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SGOV vs. SCHO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGOV vs. SCHO - Performance Comparison

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

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SGOV vs. SCHO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SGOV
iShares 0-3 Month Treasury Bond ETF
0.86%4.24%5.27%5.12%1.58%0.04%0.05%
SCHO
Schwab Short-Term U.S. Treasury ETF
0.24%5.49%3.65%4.31%-3.87%-0.64%0.17%

Returns By Period

In the year-to-date period, SGOV achieves a 0.86% return, which is significantly higher than SCHO's 0.24% return.


SGOV

1D
0.00%
1M
0.29%
YTD
0.86%
6M
1.88%
1Y
4.07%
3Y*
4.79%
5Y*
3.40%
10Y*

SCHO

1D
0.08%
1M
-0.45%
YTD
0.24%
6M
1.40%
1Y
3.77%
3Y*
3.99%
5Y*
1.79%
10Y*
1.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SGOV vs. SCHO - Expense Ratio Comparison

SGOV has a 0.09% expense ratio, which is higher than SCHO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SGOV vs. SCHO — 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

SCHO
SCHO Risk / Return Rank: 9797
Overall Rank
SCHO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SCHO Sortino Ratio Rank: 9898
Sortino Ratio Rank
SCHO Omega Ratio Rank: 9696
Omega Ratio Rank
SCHO Calmar Ratio Rank: 9696
Calmar Ratio Rank
SCHO Martin Ratio Rank: 9696
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. SCHO - Risk-Adjusted Trends Comparison

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


SGOVSCHODifference

Sharpe ratio

Return per unit of total volatility

20.61

2.49

+18.13

Sortino ratio

Return per unit of downside risk

284.11

4.00

+280.11

Omega ratio

Gain probability vs. loss probability

201.50

1.51

+199.99

Calmar ratio

Return relative to maximum drawdown

408.95

4.44

+404.50

Martin ratio

Return relative to average drawdown

4,591.55

17.55

+4,574.00

SGOV vs. SCHO - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.61, which is higher than the SCHO Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of SGOV and SCHO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SGOVSCHODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

20.61

2.49

+18.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

14.11

0.91

+13.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

12.33

1.00

+11.34

Correlation

The correlation between SGOV and SCHO is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SGOV vs. SCHO - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.99%, which matches SCHO's 4.00% yield.


TTM20252024202320222021202020192018201720162015
SGOV
iShares 0-3 Month Treasury Bond ETF
3.99%4.10%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%
SCHO
Schwab Short-Term U.S. Treasury ETF
4.00%4.06%4.29%3.76%1.34%0.41%1.27%2.27%1.60%1.12%0.82%0.68%

Drawdowns

SGOV vs. SCHO - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum SCHO drawdown of -5.69%. Use the drawdown chart below to compare losses from any high point for SGOV and SCHO.


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Drawdown Indicators


SGOVSCHODifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-5.69%

+5.66%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-0.86%

+0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

-5.69%

+5.66%

Max Drawdown (10Y)

Largest decline over 10 years

-5.69%

Current Drawdown

Current decline from peak

0.00%

-0.45%

+0.45%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.61%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.22%

-0.22%

Volatility

SGOV vs. SCHO - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.06%, while Schwab Short-Term U.S. Treasury ETF (SCHO) has a volatility of 0.52%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than SCHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOVSCHODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

0.52%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

0.87%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

1.52%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

1.97%

-1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

1.55%

-1.31%