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UTHY vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTHY vs. GGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 30 Year Bond ETF (UTHY) 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, UTHY achieves a -2.44% return, which is significantly lower than GGOV's 3.08% return.


UTHY

1D
0.77%
1M
-2.84%
6M
-2.13%
YTD
-2.44%
1Y
-1.50%
3Y*
-1.17%
5Y*
10Y*
ALL TIME*
-3.02%

GGOV

1D
0.46%
1M
0.36%
6M
3.80%
YTD
3.08%
1Y
0.23%
3Y*
5Y*
10Y*
ALL TIME*
0.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$51.29M$62.99M$79.71M
$5.77M$5.13M$5.93M

UTHY vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between UTHY and GGOV is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.61

The correlation between UTHY and GGOV has been stable across timeframes, ranging from 0.60 to 0.61 - a consistent structural relationship.

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Return for Risk

UTHY vs. GGOV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UTHY
UTHY Risk / Return Rank: 88
Overall Rank
UTHY Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UTHY Sortino Ratio Rank: 77
Sortino Ratio Rank
UTHY Omega Ratio Rank: 77
Omega Ratio Rank
UTHY Calmar Ratio Rank: 88
Calmar Ratio Rank
UTHY Martin Ratio Rank: 77
Martin Ratio Rank

GGOV
GGOV Risk / Return Rank: 1010
Overall Rank
GGOV Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GGOV Sortino Ratio Rank: 99
Sortino Ratio Rank
GGOV Omega Ratio Rank: 1010
Omega Ratio Rank
GGOV Calmar Ratio Rank: 1111
Calmar Ratio Rank
GGOV Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UTHY vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 30 Year Bond ETF (UTHY) 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.


UTHYGGOVDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

0.98

1.01

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.20

0.05

-0.25

Martin ratioReturn relative to average drawdown

-0.44

0.11

-0.54

UTHY vs. GGOV - Sharpe Ratio Comparison

The current UTHY Sharpe Ratio is -0.17, which is lower than the GGOV Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of UTHY and GGOV, 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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Drawdowns

UTHY vs. GGOV - Drawdown Comparison

The maximum UTHY drawdown since its inception was -21.86%, which is greater than GGOV's maximum drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for UTHY and GGOV.


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Drawdown Indicators


UTHYGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-21.86%

-4.69%

-17.17%

Max Drawdown (1Y)

Largest decline over 1 year

-7.41%

-4.69%

-2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-14.90%

Current Drawdown

Current decline from peak

-13.30%

-0.75%

-12.55%

Average Drawdown

Average peak-to-trough decline

-10.75%

-1.53%

-9.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

2.15%

+1.31%

Volatility

UTHY vs. GGOV - Volatility Comparison

US Treasury 30 Year Bond ETF (UTHY) has a higher volatility of 2.54% compared to iShares Global Government Bond USD Hedged Active ETF (GGOV) at 0.91%. This indicates that UTHY's price experiences larger fluctuations and is considered to be riskier than GGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTHYGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

0.91%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

6.63%

3.60%

+3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

8.92%

5.23%

+3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.46%

5.09%

+8.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.46%

5.09%

+8.37%

UTHY vs. GGOV - Expense Ratio Comparison

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


Dividends

UTHY vs. GGOV - Dividend Comparison

UTHY's dividend yield for the trailing twelve months is around 4.81%, 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%
UTHY
US Treasury 30 Year Bond ETF
4.81%4.53%4.58%2.81%

Frequently Asked Questions


UTHY and GGOV have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTHY has higher volatility (2.54%) compared to GGOV (0.91%). In terms of maximum drawdown, UTHY dropped -21.86% vs GGOV's -4.69%.

On 1-year performance, GGOV leads with 0.23% vs -1.50% for UTHY. On fees, UTHY is cheaper at 0.15% per year. On volatility, GGOV has been the lower-risk option at 0.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GGOV has performed better with a 0.23% return vs -1.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UTHY has the higher dividend yield at 4.81%, compared with 0.00% for GGOV.

UTHY 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 UTHY and 0.39% for GGOV.

GGOV currently has the higher Sharpe Ratio (0.04 vs -0.17), 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.

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