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SGOV vs. SLYV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOV vs. SLYV - 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 S&P 600 Small Cap Value ETF (SLYV). 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 2.04% return, which is significantly lower than SLYV's 20.28% return.


SGOV

1D
0.03%
1M
0.30%
6M
1.80%
YTD
2.04%
1Y
3.85%
3Y*
4.65%
5Y*
3.64%
10Y*
ALL TIME*
2.96%

SLYV

1D
0.18%
1M
0.18%
6M
12.38%
YTD
20.28%
1Y
32.51%
3Y*
12.94%
5Y*
8.27%
10Y*
10.08%
ALL TIME*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.66B$1.89B$2.03B
$13.68M$20.85M$23.13M

SGOV vs. SLYV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SGOV
iShares 0-3 Month Treasury Bond ETF
2.04%4.24%5.27%5.12%1.58%0.04%0.04%
SLYV
SPDR S&P 600 Small Cap Value ETF
20.28%6.54%7.28%14.82%-11.08%30.57%33.93%

Correlation

The correlation between SGOV and SLYV is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.07

Correlation (3Y)
Balances recent behavior with more history.

-0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.03

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

-0.03

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Return for Risk

SGOV vs. SLYV — 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

SLYV
SLYV Risk / Return Rank: 8383
Overall Rank
SLYV Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SLYV Sortino Ratio Rank: 8585
Sortino Ratio Rank
SLYV Omega Ratio Rank: 7878
Omega Ratio Rank
SLYV Calmar Ratio Rank: 8787
Calmar Ratio Rank
SLYV Martin Ratio Rank: 8585
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. SLYV - 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 S&P 600 Small Cap Value ETF (SLYV). 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.


SGOVSLYVDifference
Sharpe ratioReturn per unit of total volatility

+18.83

Sortino ratioReturn per unit of downside risk

+380.04

Omega ratioGain probability vs. loss probability

383.06

1.33

+381.73

Calmar ratioReturn relative to maximum drawdown

390.94

3.57

+387.37

Martin ratioReturn relative to average drawdown

6,193.70

12.10

+6,181.60

SGOV vs. SLYV - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.72, which is higher than the SLYV Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of SGOV and SLYV, 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. SLYV - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum SLYV drawdown of -61.15%. Use the drawdown chart below to compare losses from any high point for SGOV and SLYV.


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Drawdown Indicators


SGOVSLYVDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-61.15%

+61.12%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-9.36%

+9.35%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-28.68%

+28.67%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

-28.68%

+28.65%

Max Drawdown (10Y)

Largest decline over 10 years

-47.73%

Current Drawdown

Current decline from peak

0.00%

-1.61%

+1.61%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.90%

+8.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.76%

-2.76%

Volatility

SGOV vs. SLYV - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while SPDR S&P 600 Small Cap Value ETF (SLYV) has a volatility of 3.61%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than SLYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOVSLYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

3.61%

-3.56%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

11.21%

-11.08%

Volatility (1Y)

Calculated over the trailing 1-year period

0.19%

17.81%

-17.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

21.70%

-21.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

23.89%

-23.65%

SGOV vs. SLYV - Expense Ratio Comparison

SGOV has a 0.09% expense ratio, which is lower than SLYV's 0.15% 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. SLYV - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.80%, more than SLYV's 1.82% yield.


PositionTTM20252024202320222021202020192018201720162015
SGOV
iShares 0-3 Month Treasury Bond ETF
3.80%4.10%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%
SLYV
SPDR S&P 600 Small Cap Value ETF
1.82%2.02%2.30%2.11%1.47%1.94%1.40%1.67%2.14%5.53%2.18%6.55%

Frequently Asked Questions


SGOV and SLYV have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLYV has higher volatility (3.61%) compared to SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs SLYV's -61.15%.

On 5-year performance, SLYV leads with 8.27% vs 3.64% for SGOV. 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, SLYV has performed better with a 8.27% return vs 3.64%. 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 0.15% for SLYV.

SGOV has the higher dividend yield at 3.80%, compared with 1.82% for SLYV.

SGOV is categorized as Ultrashort Bond, while SLYV is Small Cap Value Equities. SGOV tracks ICE 0-3 Month US Treasury Securities Index, while SLYV tracks S&P SmallCap 600 Value Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.09% for SGOV and 0.15% for SLYV.

SGOV currently has the higher Sharpe Ratio (20.72 vs 1.89), 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

Find the right allocation for SGOV and SLYV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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