SGOV vs VEU

Comparison between ISHARES 0-3 MONTH TREASURY BOND ETF (SGOV, ETF) and VANGUARD FTSE ALL-WORLD EX-US INDEX FUND ETF SHARES (VEU, ETF).

5-Year PerformanceVEU has outperformed SGOV, delivering a return of +8.9% compared to +3.5%

SGOV vs VEU - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SGOV(ETF)	VEU(ETF)
Net Assets	$84B	$84B
Expense Ratio	0.09%	0.04%
Max Drawdown	0.68%	62.81%
Sharpe Ratio	1.82	1.90
5Y Beta	-0.00	0.73
5Y Dividends CAGR	142.08%	15.40%

Net Assets

SGOV

$84B

Winner

VEU

$84B

Expense Ratio

SGOV

0.09%

Winner

VEU

0.04%

Max Drawdown

Winner

SGOV

0.68%

VEU

62.81%

Sharpe Ratio

SGOV

1.82

Winner

VEU

1.90

5Y Beta

Winner

SGOV

-0.00

VEU

0.73

5Y Dividends CAGR

Winner

SGOV

142.08%

VEU

15.40%

SGOV vs VEU - Historical Returns

Returns include dividend reinvestment.

Period	SGOV	VEU
1 month	+0.33%	+5.15%
3 months	+0.89%	+4.08%
6 months	+1.84%	+17.34%
1 year	+4.02%	+36.24%
5 years(CAGR)	+3.49%	+8.88%
10 years(CAGR)	N/A	+10.16%
Max(CAGR)	+2.94%	+5.50%

SGOV

+0.33%

Winner

VEU

+5.15%

SGOV

+0.89%

Winner

VEU

+4.08%

SGOV

+1.84%

Winner

VEU

+17.34%

SGOV

+4.02%

Winner

VEU

+36.24%

5Y(CAGR)

SGOV

+3.49%

Winner

VEU

+8.88%

10Y(CAGR)

SGOV

N/A

VEU

+10.16%

Max(CAGR)

SGOV

+2.94%

Winner

VEU

+5.50%

SGOV vs VEU - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	SGOV	VEU
2026	+1.24%	+11.69%
2025	+4.22%	+32.83%
2024	+5.25%	+6.77%
2023	+5.10%	+15.03%
2022	+1.58%	-16.14%
2021	+0.04%	+7.75%
2020	+0.05%	+9.71%
2019	N/A	+21.96%
2018	N/A	-15.11%
2017	N/A	+26.48%
2016	N/A	+6.73%
2015	N/A	-4.41%
2014	N/A	-2.58%
2013	N/A	+12.36%
2012	N/A	+15.86%
2011	N/A	-14.74%
2010	N/A	+8.46%
2009	N/A	+34.92%
2008	N/A	-43.25%
2007	N/A	+16.01%

SGOV vs VEU Drawdown Comparison

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

The maximum drawdown for VEU was -61.54%, occurring on Mar 9, 2009. Recovery took 1677 trading sessions.

The current VEU drawdown is -0.20%.

Rank	SGOV	VEU
#1	-0.03% Aug 22, 2022 - Aug 25, 2022	-61.54% Oct 31, 2007 - Jul 1, 2014
#2	-0.02% Aug 27, 2020 - Oct 5, 2020	-34.98% Jan 26, 2018 - Nov 11, 2020
#3	-0.02% Nov 2, 2021 - Dec 16, 2021	-29.32% Jun 14, 2021 - May 9, 2024
#4	-0.02% Mar 1, 2021 - Apr 6, 2021	-25.04% Jul 3, 2014 - May 2, 2017
#5	-0.02% Aug 4, 2021 - Sep 7, 2021	-13.69% Mar 19, 2025 - May 2, 2025
#6	-0.02% Oct 21, 2021 - Nov 2, 2021	-13.08% Jul 23, 2007 - Sep 27, 2007
#7	-0.02% Jul 7, 2022 - Jul 14, 2022	-11.42% Feb 25, 2026 - May 6, 2026
#8	-0.02% Jun 21, 2022 - Jun 29, 2022	-9.82% Sep 26, 2024 - Mar 17, 2025
#9	-0.02% Jul 27, 2022 - Aug 1, 2022	-7.67% Jul 12, 2024 - Aug 21, 2024
#10	-0.02% Oct 11, 2022 - Oct 13, 2022	-4.92% Feb 16, 2021 - Apr 15, 2021
#11	-0.02% Mar 24, 2023 - Mar 28, 2023	-4.87% Nov 12, 2025 - Dec 10, 2025
#12	-0.02% Dec 23, 2021 - Feb 16, 2022	-4.61% Jan 21, 2021 - Feb 9, 2021
#13	-0.02% Aug 19, 2020 - Aug 27, 2020	-3.98% Jul 23, 2025 - Aug 13, 2025
#14	-0.01% Jun 2, 2022 - Jun 16, 2022	-3.76% May 7, 2021 - May 26, 2021
#15	-0.01% Jun 8, 2021 - Jun 25, 2021	-3.72% Jun 4, 2007 - Jun 21, 2007

Correlation

Correlation between SGOV and VEU is 0.86 which considered as a strong positive correlation - the stocks tend to move together.

0.86

-101

Dividend Comparison (2007 - 2026)

SGOV vs VEU dividend yield comparison.

Year	SGOV	VEU
2026	1.17%	0.14%
2025	4.10%	3.09%
2024	5.10%	3.24%
2023	4.87%	3.32%
2022	1.45%	3.12%
2021	0.03%	3.08%
2020	0.05%	2.00%
2019	0.00%	3.10%
2018	0.00%	3.27%
2017	0.00%	2.66%
2016	0.00%	2.96%
2015	0.00%	2.95%
2014	0.00%	3.52%
2013	0.00%	2.66%
2012	0.00%	2.94%
2011	0.00%	3.45%
2010	0.00%	2.13%
2009	0.00%	1.98%
2008	0.00%	2.43%
2007	0.00%	0.87%