SGOV vs. VDC
SGOV (iShares 0-3 Month Treasury Bond ETF) and VDC (Vanguard Consumer Staples ETF) are both exchange-traded funds - SGOV is a Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index, while VDC is a Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index. Both are passively managed. Over the past 5 years, SGOV returned 3.55%/yr vs 6.63%/yr for VDC. At a correlation of -0.01, they often move in opposite directions. Both charge a 0.09% expense ratio.
Performance
SGOV vs. VDC - Performance Comparison
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Returns By Period
In the year-to-date period, SGOV achieves a 1.56% return, which is significantly lower than VDC's 7.19% return.
SGOV
- 1D
- 0.01%
- 1M
- 0.28%
- YTD
- 1.56%
- 6M
- 1.80%
- 1Y
- 3.95%
- 3Y*
- 4.70%
- 5Y*
- 3.55%
- 10Y*
- —
VDC
- 1D
- -0.25%
- 1M
- -2.19%
- YTD
- 7.19%
- 6M
- 7.44%
- 1Y
- 4.07%
- 3Y*
- 8.08%
- 5Y*
- 6.63%
- 10Y*
- 7.63%
SGOV vs. VDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 1.56% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
VDC Vanguard Consumer Staples ETF | 7.19% | 2.17% | 13.30% | 2.38% | -1.79% | 17.64% | 18.06% |
Correlation
The correlation between SGOV and VDC 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 | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since May 29, 2020 | -0.01 |
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Return for Risk
SGOV vs. VDC — Risk / Return Rank
SGOV
VDC
SGOV vs. VDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and Vanguard Consumer Staples ETF (VDC). 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.
| SGOV | VDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +19.95 | ||
| Sortino ratioReturn per unit of downside risk | +275.12 | ||
| Omega ratioGain probability vs. loss probability | 195.55 | 1.06 | +194.49 |
| Calmar ratioReturn relative to maximum drawdown | 398.20 | 0.44 | +397.76 |
| Martin ratioReturn relative to average drawdown | 4,461.99 | 0.90 | +4,461.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGOV | VDC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 20.28 | 0.33 | +19.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 14.78 | 0.51 | +14.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 12.50 | 0.67 | +11.83 |
Drawdowns
SGOV vs. VDC - Drawdown Comparison
The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for SGOV and VDC.
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Drawdown Indicators
| SGOV | VDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.03% | -34.24% | +34.21% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | -9.28% | +9.27% |
Max Drawdown (3Y)Largest decline over 3 years | -0.01% | -11.78% | +11.77% |
Max Drawdown (5Y)Largest decline over 5 years | -0.03% | -16.55% | +16.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.31% | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.27% | +7.27% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -3.73% | +3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 4.53% | -4.53% |
Volatility
SGOV vs. VDC - Volatility Comparison
The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.06%, while Vanguard Consumer Staples ETF (VDC) has a volatility of 4.47%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOV | VDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.06% | 4.47% | -4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 0.13% | 9.87% | -9.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.20% | 12.43% | -12.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.24% | 13.15% | -12.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.24% | 14.65% | -14.41% |
SGOV vs. VDC - Expense Ratio Comparison
Both SGOV and VDC have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SGOV vs. VDC - Dividend Comparison
SGOV's dividend yield for the trailing twelve months is around 3.85%, more than VDC's 2.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VDC Vanguard Consumer Staples ETF | 2.14% | 2.26% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% |
Frequently Asked Questions
SGOV and VDC 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.
VDC has higher volatility (4.47%) compared to SGOV (0.06%). In terms of maximum drawdown, SGOV dropped -0.03% vs VDC's -34.24%.
On 5-year performance, VDC leads with 6.63% vs 3.55% for SGOV. Both ETFs have the same 0.09% expense ratio. On volatility, SGOV has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VDC has performed better with a 6.63% return vs 3.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SGOV and VDC have the same expense ratio: 0.09% per year.
SGOV has the higher dividend yield at 3.85%, compared with 2.14% for VDC.
SGOV is categorized as Ultrashort Bond, while VDC is Consumer Staples Equities. SGOV tracks ICE 0-3 Month US Treasury Securities Index, while VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index. They also come from different issuers: iShares and Vanguard.
SGOV currently has the higher Sharpe Ratio (20.28 vs 0.33), 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.
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