IJR vs SGOV

Comparison between ISHARES CORE S&P SMALL-CAP ETF (IJR, ETF) and ISHARES 0-3 MONTH TREASURY BOND ETF (SGOV, ETF).

5-Year PerformanceIJR has outperformed SGOV, delivering a return of +7.7% compared to +3.7%

IJR vs SGOV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IJR(ETF)	SGOV(ETF)
Net Assets	$111B	$100B
Expense Ratio	0.06%	0.09%
Max Drawdown	58.90%	0.68%
Sharpe Ratio	1.65	-0.01
5Y Beta	1.01	-0.00
P/E Ratio	45.37	N/A
Forward P/E	15.68	N/A
5Y Dividends CAGR	9.50%	133.70%
5Y EPS CAGR	8.99%	N/A
Debt to Equity	46.57%	N/A
P/S Ratio	1.21	N/A
P/B Ratio	2.11	N/A

Net Assets

Winner

IJR

$111B

SGOV

$100B

Expense Ratio

Winner

IJR

0.06%

SGOV

0.09%

Max Drawdown

IJR

58.90%

Winner

SGOV

0.68%

Sharpe Ratio

Winner

IJR

1.65

SGOV

-0.01

5Y Beta

IJR

1.01

Winner

SGOV

-0.00

P/E Ratio

IJR

45.37

SGOV

N/A

Forward P/E

IJR

15.68

SGOV

N/A

5Y Dividends CAGR

IJR

9.50%

Winner

SGOV

133.70%

5Y EPS CAGR

IJR

8.99%

SGOV

N/A

Debt to Equity

IJR

46.57%

SGOV

N/A

P/S Ratio

IJR

1.21

SGOV

N/A

P/B Ratio

IJR

2.11

SGOV

N/A

IJR vs SGOV - Historical Returns

Returns include dividend reinvestment.

Period	IJR	SGOV
1 month	+2.43%	+0.33%
3 months	+8.53%	+0.93%
6 months	+13.37%	+1.82%
1 year	+36.43%	+3.87%
5 years(CAGR)	+7.67%	+3.67%
10 years(CAGR)	+10.94%	N/A
Max(CAGR)	+10.25%	+2.97%

Winner

IJR

+2.43%

SGOV

+0.33%

Winner

IJR

+8.53%

SGOV

+0.93%

Winner

IJR

+13.37%

SGOV

+1.82%

Winner

IJR

+36.43%

SGOV

+3.87%

5Y(CAGR)

Winner

IJR

+7.67%

SGOV

+3.67%

10Y(CAGR)

IJR

+10.94%

SGOV

N/A

Max(CAGR)

Winner

IJR

+10.25%

SGOV

+2.97%

IJR vs SGOV - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

Year	IJR	SGOV
2026	+23.27%	+2.16%
2025	+6.12%	+4.22%
2024	+9.17%	+5.25%
2023	+16.24%	+5.10%
2022	-17.10%	+1.58%
2021	+27.79%	+0.04%
2020	+11.20%	+0.05%
2019	+22.26%	N/A
2018	-9.18%	N/A
2017	+12.52%	N/A
2016	+29.64%	N/A
2015	-1.35%	N/A
2014	+7.12%	N/A
2013	+37.43%	N/A
2012	+14.45%	N/A
2011	-1.04%	N/A
2010	+23.56%	N/A
2009	+23.80%	N/A
2008	-30.85%	N/A
2007	-0.34%	N/A
2006	+13.09%	N/A
2005	+9.35%	N/A
2004	+21.81%	N/A
2003	+34.70%	N/A
2002	-14.38%	N/A
2001	+10.30%	N/A
2000	+14.42%	N/A

IJR vs SGOV Drawdown Comparison

The maximum drawdown for IJR was -58.15%, occurring on Mar 9, 2009. Recovery took 896 trading sessions.

The maximum drawdown for SGOV was -0.03%, occurring on Aug 23, 2022. Recovery took 3 trading sessions.

The current IJR drawdown is -0.98%.

Rank	IJR	SGOV
#1	-58.15% Jul 19, 2007 - Feb 7, 2011	-0.03% Aug 22, 2022 - Aug 25, 2022
#2	-44.35% Aug 31, 2018 - Nov 24, 2020	-0.02% Aug 27, 2020 - Oct 5, 2020
#3	-33.57% Apr 16, 2002 - Oct 14, 2003	-0.02% Nov 2, 2021 - Dec 16, 2021
#4	-28.01% Nov 25, 2024 - Dec 11, 2025	-0.02% Mar 1, 2021 - Apr 6, 2021
#5	-26.58% Jul 7, 2011 - Feb 3, 2012	-0.02% Aug 4, 2021 - Sep 7, 2021
#6	-26.46% Nov 8, 2021 - Jul 16, 2024	-0.02% Oct 21, 2021 - Nov 2, 2021
#7	-23.78% May 22, 2001 - Jan 4, 2002	-0.02% Jul 7, 2022 - Jul 14, 2022
#8	-20.00% Jun 23, 2015 - Jul 11, 2016	-0.02% Jun 21, 2022 - Jun 29, 2022
#9	-16.87% Feb 15, 2001 - May 21, 2001	-0.02% Jul 27, 2022 - Aug 1, 2022
#10	-13.83% May 9, 2006 - Nov 22, 2006	-0.02% Oct 11, 2022 - Oct 13, 2022
#11	-12.83% Sep 7, 2000 - Jan 23, 2001	-0.02% Mar 24, 2023 - Mar 28, 2023
#12	-11.83% Mar 26, 2012 - Sep 6, 2012	-0.02% Dec 23, 2021 - Feb 16, 2022
#13	-11.63% Jul 3, 2014 - Dec 22, 2014	-0.02% Aug 19, 2020 - Aug 27, 2020
#14	-11.07% Jun 30, 2004 - Oct 1, 2004	-0.01% Jun 2, 2022 - Jun 16, 2022
#15	-10.66% Mar 7, 2005 - Jun 16, 2005	-0.01% Jun 8, 2021 - Jun 25, 2021

Correlation

Correlation between IJR and SGOV is 0.79 which considered as a strong positive correlation - the stocks tend to move together.

0.79

-101

Dividend Comparison (2000 - 2026)

IJR vs SGOV dividend yield comparison.

Year	IJR	SGOV
2026	0.42%	2.06%
2025	1.44%	4.10%
2024	2.05%	5.10%
2023	1.31%	4.87%
2022	1.41%	1.45%
2021	1.53%	0.03%
2020	1.11%	0.05%
2019	1.44%	0.00%
2018	1.58%	0.00%
2017	1.20%	0.00%
2016	1.22%	0.00%
2015	1.49%	0.00%
2014	1.23%	0.00%
2013	1.00%	0.00%
2012	1.66%	0.00%
2011	1.02%	0.00%
2010	1.08%	0.00%
2009	0.98%	0.00%
2008	1.50%	0.00%
2007	1.07%	0.00%
2006	0.77%	0.00%
2005	0.87%	0.00%
2004	0.73%	0.00%
2003	0.61%	0.00%
2002	0.65%	0.00%
2001	0.51%	0.00%
2000	1.24%	0.00%

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IJR vs SGOV

IJR vs SGOV - Performance Comparison

Key Characteristics

IJR vs SGOV - Historical Returns

IJR vs SGOV - Annual Returns (2000 - 2026)

IJR vs SGOV Drawdown Comparison

Correlation

Dividend Comparison (2000 - 2026)

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