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XFIV vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFIV vs. GGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) 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, XFIV achieves a -0.47% return, which is significantly lower than GGOV's 2.30% return.


XFIV

1D
-0.18%
1M
-0.16%
YTD
-0.47%
6M
-0.68%
1Y
3.51%
3Y*
3.51%
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)

XFIV vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between XFIV and GGOV is 0.62, 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

0.62

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Return for Risk

XFIV vs. GGOV — Risk / Return Rank

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

XFIV
XFIV Risk / Return Rank: 2727
Overall Rank
XFIV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XFIV Sortino Ratio Rank: 2828
Sortino Ratio Rank
XFIV Omega Ratio Rank: 2626
Omega Ratio Rank
XFIV Calmar Ratio Rank: 2626
Calmar Ratio Rank
XFIV Martin Ratio Rank: 2727
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.

XFIV vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) 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.


XFIVGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.21

Martin ratioReturn relative to average drawdown

3.61

XFIV vs. GGOV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XFIVGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

-0.11

+0.72

Drawdowns

XFIV vs. GGOV - Drawdown Comparison

The maximum XFIV drawdown since its inception was -6.38%, which is greater than GGOV's maximum drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for XFIV and GGOV.


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Drawdown Indicators


XFIVGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-6.38%

-4.69%

-1.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-4.47%

Current Drawdown

Current decline from peak

-2.15%

-1.50%

-0.65%

Average Drawdown

Average peak-to-trough decline

-1.66%

-1.59%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

Volatility

XFIV vs. GGOV - Volatility Comparison


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Volatility by Period


XFIVGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

5.38%

-1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.42%

5.38%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.42%

5.38%

+0.04%

XFIV vs. GGOV - Expense Ratio Comparison

XFIV has a 0.05% expense ratio, which is lower than GGOV's 0.39% expense ratio.


Dividends

XFIV vs. GGOV - Dividend Comparison

XFIV's dividend yield for the trailing twelve months is around 3.82%, while GGOV has not paid dividends to shareholders.


PositionTTM2025202420232022
GGOV
iShares Global Government Bond USD Hedged Active ETF
0.00%0.00%0.00%0.00%0.00%
XFIV
BondBloxx Bloomberg Five Year Target Duration US Treasury ETF
3.82%4.05%3.92%3.63%1.06%

Frequently Asked Questions


XFIV and GGOV have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XFIV is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XFIV is cheaper with a 0.05% expense ratio, compared with 0.39% for GGOV.

XFIV has the higher dividend yield at 3.82%, compared with 0.00% for GGOV.

XFIV is categorized as Government Bonds, while GGOV is Global Bonds. They also come from different issuers: BondBloxx and iShares. Their fees differ too: 0.05% for XFIV and 0.39% for GGOV.

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