IGOV vs OXLC

Comparison between ISHARES INTERNATIONAL TREASURY BOND ETF (IGOV, ETF) and Oxford Lane Capital Corp (OXLC, ETF).

5-Year PerformanceIGOV has outperformed OXLC, delivering a return of -4.1% compared to -5.1%

IGOV vs OXLC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IGOV(ETF)	OXLC(ETF)
Net Assets	$1.10B	$1.10B
Expense Ratio	0.35%	N/A
Max Drawdown	36.13%	91.93%
Sharpe Ratio	-0.08	-1.43
5Y Beta	0.04	0.69
5Y Dividends CAGR	36.94%	2.32%

Net Assets

IGOV

$1.10B

OXLC

$1.10B

Expense Ratio

IGOV

0.35%

OXLC

N/A

Max Drawdown

Winner

IGOV

36.13%

OXLC

91.93%

Sharpe Ratio

Winner

IGOV

-0.08

OXLC

-1.43

5Y Beta

Winner

IGOV

0.04

OXLC

0.69

5Y Dividends CAGR

Winner

IGOV

36.94%

OXLC

2.32%

IGOV vs OXLC - Historical Returns

Returns include dividend reinvestment.

Period	IGOV	OXLC
1 month	+1.42%	+5.20%
3 months	-1.01%	+3.19%
6 months	+1.76%	-18.59%
1 year	+4.03%	-40.28%
5 years(CAGR)	-4.07%	-5.14%
10 years(CAGR)	-1.08%	+4.50%
Max(CAGR)	+0.26%	+3.08%

IGOV

+1.42%

Winner

OXLC

+5.20%

IGOV

-1.01%

Winner

OXLC

+3.19%

Winner

IGOV

+1.76%

OXLC

-18.59%

Winner

IGOV

+4.03%

OXLC

-40.28%

5Y(CAGR)

Winner

IGOV

-4.07%

OXLC

-5.14%

10Y(CAGR)

IGOV

-1.08%

Winner

OXLC

+4.50%

Max(CAGR)

IGOV

+0.26%

Winner

OXLC

+3.08%

IGOV vs OXLC - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	IGOV	OXLC
2026	+1.61%	-22.66%
2025	+10.63%	-24.65%
2024	-5.33%	+23.84%
2023	+5.84%	+14.29%
2022	-21.24%	-27.46%
2021	-9.40%	+57.30%
2020	+10.97%	-15.25%
2019	+3.91%	-2.92%
2018	-2.64%	+10.99%
2017	+12.94%	+11.56%
2016	+0.81%	+35.17%
2015	-7.05%	-20.64%
2014	-2.08%	-0.72%
2013	-1.56%	+26.27%
2012	+4.83%	+30.32%
2011	+1.55%	-25.72%
2010	+0.94%	N/A
2009	+9.79%	N/A

IGOV vs OXLC 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 OXLC was -74.42%, occurring on Mar 18, 2020. Recovery took 469 trading sessions.

The current IGOV drawdown is -22.49%. The current OXLC drawdown is -43.05%.

Rank	IGOV	OXLC
#1	-35.88% Jan 5, 2021 - Oct 20, 2022	-74.42% Jul 24, 2019 - Jun 3, 2021
#2	-15.77% Jul 1, 2014 - Mar 26, 2018	-57.10% May 16, 2025 - Mar 13, 2026
#3	-14.59% Dec 1, 2009 - Oct 6, 2010	-56.97% Jun 3, 2015 - Nov 16, 2016
#4	-11.09% Mar 9, 2020 - Jul 27, 2020	-36.81% Feb 2, 2022 - Jun 7, 2024
#5	-10.93% Aug 17, 2011 - Apr 10, 2014	-33.15% May 11, 2011 - Nov 6, 2012
#6	-9.49% Mar 26, 2018 - Mar 6, 2020	-24.62% Aug 9, 2018 - Apr 8, 2019
#7	-9.08% Oct 14, 2010 - Apr 29, 2011	-14.40% Feb 18, 2025 - May 14, 2025
#8	-4.51% Feb 9, 2009 - Mar 18, 2009	-13.23% Feb 19, 2014 - May 28, 2015
#9	-4.27% Mar 19, 2009 - May 13, 2009	-12.86% Feb 2, 2011 - May 11, 2011
#10	-3.90% Jun 3, 2011 - Jul 26, 2011	-12.83% Nov 1, 2017 - Feb 8, 2018
#11	-3.59% Apr 29, 2011 - Jun 3, 2011	-12.01% Nov 2, 2021 - Jan 11, 2022
#12	-3.02% Jun 2, 2009 - Jul 1, 2009	-10.64% Apr 5, 2017 - Aug 21, 2017
#13	-2.36% Aug 6, 2020 - Oct 27, 2020	-9.60% May 21, 2013 - Nov 27, 2013
#14	-2.29% Oct 8, 2009 - Nov 25, 2009	-9.24% Jun 4, 2021 - Oct 11, 2021
#15	-2.28% Aug 5, 2009 - Aug 27, 2009	-8.40% May 18, 2018 - Aug 1, 2018

Correlation

Correlation between IGOV and OXLC is -0.43 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.43

-101

Dividend Comparison (2009 - 2026)

IGOV vs OXLC dividend yield comparison.

Year	IGOV	OXLC
2026	0.00%	13.75%
2025	1.41%	35.86%
2024	0.59%	20.12%
2023	0.00%	18.83%
2022	0.11%	17.75%
2021	0.39%	10.51%
2020	0.00%	22.46%
2019	0.24%	19.85%
2018	0.31%	16.70%
2017	0.19%	17.91%
2016	0.69%	22.84%
2015	0.12%	24.10%
2014	1.28%	16.72%
2013	1.32%	12.69%
2012	2.13%	14.30%
2011	4.05%	13.14%
2010	2.26%	0.00%
2009	1.94%	0.00%