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TRSY vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRSY vs. GGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers US 0-1 Year Treasury ETF (TRSY) 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, TRSY achieves a 1.65% return, which is significantly lower than GGOV's 2.92% return.


TRSY

1D
0.00%
1M
0.27%
YTD
1.65%
6M
1.72%
1Y
3.88%
3Y*
5Y*
10Y*

GGOV

1D
0.07%
1M
0.58%
YTD
2.92%
6M
2.69%
1Y
0.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRSY vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between TRSY and GGOV is 0.09, 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 26, 2025

0.09

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Return for Risk

TRSY vs. GGOV — Risk / Return Rank

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

TRSY
TRSY Risk / Return Rank: 9999
Overall Rank
TRSY Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TRSY Sortino Ratio Rank: 9999
Sortino Ratio Rank
TRSY Omega Ratio Rank: 9999
Omega Ratio Rank
TRSY Calmar Ratio Rank: 100100
Calmar Ratio Rank
TRSY Martin Ratio Rank: 100100
Martin Ratio Rank

GGOV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

TRSY vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers US 0-1 Year Treasury ETF (TRSY) 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.

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.


TRSYGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

6.16

Calmar ratioReturn relative to maximum drawdown

58.82

Martin ratioReturn relative to average drawdown

353.48

TRSY vs. GGOV - Sharpe Ratio Comparison


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Drawdowns

TRSY vs. GGOV - Drawdown Comparison

The maximum TRSY drawdown since its inception was -0.82%, smaller than the maximum GGOV drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for TRSY and GGOV.


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Drawdown Indicators


TRSYGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-0.82%

-4.69%

+3.87%

Max Drawdown (1Y)

Largest decline over 1 year

-0.07%

-4.69%

+4.62%

Current Drawdown

Current decline from peak

-0.00%

-0.91%

+0.91%

Average Drawdown

Average peak-to-trough decline

-0.06%

-1.56%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

Volatility

TRSY vs. GGOV - Volatility Comparison


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Volatility by Period


TRSYGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.12%

Volatility (6M)

Calculated over the trailing 6-month period

0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

0.39%

5.26%

-4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.09%

5.26%

-4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.09%

5.26%

-4.17%

TRSY vs. GGOV - Expense Ratio Comparison

TRSY has a 0.06% expense ratio, which is lower than GGOV's 0.39% expense ratio.


Dividends

TRSY vs. GGOV - Dividend Comparison

TRSY's dividend yield for the trailing twelve months is around 3.72%, while GGOV has not paid dividends to shareholders.


Frequently Asked Questions


TRSY and GGOV have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, TRSY leads with 3.88% vs 0.04% for GGOV. On fees, TRSY is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TRSY has performed better with a 3.88% return vs 0.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TRSY is cheaper with a 0.06% expense ratio, compared with 0.39% for GGOV.

TRSY has the higher dividend yield at 3.72%, compared with 0.00% for GGOV.

TRSY is categorized as Government Bonds, while GGOV is Global Bonds. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.06% for TRSY and 0.39% for GGOV.

Portfolio Optimizer

Find the right allocation for TRSY 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.

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