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SGOV vs ITOT

Comparison between ISHARES 0-3 MONTH TREASURY BOND ETF (SGOV, ETF) and ISHARES CORE S&P TOTAL U.S. STOCK MARKET ETF (ITOT, ETF).

5-Year PerformanceITOT has outperformed SGOV, delivering a return of +12.2% compared to +3.5%

SGOV vs ITOT - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
SGOV
$84B
ITOT
$80B
Expense Ratio
SGOV
0.09%
Winner
ITOT
0.03%
Max Drawdown
Winner
SGOV
0.68%
ITOT
56.33%
Sharpe Ratio
SGOV
1.82
Winner
ITOT
2.01
5Y Beta
Winner
SGOV
-0.00
ITOT
0.99
P/E Ratio
SGOV
N/A
ITOT
28.10
Forward P/E
SGOV
N/A
ITOT
20.09
5Y Dividends CAGR
Winner
SGOV
142.08%
ITOT
10.09%
5Y EPS CAGR
SGOV
N/A
ITOT
23.73%
P/S Ratio
SGOV
N/A
ITOT
3.15
P/B Ratio
SGOV
N/A
ITOT
4.63

SGOV vs ITOT - Historical Returns

Returns include dividend reinvestment.

1M
SGOV
+0.33%
Winner
ITOT
+8.85%
3M
SGOV
+0.89%
Winner
ITOT
+6.35%
6M
SGOV
+1.84%
Winner
ITOT
+10.62%
1Y
SGOV
+4.02%
Winner
ITOT
+32.00%
5Y(CAGR)
SGOV
+3.49%
Winner
ITOT
+12.22%
10Y(CAGR)
SGOV
N/A
ITOT
+15.03%
Max(CAGR)
SGOV
+2.94%
Winner
ITOT
+10.62%

SGOV vs ITOT - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

YearSGOVITOT
2026+1.24%+8.30%
2025+4.22%+17.22%
2024+5.25%+24.65%
2023+5.10%+26.70%
2022+1.58%-19.95%
2021+0.04%+27.30%
2020+0.05%+19.80%
2019N/A+30.74%
2018N/A-5.98%
2017N/A+20.37%
2016N/A+14.31%
2015N/A+0.99%
2014N/A+14.13%
2013N/A+29.61%
2012N/A+14.27%
2011N/A+0.56%
2010N/A+14.37%
2009N/A+23.36%
2008N/A-35.62%
2007N/A+5.37%
2006N/A+13.36%
2005N/A+6.51%
2004N/A+8.91%

SGOV vs ITOT Drawdown Comparison

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

The maximum drawdown for ITOT was -55.21%, occurring on Mar 9, 2009. Recovery took 1118 trading sessions.

RankSGOVITOT
#1-0.03%
Aug 22, 2022 - Aug 25, 2022
-55.21%
Oct 9, 2007 - Mar 16, 2012
#2-0.02%
Aug 27, 2020 - Oct 5, 2020
-35.00%
Feb 19, 2020 - Aug 12, 2020
#3-0.02%
Nov 2, 2021 - Dec 16, 2021
-25.35%
Jan 3, 2022 - Dec 18, 2023
#4-0.02%
Mar 1, 2021 - Apr 6, 2021
-20.11%
Sep 20, 2018 - Apr 23, 2019
#5-0.02%
Aug 4, 2021 - Sep 7, 2021
-19.44%
Feb 19, 2025 - Jun 27, 2025
#6-0.02%
Oct 21, 2021 - Nov 2, 2021
-14.40%
May 21, 2015 - Jun 2, 2016
#7-0.02%
Jul 7, 2022 - Jul 14, 2022
-9.88%
Jan 26, 2018 - Jul 25, 2018
#8-0.02%
Jun 21, 2022 - Jun 29, 2022
-9.81%
Apr 2, 2012 - Aug 16, 2012
#9-0.02%
Jul 27, 2022 - Aug 1, 2022
-9.62%
Jul 19, 2007 - Oct 5, 2007
#10-0.02%
Oct 11, 2022 - Oct 13, 2022
-9.37%
Sep 2, 2020 - Nov 9, 2020
#11-0.02%
Mar 24, 2023 - Mar 28, 2023
-8.90%
Jan 27, 2026 - Apr 14, 2026
#12-0.02%
Dec 23, 2021 - Feb 16, 2022
-8.50%
Jul 16, 2024 - Sep 19, 2024
#13-0.02%
Aug 19, 2020 - Aug 27, 2020
-8.14%
May 9, 2006 - Sep 26, 2006
#14-0.01%
Jun 2, 2022 - Jun 16, 2022
-7.87%
Mar 5, 2004 - Nov 4, 2004
#15-0.01%
Jun 8, 2021 - Jun 25, 2021
-7.39%
Sep 14, 2012 - Jan 2, 2013

Correlation

Correlation between SGOV and ITOT is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95
-101

Dividend Comparison (2004 - 2026)

SGOV vs ITOT dividend yield comparison.

YearSGOVITOT
20261.17%0.20%
20254.10%1.11%
20245.10%1.23%
20234.87%1.47%
20221.45%1.66%
20210.03%1.18%
20200.05%1.41%
20190.00%1.88%
20180.00%2.14%
20170.00%1.69%
20160.00%1.83%
20150.00%2.01%
20140.00%1.71%
20130.00%1.69%
20120.00%1.94%
20110.00%1.85%
20100.00%1.64%
20090.00%1.85%
20080.00%2.69%
20070.00%1.65%
20060.00%1.47%
20050.00%1.55%
20040.00%1.53%

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