SGOV vs EFA
Comparison between ISHARES 0-3 MONTH TREASURY BOND ETF (SGOV, ETF) and ISHARES MSCI EAFE ETF (EFA, ETF).
5-Year PerformanceEFA has outperformed SGOV, delivering a return of +7.9% compared to +3.5%
SGOV vs EFA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
SGOV vs EFA - Historical Returns
Returns include dividend reinvestment.
SGOV vs EFA - Annual Returns (2001 - 2026)
Returns include dividend reinvestment.
| Year | SGOV | EFA |
|---|---|---|
| 2026 | +1.52% | +5.38% |
| 2025 | +4.22% | +32.00% |
| 2024 | +5.25% | +4.68% |
| 2023 | +5.10% | +17.36% |
| 2022 | +1.58% | -14.90% |
| 2021 | +0.04% | +10.88% |
| 2020 | +0.05% | +6.51% |
| 2019 | N/A | +22.28% |
| 2018 | N/A | -14.44% |
| 2017 | N/A | +24.32% |
| 2016 | N/A | +2.95% |
| 2015 | N/A | -0.57% |
| 2014 | N/A | -4.51% |
| 2013 | N/A | +19.53% |
| 2012 | N/A | +15.65% |
| 2011 | N/A | -12.97% |
| 2010 | N/A | +5.38% |
| 2009 | N/A | +25.33% |
| 2008 | N/A | -40.83% |
| 2007 | N/A | +9.51% |
| 2006 | N/A | +21.73% |
| 2005 | N/A | +14.14% |
| 2004 | N/A | +18.63% |
| 2003 | N/A | +36.90% |
| 2002 | N/A | -15.92% |
| 2001 | N/A | -5.19% |
SGOV vs EFA Drawdown Comparison
The maximum drawdown for SGOV was -0.03%, occurring on Aug 23, 2022. Recovery took 3 trading sessions.
The maximum drawdown for EFA was -61.04%, occurring on Mar 9, 2009. Recovery took 1660 trading sessions.
The current EFA drawdown is -3.22%.
| Rank | SGOV | EFA |
|---|---|---|
| #1 | -0.03% Aug 22, 2022 - Aug 25, 2022 | -61.04% Oct 31, 2007 - Jun 6, 2014 |
| #2 | -0.02% Aug 27, 2020 - Oct 5, 2020 | -34.19% Jan 26, 2018 - Nov 16, 2020 |
| #3 | -0.02% Nov 2, 2021 - Dec 16, 2021 | -31.40% Aug 24, 2001 - Oct 14, 2003 |
| #4 | -0.02% Mar 1, 2021 - Apr 6, 2021 | -29.49% Sep 7, 2021 - Feb 16, 2024 |
| #5 | -0.02% Aug 4, 2021 - Sep 7, 2021 | -22.97% May 15, 2015 - May 4, 2017 |
| #6 | -0.02% Oct 21, 2021 - Nov 2, 2021 | -15.76% May 9, 2006 - Oct 26, 2006 |
| #7 | -0.02% Jul 7, 2022 - Jul 14, 2022 | -14.53% Jul 2, 2014 - May 15, 2015 |
| #8 | -0.02% Jun 21, 2022 - Jun 29, 2022 | -14.05% Mar 19, 2025 - May 2, 2025 |
| #9 | -0.02% Jul 27, 2022 - Aug 1, 2022 | -11.58% Jul 12, 2007 - Oct 1, 2007 |
| #10 | -0.02% Oct 11, 2022 - Oct 13, 2022 | -11.42% Feb 25, 2026 - Mar 20, 2026 |
| #11 | -0.02% Mar 24, 2023 - Mar 28, 2023 | -10.14% Sep 26, 2024 - Mar 5, 2025 |
| #12 | -0.02% Dec 23, 2021 - Feb 16, 2022 | -9.81% Feb 17, 2004 - Oct 6, 2004 |
| #13 | -0.02% Aug 19, 2020 - Aug 27, 2020 | -7.67% Jul 12, 2024 - Aug 21, 2024 |
| #14 | -0.01% Jun 2, 2022 - Jun 16, 2022 | -7.59% Feb 26, 2007 - Apr 3, 2007 |
| #15 | -0.01% Jun 8, 2021 - Jun 25, 2021 | -7.19% Mar 4, 2005 - Aug 3, 2005 |
Correlation
Correlation between SGOV and EFA is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.
Dividend Comparison (2001 - 2026)
SGOV vs EFA dividend yield comparison.
| Year | SGOV | EFA |
|---|---|---|
| 2026 | 1.47% | 0.00% |
| 2025 | 4.10% | 3.38% |
| 2024 | 5.10% | 3.24% |
| 2023 | 4.87% | 2.98% |
| 2022 | 1.45% | 2.69% |
| 2021 | 0.03% | 3.33% |
| 2020 | 0.05% | 2.13% |
| 2019 | 0.00% | 3.10% |
| 2018 | 0.00% | 3.39% |
| 2017 | 0.00% | 2.57% |
| 2016 | 0.00% | 3.07% |
| 2015 | 0.00% | 2.76% |
| 2014 | 0.00% | 3.72% |
| 2013 | 0.00% | 2.54% |
| 2012 | 0.00% | 3.09% |
| 2011 | 0.00% | 3.45% |
| 2010 | 0.00% | 2.40% |
| 2009 | 0.00% | 2.61% |
| 2008 | 0.00% | 4.12% |
| 2007 | 0.00% | 2.55% |
| 2006 | 0.00% | 2.09% |
| 2005 | 0.00% | 1.87% |
| 2004 | 0.00% | 1.50% |
| 2003 | 0.00% | 1.15% |
| 2002 | 0.00% | 1.90% |
| 2001 | 0.00% | 0.21% |
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