVCMEDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-77.50%

+77.47%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-31.09%

+31.08%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-31.09%

+31.08%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

-31.74%

+31.71%

Max Drawdown (10Y)

Largest decline over 10 years

-37.36%

Current Drawdown

Current decline from peak

0.00%

-31.09%

+31.09%

Average Drawdown

Average peak-to-trough decline

-0.00%

-20.69%

+20.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

8.29%

-8.29%

Volatility

SGOV vs. CME - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.04%, while CME Group Inc. (CME) has a volatility of 10.54%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than CME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOVCMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.04%

10.54%

-10.50%

Volatility (6M)

Calculated over the trailing 6-month period

0.12%

18.44%

-18.32%

Volatility (1Y)

Calculated over the trailing 1-year period

0.19%

21.97%

-21.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

20.34%

-20.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

23.99%

-23.75%

Dividends

SGOV vs. CME - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.85%, less than CME's 5.15% yield.


PositionTTM20252024202320222021202020192018201720162015
CME
CME Group Inc.
5.15%1.83%4.48%4.58%5.05%3.00%3.24%2.74%2.42%4.20%4.90%5.41%
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 CME have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CME has higher volatility (10.54%) compared to SGOV (0.04%). In terms of maximum drawdown, SGOV dropped -0.03% vs CME's -77.50%.

SGOV currently has the higher Sharpe Ratio (20.43 vs -0.79), 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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