XILSX vs. SGOV
XILSX (Pioneer ILS Interval Fund) and SGOV (iShares 0-3 Month Treasury Bond ETF) are both funds - XILSX is a High Yield Bonds fund managed by Amundi, while SGOV is a Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, XILSX returned 12.52%/yr vs 3.64%/yr for SGOV. Their 0.18 correlation means their historical movements had little consistent relationship. XILSX charges 1.88%/yr vs 0.09%/yr for SGOV.
Performance
XILSX vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, XILSX achieves a 9.73% return, which is significantly higher than SGOV's 2.04% return.
XILSX
- 1D
- 0.00%
- 1M
- 1.15%
- 6M
- 8.61%
- YTD
- 9.73%
- 1Y
- 23.74%
- 3Y*
- 19.34%
- 5Y*
- 12.52%
- 10Y*
- —
- ALL TIME*
- 6.46%
SGOV
- 1D
- 0.03%
- 1M
- 0.30%
- 6M
- 1.80%
- YTD
- 2.04%
- 1Y
- 3.85%
- 3Y*
- 4.65%
- 5Y*
- 3.64%
- 10Y*
- —
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.66B | $1.89B | $2.03B | |
| $0.00 | $0.00 | $0.00 |
XILSX vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XILSX Pioneer ILS Interval Fund | 9.73% | 18.70% | 18.93% | 18.65% | 1.23% | -1.10% | 5.34% |
SGOV iShares 0-3 Month Treasury Bond ETF | 2.04% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between XILSX and SGOV is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | 0.18 |
The correlation between XILSX and SGOV shifts across timeframes, from 0.18 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XILSX vs. SGOV — Risk / Return Rank
XILSX
SGOV
XILSX vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pioneer ILS Interval Fund (XILSX) 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.
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.
| XILSX | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.68 | ||
| Sortino ratioReturn per unit of downside risk | -302.38 | ||
| Omega ratioGain probability vs. loss probability | 42.80 | 383.06 | -340.26 |
| Calmar ratioReturn relative to maximum drawdown | 116.68 | 390.94 | -274.26 |
| Martin ratioReturn relative to average drawdown | 796.54 | 6,193.70 | -5,397.16 |
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Drawdowns
XILSX vs. SGOV - Drawdown Comparison
The maximum XILSX drawdown since its inception was -14.53%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for XILSX and SGOV.
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Drawdown Indicators
| XILSX | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.53% | -0.03% | -14.50% |
Max Drawdown (1Y)Largest decline over 1 year | -0.21% | -0.01% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -2.36% | -0.01% | -2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -6.27% | -0.03% | -6.24% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.84% | 0.00% | -4.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | 0.00% | +0.03% |
Volatility
XILSX vs. SGOV - Volatility Comparison
Pioneer ILS Interval Fund (XILSX) has a higher volatility of 0.52% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that XILSX's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XILSX | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.52% | 0.05% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 1.56% | 0.13% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.06% | 0.19% | +2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.77% | 0.24% | +3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.90% | 0.24% | +3.66% |
XILSX vs. SGOV - Expense Ratio Comparison
XILSX has a 1.88% expense ratio, which is higher than SGOV's 0.09% expense ratio.
Dividends
XILSX vs. SGOV - Dividend Comparison
XILSX's dividend yield for the trailing twelve months is around 8.67%, more than SGOV's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 3.80% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% |
XILSX Pioneer ILS Interval Fund | 8.67% | 9.51% | 13.06% | 12.82% | 2.68% | 2.04% | 5.20% | 6.63% | 6.40% |
Frequently Asked Questions
XILSX and SGOV have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XILSX has higher volatility (0.52%) compared to SGOV (0.05%). In terms of maximum drawdown, XILSX dropped -14.53% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.72 vs 8.04), 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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