Summary
SGOV
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 3.64% Volatility 0.45% Sharpe -0.22
Official loaded data — not a live quote.

ISHARES 0-3 MONTH TREASURY BOND ETF

Symbol: SGOV

Exchange: NYSE

Sector: N/A

Category: Ultrashort Bond

Inception date: 26/05/2020

Latest date: 02/06/2026

Current price: $100.40

Expense ratio: 0.09%

Assets under management
$85.2B
-0.01% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
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Performance metrics

Period total return

-0.02%

Ann. 0.55% (Sharpe / Sortino numerator)

Volatility

0.97%

Sharpe ratio

-3.176

VaR 95%

0.00%

CVaR 95%: -0.03%
Max drawdown: 0.00%
Sortino ratio: N/A
Calmar ratio: N/A

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.61%

Ann. 1.34% (Sharpe / Sortino numerator)

Volatility

0.83%

Sharpe ratio

-2.770

VaR 95%

0.00%

CVaR 95%: -0.04%
Max drawdown: -0.48%
Sortino ratio: -235.374
Calmar ratio: 2.79

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.50%

Ann. 2.73% (Sharpe / Sortino numerator)

Volatility

0.60%

Sharpe ratio

-1.495

VaR 95%

0.00%

CVaR 95%: -0.02%
Max drawdown: -0.48%
Sortino ratio: -0.376
Calmar ratio: 5.70

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.64%

Ann. 3.53% (Sharpe / Sortino numerator)

Volatility

0.45%

Sharpe ratio

-0.224

VaR 95%

0.00%

CVaR 95%: -0.01%
Max drawdown: -0.48%
Sortino ratio: -0.042
Calmar ratio: 7.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.67%

Ann. 4.26% (Sharpe / Sortino numerator)

Volatility

0.36%

Sharpe ratio

1.731

VaR 95%

0.00%

CVaR 95%: -0.01%
Max drawdown: -0.48%
Sortino ratio: 0.275
Calmar ratio: 8.88

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

13.52%

Ann. 4.64% (Sharpe / Sortino numerator)

Volatility

0.33%

Sharpe ratio

3.053

VaR 95%

0.00%

CVaR 95%: -0.01%
Max drawdown: -0.48%
Sortino ratio: 0.470
Calmar ratio: 9.67

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.014%

Best day

0.06%

29/08/2025
Worst day

-0.287%

26/05/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $100.41 $100.41 $100.40 $100.40 22,042,000
01/06/2026 $100.40 $100.40 $100.39 $100.40 39,897,700
29/05/2026 $100.67 $100.68 $100.67 $100.67 34,224,400
28/05/2026 $100.66 $100.66 $100.65 $100.65 16,617,000
27/05/2026 $100.64 $100.65 $100.64 $100.65 15,484,000
26/05/2026 $100.64 $100.64 $100.63 $100.64 21,664,500
22/05/2026 $100.62 $100.63 $100.62 $100.63 18,433,400
21/05/2026 $100.59 $100.59 $100.58 $100.58 17,360,100
20/05/2026 $100.58 $100.58 $100.57 $100.58 16,940,900
19/05/2026 $100.57 $100.57 $100.56 $100.57 20,454,400