SGOV vs. VST
SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index, while VST (Vistra Corp.) is a stock. Over the past 5 years, SGOV returned 3.56%/yr vs 54.40%/yr for VST. At a 0.00 correlation, their price movements are largely independent.
Performance
SGOV vs. VST - Performance Comparison
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Returns By Period
In the year-to-date period, SGOV achieves a 1.61% return, which is significantly higher than VST's -8.13% return.
SGOV
- 1D
- 0.02%
- 1M
- 0.30%
- YTD
- 1.61%
- 6M
- 1.78%
- 1Y
- 3.95%
- 3Y*
- 4.71%
- 5Y*
- 3.56%
- 10Y*
- —
VST
- 1D
- 1.12%
- 1M
- 3.79%
- YTD
- -8.13%
- 6M
- -12.74%
- 1Y
- -14.43%
- 3Y*
- 83.39%
- 5Y*
- 54.40%
- 10Y*
- —
SGOV vs. VST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 1.61% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
VST Vistra Corp. | -8.13% | 17.66% | 261.52% | 70.73% | 5.08% | 19.57% | -0.18% |
Correlation
The correlation between SGOV and VST 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 | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | 0.00 |
The correlation between SGOV and VST shifts across timeframes, from -0.11 (1 year) to 0.02 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SGOV vs. VST — Risk / Return Rank
SGOV
VST
SGOV vs. VST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and Vistra Corp. (VST). 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.
| SGOV | VST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +20.58 | ||
| Sortino ratioReturn per unit of downside risk | +275.79 | ||
| Omega ratioGain probability vs. loss probability | 195.55 | 0.99 | +194.56 |
| Calmar ratioReturn relative to maximum drawdown | 398.20 | -0.38 | +398.58 |
| Martin ratioReturn relative to average drawdown | 4,461.98 | -0.70 | +4,462.67 |
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Drawdowns
SGOV vs. VST - Drawdown Comparison
The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum VST drawdown of -53.32%. Use the drawdown chart below to compare losses from any high point for SGOV and VST.
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Drawdown Indicators
| SGOV | VST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.03% | -53.32% | +53.29% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | -38.01% | +38.00% |
Max Drawdown (3Y)Largest decline over 3 years | -0.01% | -48.80% | +48.79% |
Max Drawdown (5Y)Largest decline over 5 years | -0.03% | -48.80% | +48.77% |
Current DrawdownCurrent decline from peak | 0.00% | -31.89% | +31.89% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -13.72% | +13.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 20.73% | -20.73% |
Volatility
SGOV vs. VST - Volatility Comparison
The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while Vistra Corp. (VST) has a volatility of 15.14%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than VST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOV | VST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.05% | 15.14% | -15.09% |
Volatility (6M)Calculated over the trailing 6-month period | 0.13% | 37.96% | -37.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.20% | 48.75% | -48.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.24% | 47.97% | -47.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.24% | 42.22% | -41.98% |
Dividends
SGOV vs. VST - Dividend Comparison
SGOV's dividend yield for the trailing twelve months is around 3.85%, more than VST's 0.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VST Vistra Corp. | 0.61% | 0.56% | 0.63% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% |
Frequently Asked Questions
SGOV and VST 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.
VST has higher volatility (15.14%) compared to SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs VST's -53.32%.
SGOV currently has the higher Sharpe Ratio (20.28 vs -0.30), 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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