PortfoliosLab logoPortfoliosLab logo
TFLO vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFLO vs. GGOV - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, TFLO achieves a 1.59% return, which is significantly lower than GGOV's 2.30% return.


TFLO

1D
0.02%
1M
0.31%
YTD
1.59%
6M
1.92%
1Y
3.97%
3Y*
4.74%
5Y*
3.63%
10Y*
2.37%

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)

TFLO vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between TFLO and GGOV is 0.00, 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

0.00

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TFLO vs. GGOV — Risk / Return Rank

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

TFLO
TFLO Risk / Return Rank: 100100
Overall Rank
TFLO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TFLO Sortino Ratio Rank: 100100
Sortino Ratio Rank
TFLO Omega Ratio Rank: 100100
Omega Ratio Rank
TFLO Calmar Ratio Rank: 100100
Calmar Ratio Rank
TFLO 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.

TFLO vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Floating Rate Bond ETF (TFLO) 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.


TFLOGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

13.94

Calmar ratioReturn relative to maximum drawdown

201.22

Martin ratioReturn relative to average drawdown

823.26

TFLO vs. GGOV - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


TFLOGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

14.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

10.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

5.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

-0.11

+1.10

Drawdowns

TFLO vs. GGOV - Drawdown Comparison

The maximum TFLO drawdown since its inception was -5.01%, which is greater than GGOV's maximum drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for TFLO and GGOV.


Loading charts...

Drawdown Indicators


TFLOGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-5.01%

-4.69%

-0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-0.16%

Current Drawdown

Current decline from peak

0.00%

-1.50%

+1.50%

Average Drawdown

Average peak-to-trough decline

-0.10%

-1.59%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

Volatility

TFLO vs. GGOV - Volatility Comparison


Loading charts...

Volatility by Period


TFLOGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

Volatility (6M)

Calculated over the trailing 6-month period

0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

0.28%

5.38%

-5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.35%

5.38%

-5.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.46%

5.38%

-4.92%

TFLO vs. GGOV - Expense Ratio Comparison

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


Dividends

TFLO vs. GGOV - Dividend Comparison

TFLO's dividend yield for the trailing twelve months is around 3.90%, 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%
TFLO
iShares Treasury Floating Rate Bond ETF
3.90%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%

Frequently Asked Questions


TFLO and GGOV have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

TFLO has the higher dividend yield at 3.90%, compared with 0.00% for GGOV.

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

Portfolio Optimizer

Find the right allocation for TFLO and GGOV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer