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SGOV vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

SGOV vs. USD=X - Performance Comparison

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

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Returns By Period


SGOV

1D
0.03%
1M
0.31%
YTD
1.55%
6M
1.79%
1Y
3.97%
3Y*
4.72%
5Y*
3.54%
10Y*

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOV vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SGOV
iShares 0-3 Month Treasury Bond ETF
1.55%4.24%5.27%5.12%1.58%0.04%0.05%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

SGOV vs. USD=X — 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

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and USD Cash (USD=X). 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.


SGOVUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

196.55

Calmar ratioReturn relative to maximum drawdown

400.29

Martin ratioReturn relative to average drawdown

4,485.40

SGOV vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SGOVUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

20.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

14.75

Sharpe Ratio (All Time)

Calculated using the full available price history

12.50

Drawdowns

SGOV vs. USD=X - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SGOV and USD=X.


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Drawdown Indicators


SGOVUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

0.00%

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

0.00%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

0.00%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

0.00%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.00%

0.00%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.00%

0.00%

Volatility

SGOV vs. USD=X - Volatility Comparison

iShares 0-3 Month Treasury Bond ETF (SGOV) has a higher volatility of 0.06% compared to USD Cash (USD=X) at 0.00%. This indicates that SGOV's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOVUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

0.00%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

0.00%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

0.00%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

0.00%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

0.00%

+0.24%

Frequently Asked Questions


SGOV has higher volatility (0.06%) compared to USD=X (0.00%). In terms of maximum drawdown, SGOV dropped -0.03% vs USD=X's 0.00%.

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