SGOV vs. VOO
Compare and contrast key facts about iShares 0-3 Month Treasury Bond ETF (SGOV) and Vanguard S&P 500 ETF (VOO).
SGOV and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGOV is a passively managed fund by iShares that tracks the performance of the ICE 0-3 Month US Treasury Securities Index. It was launched on May 26, 2020. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both SGOV and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SGOV vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, SGOV achieves a 0.92% return, which is significantly higher than VOO's -3.55% return.
SGOV
- 1D
- 0.04%
- 1M
- 0.32%
- YTD
- 0.92%
- 6M
- 1.88%
- 1Y
- 4.08%
- 3Y*
- 4.81%
- 5Y*
- 3.42%
- 10Y*
- —
VOO
- 1D
- 0.11%
- 1M
- -4.01%
- YTD
- -3.55%
- 6M
- -1.41%
- 1Y
- 23.49%
- 3Y*
- 18.47%
- 5Y*
- 11.96%
- 10Y*
- 14.19%
SGOV vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 0.92% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
VOO Vanguard S&P 500 ETF | -3.55% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 25.09% |
Correlation
The correlation between SGOV and VOO is -0.02, 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, cushioning overall portfolio drawdowns.
SGOV vs. VOO - Expense Ratio Comparison
SGOV has a 0.09% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
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Return for Risk
SGOV vs. VOO — Risk / Return Rank
SGOV
VOO
SGOV vs. VOO - 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 S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 20.63 | 0.98 | +19.65 |
Sortino ratioReturn per unit of downside risk | 286.00 | 1.49 | +284.51 |
Omega ratioGain probability vs. loss probability | 202.83 | 1.23 | +201.60 |
Calmar ratioReturn relative to maximum drawdown | 412.76 | 1.53 | +411.24 |
Martin ratioReturn relative to average drawdown | 4,634.41 | 7.13 | +4,627.28 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 20.63 | 0.98 | +19.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 14.13 | 0.71 | +13.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 12.35 | 0.83 | +11.52 |
Drawdowns
SGOV vs. VOO - Drawdown Comparison
The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SGOV and VOO.
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Drawdown Indicators
| SGOV | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.03% | -33.99% | +33.96% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | -8.90% | +8.89% |
Max Drawdown (5Y)Largest decline over 5 years | -0.03% | -24.52% | +24.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.44% | +5.44% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -3.72% | +3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 2.57% | -2.57% |
Volatility
SGOV vs. VOO - Volatility Comparison
The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.06%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.27%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOV | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.06% | 5.27% | -5.21% |
Volatility (6M)Calculated over the trailing 6-month period | 0.13% | 9.46% | -9.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.20% | 18.11% | -17.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.24% | 16.81% | -16.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.24% | 17.98% | -17.74% |
Dividends
SGOV vs. VOO - Dividend Comparison
SGOV's dividend yield for the trailing twelve months is around 3.95%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 3.95% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |