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WPS vs. SGOV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WPS vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Developed Property ETF (WPS) and iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

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WPS vs. SGOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
WPS
iShares International Developed Property ETF
0.00%0.00%-3.59%7.43%-24.74%9.05%21.37%
SGOV
iShares 0-3 Month Treasury Bond ETF
0.88%4.24%5.27%5.12%1.58%0.04%0.05%

Returns By Period


WPS

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SGOV

1D
0.02%
1M
0.30%
YTD
0.88%
6M
1.89%
1Y
4.07%
3Y*
4.80%
5Y*
3.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WPS vs. SGOV - Expense Ratio Comparison

WPS has a 0.48% expense ratio, which is higher than SGOV's 0.09% expense ratio.


Return for Risk

WPS vs. SGOV — Risk / Return Rank

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

WPS

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

WPS vs. SGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Property ETF (WPS) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.


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

WPS vs. SGOV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WPSSGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

20.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

14.12

Sharpe Ratio (All Time)

Calculated using the full available price history

12.34

Correlation

The correlation between WPS and SGOV is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

WPS vs. SGOV - Dividend Comparison

WPS has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 3.95%.


TTM20252024202320222021202020192018201720162015
WPS
iShares International Developed Property ETF
0.00%0.00%2.48%2.38%2.63%4.36%2.31%6.81%4.45%4.31%5.73%3.20%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.95%4.10%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WPS vs. SGOV - Drawdown Comparison


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Drawdown Indicators


WPSSGOVDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

Volatility

WPS vs. SGOV - Volatility Comparison


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Volatility by Period


WPSSGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%