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USVN vs. BIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USVN vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 7 Year Note ETF (USVN) and Vanguard Intermediate-Term Bond Index ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USVN achieves a -0.70% return, which is significantly lower than BIV's -0.24% return.


USVN

1D
-0.22%
1M
-0.18%
YTD
-0.70%
6M
-1.08%
1Y
3.56%
3Y*
2.70%
5Y*
10Y*

BIV

1D
-0.22%
1M
0.04%
YTD
-0.24%
6M
-0.48%
1Y
4.80%
3Y*
4.27%
5Y*
0.25%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USVN vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023
USVN
US Treasury 7 Year Note ETF
-0.70%7.66%0.03%0.67%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.24%8.52%1.57%3.01%

Correlation

The correlation between USVN and BIV is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2023

0.98

The correlation between USVN and BIV has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

USVN vs. BIV — Risk / Return Rank

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

USVN
USVN Risk / Return Rank: 2323
Overall Rank
USVN Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
USVN Sortino Ratio Rank: 2424
Sortino Ratio Rank
USVN Omega Ratio Rank: 2323
Omega Ratio Rank
USVN Calmar Ratio Rank: 2222
Calmar Ratio Rank
USVN Martin Ratio Rank: 2323
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 3131
Overall Rank
BIV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3232
Sortino Ratio Rank
BIV Omega Ratio Rank: 3030
Omega Ratio Rank
BIV Calmar Ratio Rank: 3030
Calmar Ratio Rank
BIV Martin Ratio Rank: 3131
Martin Ratio Rank
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.

USVN vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 7 Year Note ETF (USVN) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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.


USVNBIVDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.14

1.21

-0.06

Calmar ratioReturn relative to maximum drawdown

0.97

1.52

-0.55

Martin ratioReturn relative to average drawdown

2.89

4.60

-1.71

USVN vs. BIV - Sharpe Ratio Comparison

The current USVN Sharpe Ratio is 0.84, which is comparable to the BIV Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of USVN and BIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


USVNBIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.19

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.65

-0.24

Drawdowns

USVN vs. BIV - Drawdown Comparison

The maximum USVN drawdown since its inception was -8.27%, smaller than the maximum BIV drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for USVN and BIV.


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Drawdown Indicators


USVNBIVDifference

Max Drawdown

Largest peak-to-trough decline

-8.27%

-18.95%

+10.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-3.18%

-0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-5.89%

-6.07%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

Current Drawdown

Current decline from peak

-2.67%

-2.04%

-0.63%

Average Drawdown

Average peak-to-trough decline

-2.34%

-3.39%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

1.05%

+0.19%

Volatility

USVN vs. BIV - Volatility Comparison

US Treasury 7 Year Note ETF (USVN) and Vanguard Intermediate-Term Bond Index ETF (BIV) have volatilities of 1.37% and 1.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USVNBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.36%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

2.90%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

4.06%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

6.40%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.79%

5.50%

+0.29%

USVN vs. BIV - Expense Ratio Comparison

USVN has a 0.15% expense ratio, which is higher than BIV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

USVN vs. BIV - Dividend Comparison

USVN's dividend yield for the trailing twelve months is around 3.75%, less than BIV's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.22%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
USVN
US Treasury 7 Year Note ETF
3.75%3.81%4.07%2.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, USVN and BIV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

USVN has higher volatility (1.37%) compared to BIV (1.36%). In terms of maximum drawdown, USVN dropped -8.27% vs BIV's -18.95%.

On 3-year performance, BIV leads with 4.27% vs 2.70% for USVN. On fees, BIV is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BIV has performed better with a 4.27% return vs 2.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIV is cheaper with a 0.03% expense ratio, compared with 0.15% for USVN.

BIV has the higher dividend yield at 4.22%, compared with 3.75% for USVN.

USVN is categorized as Government Bonds, while BIV is Intermediate Core Bond. USVN tracks ICE BofA Current 7-Year US Treasury Index - Benchmark TR Gross, while BIV tracks Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index. They also come from different issuers: US Benchmark Series and Vanguard. Their fees differ too: 0.15% for USVN and 0.03% for BIV.

BIV currently has the higher Sharpe Ratio (1.19 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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