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SHV vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHV vs. GGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-1 Year Treasury Bond ETF (SHV) and iShares Global Government Bond USD Hedged Active ETF (GGOV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHV achieves a 1.42% return, which is significantly lower than GGOV's 2.30% return.


SHV

1D
0.00%
1M
0.27%
YTD
1.42%
6M
1.75%
1Y
3.90%
3Y*
4.64%
5Y*
3.31%
10Y*
2.23%

GGOV

1D
-0.16%
1M
0.60%
YTD
2.30%
6M
-1.11%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHV vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between SHV and GGOV is 0.10, 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 (All Time)
Calculated using the full available price history since Jun 27, 2025

0.10

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Return for Risk

SHV vs. GGOV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SHV
SHV Risk / Return Rank: 100100
Overall Rank
SHV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SHV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SHV Omega Ratio Rank: 100100
Omega Ratio Rank
SHV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SHV Martin Ratio Rank: 100100
Martin Ratio Rank

GGOV
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.

SHV vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-1 Year Treasury Bond ETF (SHV) and iShares Global Government Bond USD Hedged Active ETF (GGOV). 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.


SHVGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

53.77

Calmar ratioReturn relative to maximum drawdown

431.38

Martin ratioReturn relative to average drawdown

2,419.80

SHV vs. GGOV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SHVGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

19.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

11.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.09

Sharpe Ratio (All Time)

Calculated using the full available price history

4.50

-0.11

+4.61

Drawdowns

SHV vs. GGOV - Drawdown Comparison

The maximum SHV drawdown since its inception was -0.45%, smaller than the maximum GGOV drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for SHV and GGOV.


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Drawdown Indicators


SHVGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-0.45%

-4.69%

+4.24%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-0.45%

Current Drawdown

Current decline from peak

0.00%

-1.50%

+1.50%

Average Drawdown

Average peak-to-trough decline

-0.03%

-1.59%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

Volatility

SHV vs. GGOV - Volatility Comparison


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Volatility by Period


SHVGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

Volatility (6M)

Calculated over the trailing 6-month period

0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

5.38%

-5.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.29%

5.38%

-5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.28%

5.38%

-5.10%

SHV vs. GGOV - Expense Ratio Comparison

SHV has a 0.15% expense ratio, which is lower than GGOV's 0.39% expense ratio.


Dividends

SHV vs. GGOV - Dividend Comparison

SHV's dividend yield for the trailing twelve months is around 3.83%, while GGOV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GGOV
iShares Global Government Bond USD Hedged Active ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHV
iShares 0-1 Year Treasury Bond ETF
3.83%4.09%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%

Frequently Asked Questions


SHV and GGOV have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SHV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SHV is cheaper with a 0.15% expense ratio, compared with 0.39% for GGOV.

SHV has the higher dividend yield at 3.83%, compared with 0.00% for GGOV.

SHV is categorized as Government Bonds, while GGOV is Global Bonds. Their fees differ too: 0.15% for SHV and 0.39% for GGOV.

Portfolio Optimizer

Find the right allocation for SHV and GGOV

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