Invesco Equal Weight 0-30 Years Treasury ETF

10-Year Study

GOVI.US · · US · ETF

Executive Summary: Invesco Equal Weight 0-30 Years Treasury ETF has compounded at 0.1% annually over the last 10 years, with a maximum drawdown of 32.0% and an annualized volatility of 7.8%.

1Y CAGR
+4.2%
3Y CAGR
+0.8%
5Y CAGR
-2.6%
10Y CAGR
+0.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
32.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
8.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +12.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.03.0-3.30.0————————-0.3%
20250.63.6-0.4-0.2-2.01.9-0.70.81.90.90.5-1.35.8%
2024-0.8-1.80.8-4.32.21.42.91.71.6-3.91.2-3.6-2.9%
20234.5-3.64.10.5-1.9-0.6-1.2-1.6-4.8-3.06.25.43.3%
2022-2.5-0.7-4.2-5.8-0.4-1.22.5-3.7-5.6-3.14.5-1.4-20.0%
2021-2.0-3.5-3.31.50.12.42.3-0.2-2.00.71.6-1.2-3.8%
20204.74.74.61.0-1.10.32.4-2.80.5-2.10.8-0.712.6%
20190.6-0.83.5-1.14.50.90.26.5-1.8-0.4-0.7-1.510.0%
2018-2.5-1.51.8-1.51.30.2-0.91.0-1.5-1.41.23.8-0.3%
20170.61.1-0.31.11.10.1-0.02.0-1.5-0.10.20.85.0%
2016———-0.40.34.30.8-0.8-0.7-2.5-5.1-0.4-4.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 7.8%. The dominant macroeconomic risk driver is TLT.US, accounting for 69.2% of variance. Idiosyncratic stock-specific factors contribute 1.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019957.145546421967
2016-05-019991.030463204597
2016-06-0110424.373516612097
2016-07-0110510.783745575214
2016-08-0110421.678964406074
2016-09-0110344.865770697297
2016-10-0110088.03434262154
2016-11-019575.331189995459
2016-12-019538.198045895975
2017-01-019593.417910282486
2017-02-019696.73368596286
2017-03-019666.207731519247
2017-04-019770.187917332616
2017-05-019880.66455777969
2017-06-019888.379097657216
2017-07-019883.912785096543
2017-08-0110085.487437111735
2017-09-019929.387967532493
2017-10-019918.499023686221
2017-11-019935.736775469977
2017-12-0110012.476145830642
2018-01-019760.738528774496
2018-02-019612.427422420888
2018-03-019783.623766688692
2018-04-019638.819269370324
2018-05-019767.78865851903
2018-06-019788.237725945586
2018-07-019698.02559455479
2018-08-019796.063000845277
2018-09-019644.319108804542
2018-10-019504.645334179842
2018-11-019622.615044460112
2018-12-019984.497096896836
2019-01-0110043.40812868886
2019-02-019964.490969558943
2019-03-0110309.504386952462
2019-04-0110190.989576136039
2019-05-0110653.758368730812
2019-06-0110750.249791148051
2019-07-0110773.98771599313
2019-08-0111477.284902509276
2019-09-0111276.396456402874
2019-10-0111230.565230861903
2019-11-0111155.793970956021
2019-12-0110984.028608135244
2020-01-0111494.804092290246
2020-02-0112038.914897010229
2020-03-0112592.214053515756
2020-04-0112712.767256560877
2020-05-0112574.69767987203
2020-06-0112617.348078398436
2020-07-0112918.448064218439
2020-08-0112554.689024769348
2020-09-0112614.041933276612
2020-10-0112352.270712106361
2020-11-0112450.8594527344
2020-12-0112363.132553447815
2021-01-0112114.79008271488
2021-02-0111695.90586079271
2021-03-0111315.41122175017
2021-04-0111485.988174654924
2021-05-0111493.448122208338
2021-06-0111769.926620123666
2021-07-0112034.8258657352
2021-08-0112005.307115167105
2021-09-0111768.525591845892
2021-10-0111852.951274250827
2021-11-0112038.209454631171
2021-12-0111897.951739305478
2022-01-0111595.240922983188
