GOVZ vs SMLV

Comparison between ISHARES 25+ YEAR TREASURY STRIPS BOND ETF (GOVZ, ETF) and STATE STREET(R) SPDR(R) US SMALL CAP LOW VOLATILITY INDEX ETF (SMLV, ETF).

5-Year PerformanceSMLV has outperformed GOVZ, delivering a return of +9.9% compared to -14.2%

GOVZ vs SMLV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GOVZ(ETF)	SMLV(ETF)
Net Assets	$258M	$258M
Expense Ratio	0.10%	0.12%
Max Drawdown	67.53%	42.87%
Sharpe Ratio	-0.39	1.50
5Y Beta	0.13	0.72
P/E Ratio	N/A	26.52
Forward P/E	N/A	14.38
5Y Dividends CAGR	10.13%	12.18%
5Y EPS CAGR	N/A	11.43%
Debt to Equity	N/A	63.23%
P/S Ratio	N/A	1.67
P/B Ratio	N/A	1.80

Net Assets

GOVZ

$258M

Winner

SMLV

$258M

Expense Ratio

Winner

GOVZ

0.10%

SMLV

0.12%

Max Drawdown

GOVZ

67.53%

Winner

SMLV

42.87%

Sharpe Ratio

GOVZ

-0.39

Winner

SMLV

1.50

5Y Beta

Winner

GOVZ

0.13

SMLV

0.72

P/E Ratio

GOVZ

N/A

SMLV

26.52

Forward P/E

GOVZ

N/A

SMLV

14.38

5Y Dividends CAGR

GOVZ

10.13%

Winner

SMLV

12.18%

5Y EPS CAGR

GOVZ

N/A

SMLV

11.43%

Debt to Equity

GOVZ

N/A

SMLV

63.23%

P/S Ratio

GOVZ

N/A

SMLV

1.67

P/B Ratio

GOVZ

N/A

SMLV

1.80

GOVZ vs SMLV - Historical Returns

Returns include dividend reinvestment.

Period	GOVZ	SMLV
1 month	-1.67%	+0.55%
3 months	-3.15%	+8.63%
6 months	-10.43%	+13.89%
1 year	-4.24%	+24.04%
5 years(CAGR)	-14.19%	+9.86%
10 years(CAGR)	N/A	+10.36%
Max(CAGR)	-13.90%	+11.08%

GOVZ

-1.67%

Winner

SMLV

+0.55%

GOVZ

-3.15%

Winner

SMLV

+8.63%

GOVZ

-10.43%

Winner

SMLV

+13.89%

GOVZ

-4.24%

Winner

SMLV

+24.04%

5Y(CAGR)

GOVZ

-14.19%

Winner

SMLV

+9.86%

10Y(CAGR)

GOVZ

N/A

SMLV

+10.36%

Max(CAGR)

GOVZ

-13.90%

Winner

SMLV

+11.08%

GOVZ vs SMLV - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	GOVZ	SMLV
2026	-5.85%	+23.03%
2025	-2.00%	+6.66%
2024	-15.35%	+17.20%
2023	-1.66%	+7.45%
2022	-38.84%	-8.11%
2021	-4.48%	+29.84%
2020	-5.61%	-1.27%
2019	N/A	+23.87%
2018	N/A	-6.82%
2017	N/A	+4.97%
2016	N/A	+33.71%
2015	N/A	-0.90%
2014	N/A	+15.16%
2013	N/A	+23.62%

GOVZ vs SMLV 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 SMLV was -42.43%, occurring on Mar 23, 2020. Recovery took 245 trading sessions.

The current GOVZ drawdown is -58.73%. The current SMLV drawdown is -2.05%.

Rank	GOVZ	SMLV
#1	-59.94% Sep 24, 2020 - Aug 17, 2026	-42.43% Jan 16, 2020 - Jan 6, 2021
#2	N/A	-20.42% Nov 25, 2024 - Jan 12, 2026
#3	N/A	-18.95% Jan 4, 2022 - Jul 11, 2024
#4	N/A	-18.82% Aug 31, 2018 - Sep 13, 2019
#5	N/A	-14.30% Dec 1, 2015 - Apr 27, 2016
#6	N/A	-9.84% Apr 2, 2015 - Nov 27, 2015
#7	N/A	-8.94% Jul 26, 2024 - Sep 19, 2024
#8	N/A	-8.39% Nov 29, 2017 - May 25, 2018
#9	N/A	-7.34% Feb 6, 2026 - Apr 9, 2026
#10	N/A	-7.13% Sep 3, 2014 - Oct 29, 2014
#11	N/A	-7.06% Nov 5, 2021 - Jan 4, 2022
#12	N/A	-6.76% Mar 12, 2021 - Jun 8, 2021
#13	N/A	-6.75% Jun 8, 2021 - Oct 20, 2021
#14	N/A	-6.43% Jun 8, 2016 - Jul 11, 2016
#15	N/A	-6.29% Jan 4, 2017 - Apr 26, 2017

Correlation

Correlation between GOVZ and SMLV is -0.63 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.63

-101

Dividend Comparison (2013 - 2026)

GOVZ vs SMLV dividend yield comparison.

Year	GOVZ	SMLV
2026	3.23%	1.02%
2025	5.00%	2.74%
2024	4.68%	2.68%
2023	3.83%	2.68%
2022	3.69%	2.40%
2021	1.76%	2.12%
2020	0.39%	2.47%
2019	0.00%	2.62%
2018	0.00%	3.15%
2017	0.00%	7.92%
2016	0.00%	3.04%
2015	0.00%	2.63%
2014	0.00%	2.76%
2013	0.00%	3.68%