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SGOV vs. UBOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOV vs. UBOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-3 Month Treasury Bond ETF (SGOV) and Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT). 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 1.61% return, which is significantly higher than UBOT's -1.41% return.


SGOV

1D
0.02%
1M
0.30%
YTD
1.61%
6M
1.78%
1Y
3.95%
3Y*
4.71%
5Y*
3.56%
10Y*

UBOT

1D
-0.59%
1M
-21.50%
YTD
-1.41%
6M
-1.92%
1Y
24.92%
3Y*
3.57%
5Y*
-9.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOV vs. UBOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SGOV
iShares 0-3 Month Treasury Bond ETF
1.61%4.24%5.27%5.12%1.58%0.04%0.04%
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
-1.41%13.42%12.02%72.59%-72.45%9.78%131.04%

Correlation

The correlation between SGOV and UBOT is -0.11, 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

-0.11

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

-0.03

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

0.01

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

-0.01

The correlation between SGOV and UBOT shifts across timeframes, from -0.11 (1 year) to 0.01 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SGOV vs. UBOT — 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

UBOT
UBOT Risk / Return Rank: 2020
Overall Rank
UBOT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
UBOT Sortino Ratio Rank: 2121
Sortino Ratio Rank
UBOT Omega Ratio Rank: 2020
Omega Ratio Rank
UBOT Calmar Ratio Rank: 1919
Calmar Ratio Rank
UBOT Martin Ratio Rank: 2121
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. UBOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT). 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.


SGOVUBOTDifference
Sharpe ratioReturn per unit of total volatility

+19.78

Sortino ratioReturn per unit of downside risk

+274.65

Omega ratioGain probability vs. loss probability

195.55

1.12

+194.43

Calmar ratioReturn relative to maximum drawdown

398.20

0.70

+397.50

Martin ratioReturn relative to average drawdown

4,461.98

2.14

+4,459.84

SGOV vs. UBOT - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.28, which is higher than the UBOT Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of SGOV and UBOT, 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. UBOT - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum UBOT drawdown of -86.24%. Use the drawdown chart below to compare losses from any high point for SGOV and UBOT.


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Drawdown Indicators


SGOVUBOTDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-86.24%

+86.21%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-35.90%

+35.89%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-51.64%

+51.63%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

-82.90%

+82.87%

Current Drawdown

Current decline from peak

0.00%

-52.26%

+52.26%

Average Drawdown

Average peak-to-trough decline

-0.00%

-49.81%

+49.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

11.67%

-11.67%

Volatility

SGOV vs. UBOT - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) has a volatility of 17.69%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than UBOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOVUBOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

17.69%

-17.64%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

38.70%

-38.57%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

49.90%

-49.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

53.27%

-53.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

63.55%

-63.31%

SGOV vs. UBOT - Expense Ratio Comparison

SGOV has a 0.09% expense ratio, which is lower than UBOT's 1.29% expense ratio.


Dividends

SGOV vs. UBOT - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.85%, more than UBOT's 0.94% yield.


PositionTTM20252024202320222021202020192018
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%
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
0.94%0.78%1.45%0.65%0.00%2.25%15.83%0.55%0.33%

Frequently Asked Questions


SGOV and UBOT have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UBOT has higher volatility (17.69%) compared to SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs UBOT's -86.24%.

On 5-year performance, SGOV leads with 3.56% vs -9.40% for UBOT. 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 3.56% return vs -9.40%. 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 1.29% for UBOT.

SGOV has the higher dividend yield at 3.85%, compared with 0.94% for UBOT.

SGOV is categorized as Ultrashort Bond, while UBOT is Robotics. SGOV tracks ICE 0-3 Month US Treasury Securities Index, while UBOT tracks Indxx Global Robotics & Artificial Intelligence Thematic Index (300%). They also come from different issuers: iShares and Direxion. Their fees differ too: 0.09% for SGOV and 1.29% for UBOT.

SGOV currently has the higher Sharpe Ratio (20.28 vs 0.50), 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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