2022-02-0111510.639232000643
2022-03-0111024.80697943019
2022-04-0110384.983414240309
2022-05-0110343.674905109603
2022-06-0110224.422757470173
2022-07-0110482.412610359057
2022-08-0110095.372564332361
2022-09-019532.376743269157
2022-10-019239.72164900287
2022-11-019656.281853666278
2022-12-019521.505045447355
2023-01-019946.436218061886
2023-02-019592.399892439958
2023-03-019984.14711186625
2023-04-0110031.418087572069
2023-05-019842.62565495332
2023-06-019784.365407695856
2023-07-019665.742666729959
2023-08-019514.89486730664
2023-09-019061.217269762568
2023-10-018785.508985382861
2023-11-019332.230349325955
2023-12-019837.5122537566
2024-01-019758.502707301874
2024-02-019586.98375648975
2024-03-019662.48932418142
2024-04-019243.546667411485
2024-05-019444.616050335671
2024-06-019578.61490064156
2024-07-019852.250508011333
2024-08-0110020.645658588037
2024-09-0110177.217960989537
2024-10-019777.871395216365
2024-11-019900.020644043252
2024-12-019547.942237838655
2025-01-019607.168420170041
2025-02-019955.782977567276
2025-03-019917.848904886503
2025-04-019898.395732854759
2025-05-019701.092229457112
2025-06-019887.763406698505
2025-07-019814.320659536423
2025-08-019896.856713852138
2025-09-0110087.807715666693
2025-10-0110183.16986704999
2025-11-0110236.52299516369
2025-12-0110106.340010820382
2026-01-0110109.569416202368
2026-02-0110412.78325095878
2026-03-0110069.504682245855
2026-04-0110073.195849651369
Annual Return Matrix
YearAnnual Return
20170.04972407761429687
2018-0.0027944185360637697
20190.10010834812592218
20200.12555538541579803
2021-0.0376264520445192
2022-0.19973578191676578
20230.033188787570967104
2024-0.029435288968241546
20250.0584835725931383
2026-0.0032795414693675973
Total Factor Risk
0.07750161588198538
VTI.US Exposure
-0.0016108864204724652
VEA.US Exposure
0.018685308691644226
VWO.US Exposure
-0.009746752964952081
QQQ.US Exposure
-0.011853871327905613
VTV.US Exposure
0.0001465588095874243
IJR.US Exposure
0.0006960097804415138
QUAL.US Exposure
-0.0045033850729351895
SHV.US Exposure
0.04025349710726164
TLT.US Exposure
0.6915297985282556
LQD.US Exposure
0.1860895939186766
HYG.US Exposure
-0.03113908678655311
GLD.US Exposure
0.013975474237476672
USO.US Exposure
0.010899016667034555
VNQ.US Exposure
-0.01357355280891621
BTC-USD.CC Exposure
0.00029682295425580813
CPER.US Exposure
-0.00617636361200738
VIX.INDX Exposure
0.002752111823308997
UUP.US Exposure
0.001606415545911699
TIP.US Exposure
0.09550943525175004
Idiosyncratic Exposure
0.016163855678137422
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.68%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$62
Avg Yield on Cost
0.62%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$61.640.62%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.57
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco Equal Weight 0-30 Years Treasury ETF a high-risk investment?

Invesco Equal Weight 0-30 Years Treasury ETF (GOVI.US) has an annualized volatility of 7.8% and experienced a maximum drawdown of 32.0% over the last 10 years. Its primary macro risk driver is TLT.US.

What is the 10-year return of GOVI.US?

Over the past 10 years, GOVI.US has generated a Compound Annual Growth Rate (CAGR) of 0.1%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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