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SGOV vs. VWCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOV vs. VWCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-3 Month Treasury Bond ETF (SGOV) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGOV is traded in USD, while VWCE.DE is traded in EUR. To make them comparable, the VWCE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGOV achieves a 1.61% return, which is significantly lower than VWCE.DE's 10.00% return.


SGOV

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

VWCE.DE

1D
1.71%
1M
0.81%
YTD
10.00%
6M
11.71%
1Y
25.62%
3Y*
19.75%
5Y*
10.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOV vs. VWCE.DE - 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%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
10.00%23.23%17.30%21.91%-18.24%18.47%29.45%

Correlation

The correlation between SGOV and VWCE.DE is -0.14, 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

-0.14

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

-0.10

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

-0.05

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

-0.04

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Return for Risk

SGOV vs. VWCE.DE — 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

VWCE.DE
VWCE.DE Risk / Return Rank: 8282
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8080
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8787
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. VWCE.DE - 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 FTSE All-World UCITS ETF (VWCE.DE). 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.


SGOVVWCE.DEDifference
Sharpe ratioReturn per unit of total volatility

+18.23

Sortino ratioReturn per unit of downside risk

+272.72

Omega ratioGain probability vs. loss probability

195.55

1.36

+194.19

Calmar ratioReturn relative to maximum drawdown

398.20

2.86

+395.34

Martin ratioReturn relative to average drawdown

4,461.98

11.93

+4,450.05

SGOV vs. VWCE.DE - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.28, which is higher than the VWCE.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of SGOV and VWCE.DE, 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. VWCE.DE - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum VWCE.DE drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for SGOV and VWCE.DE.


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Drawdown Indicators


SGOVVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-33.91%

+33.88%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-8.91%

+8.90%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-17.27%

+17.26%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

-26.11%

+26.08%

Current Drawdown

Current decline from peak

0.00%

-2.01%

+2.01%

Average Drawdown

Average peak-to-trough decline

-0.00%

-5.43%

+5.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.14%

-2.14%

Volatility

SGOV vs. VWCE.DE - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 3.93%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOVVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

3.93%

-3.88%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

9.70%

-9.57%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

12.46%

-12.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

15.33%

-15.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

17.33%

-17.09%

SGOV vs. VWCE.DE - Expense Ratio Comparison

SGOV has a 0.09% expense ratio, which is lower than VWCE.DE's 0.19% expense ratio. Despite the difference, 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. VWCE.DE - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.85%, while VWCE.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
SGOV
iShares 0-3 Month Treasury Bond ETF
3.85%4.10%5.10%4.87%1.45%0.03%0.05%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SGOV and VWCE.DE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGOV is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGOV is cheaper with a 0.09% expense ratio, compared with 0.19% for VWCE.DE.

SGOV is categorized as Ultrashort Bond, while VWCE.DE is Global Equities. SGOV tracks ICE 0-3 Month US Treasury Securities Index, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.09% for SGOV and 0.19% for VWCE.DE.

Portfolio Optimizer

Find the right allocation for SGOV and VWCE.DE

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