IGOV vs GLOV

Comparison between ISHARES INTERNATIONAL TREASURY BOND ETF (IGOV, ETF) and GOLDMAN SACHS ACTIVEBETA(R) WORLD LOW VOL PLUS EQUITY ETF (GLOV, ETF).

IGOV vs GLOV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IGOV(ETF)	GLOV(ETF)
Net Assets	$1.40B	$1.50B
Expense Ratio	0.35%	0.15%
Max Drawdown	36.13%	18.80%
Sharpe Ratio	-0.56	1.11
5Y Beta	0.07	0.58
P/E Ratio	N/A	24.28
Forward P/E	N/A	19.09
PEG Ratio	N/A	0.19
5Y Dividends CAGR	36.94%	N/A
5Y EPS CAGR	N/A	19.30%
Debt to Equity	N/A	327.53%
P/S Ratio	N/A	1.85
P/B Ratio	N/A	4.40

Net Assets

IGOV

$1.40B

Winner

GLOV

$1.50B

Expense Ratio

IGOV

0.35%

Winner

GLOV

0.15%

Max Drawdown

IGOV

36.13%

Winner

GLOV

18.80%

Sharpe Ratio

IGOV

-0.56

Winner

GLOV

1.11

5Y Beta

Winner

IGOV

0.07

GLOV

0.58

P/E Ratio

IGOV

N/A

GLOV

24.28

Forward P/E

IGOV

N/A

GLOV

19.09

PEG Ratio

IGOV

N/A

GLOV

0.19

5Y Dividends CAGR

IGOV

36.94%

GLOV

N/A

5Y EPS CAGR

IGOV

N/A

GLOV

19.30%

Debt to Equity

IGOV

N/A

GLOV

327.53%

P/S Ratio

IGOV

N/A

GLOV

1.85

P/B Ratio

IGOV

N/A

GLOV

4.40

IGOV vs GLOV - Historical Returns

Returns include dividend reinvestment.

Period	IGOV	GLOV
1 month	+1.72%	+2.42%
3 months	-1.45%	+5.81%
6 months	-2.15%	+8.62%
1 year	-0.92%	+17.40%
5 years(CAGR)	-4.28%	N/A
10 years(CAGR)	-1.44%	N/A
Max(CAGR)	+0.15%	+11.69%

IGOV

+1.72%

Winner

GLOV

+2.42%

IGOV

-1.45%

Winner

GLOV

+5.81%

IGOV

-2.15%

Winner

GLOV

+8.62%

IGOV

-0.92%

Winner

GLOV

+17.40%

5Y(CAGR)

IGOV

-4.28%

GLOV

N/A

10Y(CAGR)

IGOV

-1.44%

GLOV

N/A

Max(CAGR)

IGOV

+0.15%

Winner

GLOV

+11.69%

IGOV vs GLOV - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	IGOV	GLOV
2026	-0.36%	+2.79%
2025	+10.63%	+18.96%
2024	-5.33%	+15.96%
2023	+5.84%	+16.40%
2022	-21.24%	-6.17%
2021	-9.40%	N/A
2020	+10.97%	N/A
2019	+3.91%	N/A
2018	-2.64%	N/A
2017	+12.94%	N/A
2016	+0.81%	N/A
2015	-7.05%	N/A
2014	-2.08%	N/A
2013	-1.56%	N/A
2012	+4.83%	N/A
2011	+1.55%	N/A
2010	+0.94%	N/A
2009	+9.79%	N/A

IGOV vs GLOV Drawdown Comparison

The maximum drawdown for IGOV was -35.88%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The maximum drawdown for GLOV was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.

The current IGOV drawdown is -24.00%.

Rank	IGOV	GLOV
#1	-35.88% Jan 5, 2021 - Oct 20, 2022	-17.78% Mar 29, 2022 - Jul 13, 2023
#2	-15.77% Jul 1, 2014 - Mar 26, 2018	-9.97% Feb 13, 2025 - May 2, 2025
#3	-14.59% Dec 1, 2009 - Oct 6, 2010	-7.71% Jul 25, 2023 - Nov 22, 2023
#4	-11.09% Mar 9, 2020 - Jul 27, 2020	-5.68% Dec 5, 2024 - Feb 11, 2025
#5	-10.93% Aug 17, 2011 - Apr 10, 2014	-4.68% Jul 17, 2024 - Aug 15, 2024
#6	-9.49% Mar 26, 2018 - Mar 6, 2020	-4.67% Mar 28, 2024 - Jun 12, 2024
#7	-9.08% Oct 14, 2010 - Apr 29, 2011	-3.36% Oct 18, 2024 - Nov 7, 2024
#8	-4.51% Feb 9, 2009 - Mar 18, 2009	-2.77% Nov 12, 2025 - Nov 26, 2025
#9	-4.27% Mar 19, 2009 - May 13, 2009	-2.75% Nov 7, 2024 - Nov 29, 2024
#10	-3.90% Jun 3, 2011 - Jul 26, 2011	-2.26% Jul 23, 2025 - Aug 12, 2025
#11	-3.59% Apr 29, 2011 - Jun 3, 2011	-2.04% Aug 30, 2024 - Sep 13, 2024
#12	-3.02% Jun 2, 2009 - Jul 1, 2009	-1.92% Oct 6, 2025 - Oct 27, 2025
#13	-2.36% Aug 6, 2020 - Oct 27, 2020	-1.80% Jan 12, 2026 - Jan 26, 2026
#14	-2.29% Oct 8, 2009 - Nov 25, 2009	-1.72% Jul 3, 2025 - Jul 23, 2025
#15	-2.28% Aug 5, 2009 - Aug 27, 2009	-1.71% Oct 27, 2025 - Nov 11, 2025

Correlation

Correlation between IGOV and GLOV is 0.50 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.50

-101

Dividend Comparison (2009 - 2025)

IGOV vs GLOV dividend yield comparison.

Year	IGOV	GLOV
2025	1.41%	1.74%
2024	0.59%	1.75%
2023	0.00%	2.06%
2022	0.11%	1.73%
2021	0.39%	0.00%
2019	0.24%	0.00%
2018	0.31%	0.00%
2017	0.19%	0.00%
2016	0.69%	0.00%
2015	0.12%	0.00%
2014	1.28%	0.00%
2013	1.32%	0.00%
2012	2.13%	0.00%
2011	4.05%	0.00%
2010	2.26%	0.00%
2009	1.94%	0.00%