SABA vs GOVZ

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

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

SABA vs GOVZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

SABA

$259M

GOVZ

$258M

Expense Ratio

SABA

N/A

GOVZ

0.10%

Max Drawdown

Winner

SABA

67.26%

GOVZ

67.53%

Sharpe Ratio

SABA

-0.41

Winner

GOVZ

-0.39

5Y Beta

SABA

0.41

Winner

GOVZ

0.13

5Y Dividends CAGR

SABA

9.48%

Winner

GOVZ

10.13%

SABA vs GOVZ - Historical Returns

Returns include dividend reinvestment.

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

Winner

SABA

+0.21%

GOVZ

-1.67%

Winner

SABA

-0.55%

GOVZ

-3.15%

Winner

SABA

+4.90%

GOVZ

-10.43%

Winner

SABA

-3.07%

GOVZ

-4.24%

5Y(CAGR)

Winner

SABA

+3.71%

GOVZ

-14.19%

10Y(CAGR)

SABA

+2.82%

GOVZ

N/A

Max(CAGR)

Winner

SABA

+6.94%

GOVZ

-13.90%

SABA vs GOVZ - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

SABA vs GOVZ Drawdown Comparison

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

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

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

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

Correlation

Correlation between SABA and GOVZ 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)

SABA vs GOVZ dividend yield comparison.

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