GOVZ vs SABA

Comparison between ISHARES 25+ YEAR TREASURY STRIPS BOND ETF (GOVZ, ETF) and Saba Capital Income & Opportunities Fund II (SABA, ETF).

5-Year PerformanceSABA has outperformed GOVZ, delivering a return of +3.7% compared to -14.2%

GOVZ vs SABA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GOVZ(ETF)	SABA(ETF)
Net Assets	$258M	$259M
Expense Ratio	0.10%	N/A
Max Drawdown	67.53%	67.26%
Sharpe Ratio	-0.39	-0.41
5Y Beta	0.13	0.41
5Y Dividends CAGR	10.13%	9.48%

Net Assets

GOVZ

$258M

Winner

SABA

$259M

Expense Ratio

GOVZ

0.10%

SABA

N/A

Max Drawdown

GOVZ

67.53%

Winner

SABA

67.26%

Sharpe Ratio

Winner

GOVZ

-0.39

SABA

-0.41

5Y Beta

Winner

GOVZ

0.13

SABA

0.41

5Y Dividends CAGR

Winner

GOVZ

10.13%

SABA

9.48%

GOVZ vs SABA - Historical Returns

Returns include dividend reinvestment.

Period	GOVZ	SABA
1 month	-1.67%	+0.21%
3 months	-3.15%	-0.55%
6 months	-10.43%	+4.90%
1 year	-4.24%	-3.07%
5 years(CAGR)	-14.19%	+3.71%
10 years(CAGR)	N/A	+2.82%
Max(CAGR)	-13.90%	+6.94%

GOVZ

-1.67%

Winner

SABA

+0.21%

GOVZ

-3.15%

Winner

SABA

-0.55%

GOVZ

-10.43%

Winner

SABA

+4.90%

GOVZ

-4.24%

Winner

SABA

-3.07%

5Y(CAGR)

GOVZ

-14.19%

Winner

SABA

+3.71%

10Y(CAGR)

GOVZ

N/A

SABA

+2.82%

Max(CAGR)

GOVZ

-13.90%

Winner

SABA

+6.94%

GOVZ vs SABA - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	GOVZ	SABA
2026	-5.85%	+4.34%
2025	-2.00%	-0.36%
2024	-15.35%	+30.60%
2023	-1.66%	-2.49%
2022	-38.84%	-10.03%
2021	-4.48%	+0.85%
2020	-5.61%	-6.97%
2019	N/A	+7.83%
2018	N/A	-1.09%
2017	N/A	+4.29%
2016	N/A	+7.19%
2015	N/A	-8.97%
2014	N/A	-1.42%
2013	N/A	-10.00%
2012	N/A	+8.19%
2011	N/A	-1.92%
2010	N/A	+28.24%
2009	N/A	+28.22%
2008	N/A	+5.53%
2007	N/A	+1.68%
2006	N/A	+27.46%
2005	N/A	-10.92%
2004	N/A	+15.00%
2003	N/A	+32.39%
2002	N/A	+30.60%
2001	N/A	+9.30%
2000	N/A	+14.21%
1999	N/A	-6.31%

GOVZ vs SABA Drawdown Comparison

The maximum drawdown for GOVZ was -59.94%, occurring on Aug 17, 2026. This drawdown has not yet recovered.

The maximum drawdown for SABA was -32.40%, occurring on Mar 18, 2020. Recovery took 2975 trading sessions.

The current GOVZ drawdown is -58.73%. The current SABA drawdown is -4.10%.

Rank	GOVZ	SABA
#1	-59.94% Sep 24, 2020 - Aug 17, 2026	-32.40% Feb 1, 2013 - Nov 26, 2024
#2	N/A	-27.20% Mar 13, 2008 - May 8, 2009
#3	N/A	-22.25% Dec 29, 2003 - Oct 22, 2004
#4	N/A	-18.81% Aug 30, 2011 - Jan 8, 2013
#5	N/A	-18.65% Mar 8, 2005 - May 2, 2006
#6	N/A	-14.99% Jan 30, 2025 - Jun 16, 2025
#7	N/A	-13.59% Jul 25, 2007 - Sep 28, 2007
#8	N/A	-12.36% Jun 28, 2002 - Dec 13, 2002
#9	N/A	-11.95% Apr 20, 2010 - Jul 30, 2010
#10	N/A	-10.96% Nov 2, 1999 - Jun 26, 2000
#11	N/A	-10.59% Nov 8, 2007 - Jan 10, 2008
#12	N/A	-10.47% Aug 13, 2025 - Feb 6, 2026
#13	N/A	-10.17% May 27, 2003 - Oct 2, 2003
#14	N/A	-9.64% Oct 19, 2009 - Nov 20, 2009
#15	N/A	-9.53% Aug 3, 2011 - Aug 30, 2011

Correlation

Correlation between GOVZ and SABA is -0.35 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.35

-101

Dividend Comparison (1999 - 2026)

GOVZ vs SABA dividend yield comparison.

Year	GOVZ	SABA
2026	3.23%	5.67%
2025	5.00%	9.65%
2024	4.68%	8.32%
2023	3.83%	11.43%
2022	3.69%	9.14%
2021	1.76%	7.19%
2020	0.39%	4.00%
2019	0.00%	6.68%
2018	0.00%	5.81%
2017	0.00%	4.44%
2016	0.00%	4.63%
2015	0.00%	4.72%
2014	0.00%	9.27%
2013	0.00%	8.43%
2012	0.00%	7.98%
2011	0.00%	12.28%
2010	0.00%	12.58%
2009	0.00%	5.31%
2008	0.00%	17.28%
2007	0.00%	12.69%
2006	0.00%	9.37%
2005	0.00%	9.87%
2004	0.00%	6.30%
2003	0.00%	5.71%
2002	0.00%	7.66%
2001	0.00%	9.26%
2000	0.00%	8.89%
1999	0.00%	1.70%