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USVN vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USVN vs. GGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 7 Year Note ETF (USVN) 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, USVN achieves a -0.70% return, which is significantly lower than GGOV's 2.30% return.


USVN

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

USVN vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between USVN and GGOV is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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Return for Risk

USVN vs. GGOV — 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

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.

USVN vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 7 Year Note ETF (USVN) 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.


USVNGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.14

Calmar ratioReturn relative to maximum drawdown

0.97

Martin ratioReturn relative to average drawdown

2.89

USVN vs. GGOV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USVNGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

-0.11

+0.52

Drawdowns

USVN vs. GGOV - Drawdown Comparison

The maximum USVN drawdown since its inception was -8.27%, which is greater than GGOV's maximum drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for USVN and GGOV.


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Drawdown Indicators


USVNGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-8.27%

-4.69%

-3.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

Max Drawdown (3Y)

Largest decline over 3 years

-5.89%

Current Drawdown

Current decline from peak

-2.67%

-1.50%

-1.17%

Average Drawdown

Average peak-to-trough decline

-2.34%

-1.59%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

Volatility

USVN vs. GGOV - Volatility Comparison


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Volatility by Period


USVNGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

5.38%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

5.38%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.79%

5.38%

+0.41%

USVN vs. GGOV - Expense Ratio Comparison

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


Dividends

USVN vs. GGOV - Dividend Comparison

USVN's dividend yield for the trailing twelve months is around 3.75%, while GGOV has not paid dividends to shareholders.


PositionTTM202520242023
GGOV
iShares Global Government Bond USD Hedged Active ETF
0.00%0.00%0.00%0.00%
USVN
US Treasury 7 Year Note ETF
3.75%3.81%4.07%2.91%

Frequently Asked Questions


USVN and GGOV have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

USVN has the higher dividend yield at 3.75%, compared with 0.00% for GGOV.

USVN is categorized as Government Bonds, while GGOV is Global Bonds. They also come from different issuers: US Benchmark Series and iShares. Their fees differ too: 0.15% for USVN and 0.39% for GGOV.

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