SGOV vs. VTV
SGOV (iShares 0-3 Month Treasury Bond ETF) and VTV (Vanguard Value ETF) are both exchange-traded funds - SGOV is a Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index, while VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Both are passively managed. Over the past 5 years, SGOV returned 3.55%/yr vs 11.30%/yr for VTV. At a correlation of -0.03, they often move in opposite directions. SGOV charges 0.09%/yr vs 0.04%/yr for VTV.
Performance
SGOV vs. VTV - 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 VTV's 11.91% return.
SGOV
- 1D
- 0.01%
- 1M
- 0.28%
- YTD
- 1.56%
- 6M
- 1.80%
- 1Y
- 3.95%
- 3Y*
- 4.70%
- 5Y*
- 3.55%
- 10Y*
- —
VTV
- 1D
- 0.25%
- 1M
- 2.67%
- YTD
- 11.91%
- 6M
- 13.41%
- 1Y
- 25.49%
- 3Y*
- 17.72%
- 5Y*
- 11.30%
- 10Y*
- 12.42%
SGOV vs. VTV - 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% |
VTV Vanguard Value ETF | 11.91% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 19.87% |
Correlation
The correlation between SGOV and VTV is -0.09, 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 | -0.09 |
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 29, 2020 | -0.03 |
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Return for Risk
SGOV vs. VTV — Risk / Return Rank
SGOV
VTV
SGOV vs. VTV - 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 Value ETF (VTV). 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 | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +17.76 | ||
| Sortino ratioReturn per unit of downside risk | +272.11 | ||
| Omega ratioGain probability vs. loss probability | 195.55 | 1.45 | +194.10 |
| Calmar ratioReturn relative to maximum drawdown | 398.20 | 4.03 | +394.17 |
| Martin ratioReturn relative to average drawdown | 4,461.99 | 15.20 | +4,446.79 |
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 | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 20.28 | 2.52 | +17.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 14.78 | 0.82 | +13.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 12.50 | 0.51 | +11.99 |
Drawdowns
SGOV vs. VTV - Drawdown Comparison
The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for SGOV and VTV.
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Drawdown Indicators
| SGOV | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.03% | -59.27% | +59.24% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | -6.35% | +6.34% |
Max Drawdown (3Y)Largest decline over 3 years | -0.01% | -14.52% | +14.51% |
Max Drawdown (5Y)Largest decline over 5 years | -0.03% | -17.04% | +17.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.78% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.11% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -7.87% | +7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 1.68% | -1.68% |
Volatility
SGOV vs. VTV - Volatility Comparison
The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.06%, while Vanguard Value ETF (VTV) has a volatility of 2.65%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOV | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.06% | 2.65% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 0.13% | 7.67% | -7.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.20% | 10.18% | -9.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.24% | 13.89% | -13.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.24% | 16.68% | -16.44% |
SGOV vs. VTV - Expense Ratio Comparison
SGOV has a 0.09% expense ratio, which is higher than VTV's 0.04% 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%.
Dividends
SGOV vs. VTV - Dividend Comparison
SGOV's dividend yield for the trailing twelve months is around 3.85%, more than VTV's 1.87% 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% |
VTV Vanguard Value ETF | 1.87% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Frequently Asked Questions
SGOV and VTV have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTV has higher volatility (2.65%) compared to SGOV (0.06%). In terms of maximum drawdown, SGOV dropped -0.03% vs VTV's -59.27%.
On 5-year performance, VTV leads with 11.30% vs 3.55% for SGOV. On fees, VTV is cheaper at 0.04% per year. 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, VTV has performed better with a 11.30% return vs 3.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTV is cheaper with a 0.04% expense ratio, compared with 0.09% for SGOV.
SGOV has the higher dividend yield at 3.85%, compared with 1.87% for VTV.
SGOV is categorized as Ultrashort Bond, while VTV is Large Cap Value Equities. SGOV tracks ICE 0-3 Month US Treasury Securities Index, while VTV tracks CRSP US Large Cap Value Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.09% for SGOV and 0.04% for VTV.
SGOV currently has the higher Sharpe Ratio (20.28 vs 2.52), 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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