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SGOV vs. ICSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SGOV and ICSH is -0.01. 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.


-0.50.00.51.0
Correlation: -0.0

Performance

SGOV vs. ICSH - Performance Comparison

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

11.50%12.00%12.50%13.00%13.50%14.00%14.50%15.00%NovemberDecember2025FebruaryMarchApril
14.00%
15.00%
SGOV
ICSH

Key characteristics

Sharpe Ratio

SGOV:

21.34

ICSH:

12.18

Sortino Ratio

SGOV:

485.27

ICSH:

29.02

Omega Ratio

SGOV:

486.27

ICSH:

6.55

Calmar Ratio

SGOV:

497.07

ICSH:

66.30

Martin Ratio

SGOV:

7,890.81

ICSH:

372.70

Ulcer Index

SGOV:

0.00%

ICSH:

0.01%

Daily Std Dev

SGOV:

0.23%

ICSH:

0.45%

Max Drawdown

SGOV:

-0.03%

ICSH:

-3.94%

Current Drawdown

SGOV:

0.00%

ICSH:

-0.00%

Returns By Period

In the year-to-date period, SGOV achieves a 1.31% return, which is significantly lower than ICSH's 1.47% return.


SGOV

YTD

1.31%

1M

0.35%

6M

2.22%

1Y

4.92%

5Y*

N/A

10Y*

N/A

ICSH

YTD

1.47%

1M

0.36%

6M

2.33%

1Y

5.44%

5Y*

2.97%

10Y*

2.47%

*Annualized

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SGOV vs. ICSH - Expense Ratio Comparison

SGOV has a 0.03% expense ratio, which is lower than ICSH's 0.08% 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%.


Expense ratio chart for ICSH: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ICSH: 0.08%
Expense ratio chart for SGOV: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SGOV: 0.03%

Risk-Adjusted Performance

SGOV vs. ICSH — Risk-Adjusted Performance Rank

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

SGOV
The Risk-Adjusted Performance Rank of SGOV is 100100
Overall Rank
The Sharpe Ratio Rank of SGOV is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of SGOV is 100100
Sortino Ratio Rank
The Omega Ratio Rank of SGOV is 100100
Omega Ratio Rank
The Calmar Ratio Rank of SGOV is 100100
Calmar Ratio Rank
The Martin Ratio Rank of SGOV is 100100
Martin Ratio Rank

ICSH
The Risk-Adjusted Performance Rank of ICSH is 100100
Overall Rank
The Sharpe Ratio Rank of ICSH is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of ICSH is 100100
Sortino Ratio Rank
The Omega Ratio Rank of ICSH is 100100
Omega Ratio Rank
The Calmar Ratio Rank of ICSH is 100100
Calmar Ratio Rank
The Martin Ratio Rank of ICSH is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SGOV vs. ICSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and iShares Ultra Short-Term Bond ETF (ICSH). 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.


The chart of Sharpe ratio for SGOV, currently valued at 21.34, compared to the broader market-1.000.001.002.003.004.00
SGOV: 21.34
ICSH: 12.18
The chart of Sortino ratio for SGOV, currently valued at 485.27, compared to the broader market-2.000.002.004.006.008.00
SGOV: 485.27
ICSH: 29.02
The chart of Omega ratio for SGOV, currently valued at 486.27, compared to the broader market0.501.001.502.00
SGOV: 486.27
ICSH: 6.55
The chart of Calmar ratio for SGOV, currently valued at 497.07, compared to the broader market0.002.004.006.008.0010.0012.00
SGOV: 497.07
ICSH: 66.30
The chart of Martin ratio for SGOV, currently valued at 7890.81, compared to the broader market0.0020.0040.0060.00
SGOV: 7,890.81
ICSH: 372.70

The current SGOV Sharpe Ratio is 21.34, which is higher than the ICSH Sharpe Ratio of 12.18. The chart below compares the historical Sharpe Ratios of SGOV and ICSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio12.0014.0016.0018.0020.0022.00NovemberDecember2025FebruaryMarchApril
21.34
12.18
SGOV
ICSH

Dividends

SGOV vs. ICSH - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 4.79%, less than ICSH's 5.04% yield.


TTM20242023202220212020201920182017201620152014
SGOV
iShares 0-3 Month Treasury Bond ETF
4.79%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%0.00%
ICSH
iShares Ultra Short-Term Bond ETF
5.04%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%0.46%

Drawdowns

SGOV vs. ICSH - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum ICSH drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for SGOV and ICSH. For additional features, visit the drawdowns tool.


-0.08%-0.06%-0.04%-0.02%0.00%NovemberDecember2025FebruaryMarchApril00
SGOV
ICSH

Volatility

SGOV vs. ICSH - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.06%, while iShares Ultra Short-Term Bond ETF (ICSH) has a volatility of 0.17%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.06%0.08%0.10%0.12%0.14%0.16%0.18%NovemberDecember2025FebruaryMarchApril
0.06%
0.17%
SGOV
ICSH