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SGOV vs. EMHC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOV vs. EMHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-3 Month Treasury Bond ETF (SGOV) and SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC). 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 1.52% return, which is significantly lower than EMHC's 1.81% return.


SGOV

1D
0.01%
1M
0.29%
YTD
1.52%
6M
1.79%
1Y
3.95%
3Y*
4.72%
5Y*
3.54%
10Y*

EMHC

1D
0.24%
1M
0.99%
YTD
1.81%
6M
2.02%
1Y
11.46%
3Y*
8.60%
5Y*
1.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOV vs. EMHC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SGOV
iShares 0-3 Month Treasury Bond ETF
1.52%4.24%5.27%5.12%1.58%0.03%
EMHC
SPDR Bloomberg Emerging Markets USD Bond ETF
1.81%14.07%3.52%10.06%-17.75%1.68%

Correlation

The correlation between SGOV and EMHC is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

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

-0.03

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2021

-0.00

Over the past year, the inverse relationship between SGOV and EMHC has strengthened: their correlation has moved from -0.00 to -0.20, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

SGOV vs. EMHC — 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

EMHC
EMHC Risk / Return Rank: 6464
Overall Rank
EMHC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EMHC Sortino Ratio Rank: 7272
Sortino Ratio Rank
EMHC Omega Ratio Rank: 6969
Omega Ratio Rank
EMHC Calmar Ratio Rank: 5454
Calmar Ratio Rank
EMHC Martin Ratio Rank: 6262
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. EMHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC). 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.


SGOVEMHCDifference
Sharpe ratioReturn per unit of total volatility

+18.15

Sortino ratioReturn per unit of downside risk

+272.47

Omega ratioGain probability vs. loss probability

195.55

1.41

+194.15

Calmar ratioReturn relative to maximum drawdown

398.20

2.63

+395.57

Martin ratioReturn relative to average drawdown

4,462.00

11.01

+4,450.99

SGOV vs. EMHC - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.28, which is higher than the EMHC Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SGOV and EMHC, 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


SGOVEMHCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

20.28

2.13

+18.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

14.74

0.18

+14.56

Sharpe Ratio (All Time)

Calculated using the full available price history

12.49

0.22

+12.27

Drawdowns

SGOV vs. EMHC - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum EMHC drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for SGOV and EMHC.


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Drawdown Indicators


SGOVEMHCDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-28.03%

+28.00%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-4.37%

+4.36%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-7.67%

+7.66%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

-28.03%

+28.00%

Current Drawdown

Current decline from peak

0.00%

-0.08%

+0.08%

Average Drawdown

Average peak-to-trough decline

-0.00%

-9.90%

+9.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.04%

-1.04%

Volatility

SGOV vs. EMHC - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC) has a volatility of 1.87%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than EMHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOVEMHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

1.87%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

4.16%

-4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

5.42%

-5.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

9.06%

-8.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

8.96%

-8.72%

SGOV vs. EMHC - Expense Ratio Comparison

SGOV has a 0.09% expense ratio, which is lower than EMHC's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SGOV vs. EMHC - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.86%, less than EMHC's 6.10% yield.


PositionTTM202520242023202220212020
EMHC
SPDR Bloomberg Emerging Markets USD Bond ETF
6.10%6.16%5.95%5.12%5.11%2.97%0.00%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.86%4.10%5.10%4.87%1.45%0.03%0.05%

Frequently Asked Questions


SGOV and EMHC have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMHC has higher volatility (1.87%) compared to SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs EMHC's -28.03%.

On 5-year performance, SGOV leads with 3.54% vs 1.60% for EMHC. On fees, SGOV is cheaper at 0.09% per year. On volatility, SGOV has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SGOV has performed better with a 3.54% return vs 1.60%. 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 0.23% for EMHC.

EMHC has the higher dividend yield at 6.10%, compared with 3.86% for SGOV.

SGOV is categorized as Ultrashort Bond, while EMHC is Emerging Markets Bonds. SGOV tracks ICE 0-3 Month US Treasury Securities Index, while EMHC tracks Bloomberg Emerging USD Bond Core Index - Benchmark TR Net. They also come from different issuers: iShares and State Street. Their fees differ too: 0.09% for SGOV and 0.23% for EMHC.

SGOV currently has the higher Sharpe Ratio (20.28 vs 2.13), 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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