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SPSK vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPSK vs. GGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SP Funds Dow Jones Global Sukuk ETF (SPSK) 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, SPSK achieves a 0.03% return, which is significantly lower than GGOV's 2.30% return.


SPSK

1D
-0.22%
1M
0.40%
YTD
0.03%
6M
-0.08%
1Y
3.74%
3Y*
3.95%
5Y*
0.83%
10Y*

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)

SPSK vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between SPSK and GGOV is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.36

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Return for Risk

SPSK vs. GGOV — Risk / Return Rank

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

SPSK
SPSK Risk / Return Rank: 2727
Overall Rank
SPSK Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SPSK Sortino Ratio Rank: 2626
Sortino Ratio Rank
SPSK Omega Ratio Rank: 2424
Omega Ratio Rank
SPSK Calmar Ratio Rank: 2727
Calmar Ratio Rank
SPSK Martin Ratio Rank: 3030
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.

SPSK vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Funds Dow Jones Global Sukuk ETF (SPSK) 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.


SPSKGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.32

Martin ratioReturn relative to average drawdown

4.43

SPSK vs. GGOV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SPSKGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.11

+0.32

Drawdowns

SPSK vs. GGOV - Drawdown Comparison

The maximum SPSK drawdown since its inception was -12.83%, which is greater than GGOV's maximum drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for SPSK and GGOV.


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Drawdown Indicators


SPSKGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-12.83%

-4.69%

-8.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

Max Drawdown (3Y)

Largest decline over 3 years

-3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-12.45%

Current Drawdown

Current decline from peak

-1.03%

-1.50%

+0.47%

Average Drawdown

Average peak-to-trough decline

-3.83%

-1.59%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

Volatility

SPSK vs. GGOV - Volatility Comparison


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Volatility by Period


SPSKGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

3.84%

5.38%

-1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

5.38%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.46%

5.38%

+0.08%

SPSK vs. GGOV - Expense Ratio Comparison

SPSK has a 0.50% expense ratio, which is higher than GGOV's 0.39% expense ratio.


Dividends

SPSK vs. GGOV - Dividend Comparison

SPSK's dividend yield for the trailing twelve months is around 4.24%, while GGOV has not paid dividends to shareholders.


PositionTTM202520242023202220212020
GGOV
iShares Global Government Bond USD Hedged Active ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPSK
SP Funds Dow Jones Global Sukuk ETF
4.24%3.63%3.53%2.95%2.22%2.56%1.78%

Frequently Asked Questions


SPSK and GGOV 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, GGOV is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GGOV is cheaper with a 0.39% expense ratio, compared with 0.50% for SPSK.

SPSK has the higher dividend yield at 4.24%, compared with 0.00% for GGOV.

They also come from different issuers: SP Funds and iShares. Their fees differ too: 0.50% for SPSK and 0.39% for GGOV.

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