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SGOV vs. V
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOV vs. V - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-3 Month Treasury Bond ETF (SGOV) and Visa Inc. (V). 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 V's -7.69% return.


SGOV

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

V

1D
1.05%
1M
0.65%
YTD
-7.69%
6M
-6.93%
1Y
-12.51%
3Y*
13.87%
5Y*
7.33%
10Y*
15.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOV vs. V - 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%
V
Visa Inc.
-7.69%11.76%22.32%26.31%-3.40%-0.31%13.78%

Correlation

The correlation between SGOV and V is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

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

-0.03

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

-0.02

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

-0.02

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Return for Risk

SGOV vs. V — 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

V
V Risk / Return Rank: 1515
Overall Rank
V Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
V Sortino Ratio Rank: 1717
Sortino Ratio Rank
V Omega Ratio Rank: 1818
Omega Ratio Rank
V Calmar Ratio Rank: 1515
Calmar Ratio Rank
V Martin Ratio Rank: 55
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. V - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and Visa Inc. (V). 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.


SGOVVDifference
Sharpe ratioReturn per unit of total volatility

+20.84

Sortino ratioReturn per unit of downside risk

+276.37

Omega ratioGain probability vs. loss probability

195.55

0.92

+194.64

Calmar ratioReturn relative to maximum drawdown

398.20

-0.73

+398.93

Martin ratioReturn relative to average drawdown

4,461.98

-1.57

+4,463.55

SGOV vs. V - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.28, which is higher than the V Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of SGOV and V, 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. V - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum V drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for SGOV and V.


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Drawdown Indicators


SGOVVDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-51.90%

+51.87%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-17.18%

+17.17%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-20.38%

+20.37%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

-28.60%

+28.57%

Max Drawdown (10Y)

Largest decline over 10 years

-36.36%

Current Drawdown

Current decline from peak

0.00%

-12.96%

+12.96%

Average Drawdown

Average peak-to-trough decline

-0.00%

-8.26%

+8.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

10.73%

-10.73%

Volatility

SGOV vs. V - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while Visa Inc. (V) has a volatility of 5.57%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

5.57%

-5.52%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

17.57%

-17.44%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

22.35%

-22.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

22.82%

-22.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

24.45%

-24.21%

Dividends

SGOV vs. V - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.85%, more than V's 0.81% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
V
Visa Inc.
0.81%0.70%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%

Frequently Asked Questions


SGOV and V have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

V has higher volatility (5.57%) compared to SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs V's -51.90%.

SGOV currently has the higher Sharpe Ratio (20.28 vs -0.56), 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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