SGOV vs. XBOX
SGOV (iShares 0-3 Month Treasury Bond ETF) and XBOX (Roundhill Ultra Short Duration No Dividend Target ETF) are both Ultrashort Bond funds. SGOV is passively managed, while XBOX is actively managed. Their 0.36 correlation means their historical movements had little consistent relationship. SGOV charges 0.09%/yr vs 0.14%/yr for XBOX.
Performance
SGOV vs. XBOX - Performance Comparison
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Returns By Period
SGOV
- 1D
- 0.02%
- 1M
- 0.31%
- 6M
- 1.81%
- YTD
- 2.11%
- 1Y
- 3.86%
- 3Y*
- 4.64%
- 5Y*
- 3.66%
- 10Y*
- —
- ALL TIME*
- 2.96%
XBOX
- 1D
- 0.02%
- 1M
- 0.36%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.83B | $1.81B | $2.03B | |
| $17.25M | $10.21M | $6.96M |
SGOV vs. XBOX - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 1.36% |
XBOX Roundhill Ultra Short Duration No Dividend Target ETF | 1.48% |
Correlation
The correlation between SGOV and XBOX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 18, 2026 | 0.36 |
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Return for Risk
SGOV vs. XBOX — Risk / Return Rank
SGOV
XBOX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SGOV vs. XBOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and Roundhill Ultra Short Duration No Dividend Target ETF (XBOX). 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 | XBOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 382.06 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 389.90 | — | — |
| Martin ratioReturn relative to average drawdown | 6,177.21 | — | — |
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Drawdowns
SGOV vs. XBOX - Drawdown Comparison
The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum XBOX drawdown of -0.83%. Use the drawdown chart below to compare losses from any high point for SGOV and XBOX.
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Drawdown Indicators
| SGOV | XBOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.03% | -0.83% | +0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -0.01% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -0.03% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -0.08% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | — | — |
Volatility
SGOV vs. XBOX - Volatility Comparison
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Volatility by Period
| SGOV | XBOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.05% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 0.13% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.19% | 2.17% | -1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.24% | 2.17% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.23% | 2.17% | -1.94% |
SGOV vs. XBOX - Expense Ratio Comparison
SGOV has a 0.09% expense ratio, which is lower than XBOX's 0.14% 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. XBOX - Dividend Comparison
SGOV's dividend yield for the trailing twelve months is around 3.79%, while XBOX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 3.79% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
XBOX Roundhill Ultra Short Duration No Dividend Target ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SGOV and XBOX have a correlation of 0.36, 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 0.14% for XBOX.
SGOV has the higher dividend yield at 3.79%, compared with 0.00% for XBOX.
They also come from different issuers: iShares and Roundhill. Their fees differ too: 0.09% for SGOV and 0.14% for XBOX.
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