2022년 인플레이션·금리 약세장2022 inflation & rate-hike bear
2022
거의 영향 없음barely affected
N · SGOV
SGOV
iShares 0-3 Month Treasury Bond ETF
2020-06-01 – 2026-08-13최대낙폭 2020년~ 기준MDD since 2020
$100.53
+0.0%vs peakvs peak
최대낙폭Maximum Drawdown(최대낙폭이란?What is MDD?)
달러 기준USD
−0.0%
최저점Trough 2022-08-23 · 일평균daily avg −0.0%
원화 기준KRW
−14.2%
최저점Trough 2023-02-02 · 일평균daily avg −3.9%
달러 기준USD 낙폭 추이Drawdown
원화 기준KRW 낙폭 추이Drawdown
낙폭 분석Drawdown analysis
iShares 0-3 Month Treasury Bond ETF(SGOV)는 역대 최대낙폭(MDD)이 0.0% 수준으로, 사실상 의미 있는 낙폭 없이 전고점 부근을 거의 벗어나지 않았습니다. 국채 기반 상품으로 주식보다 낙폭이 얕은 편이며, 주된 하락 요인은 금리 상승입니다.
현재도 전고점 부근에 머물러 있습니다. 관측 기간 약 6.2년 동안 연율화 변동성은 0.2%로 현금성 자산에 가깝고, 변동성이 워낙 낮아 샤프(12.55)·소르티노(67.68) 같은 위험조정 지표는 매우 높게 나타납니다.
아래 차트와 표에서 낙폭 추이와 회복 분포를 확인할 수 있습니다. 모든 수치는 2026-08-13 종가 기준이며 매 거래일 갱신됩니다. 정보 제공용이며 투자 자문이 아닙니다.
iShares 0-3 Month Treasury Bond ETF (SGOV) has effectively no meaningful drawdown — its all-time MDD is around 0.0%, barely leaving its prior peak. As a Treasury-based product its drawdowns are shallow versus equities, driven mainly by rising interest rates.
It still sits near that peak today. Over about 6.2 years, annualised volatility was just 0.2% — close to cash — so risk-adjusted ratios like Sharpe (12.55) and Sortino (67.68) come out very high.
The chart and tables below show the drawdown path and recovery distribution. All figures are as of the 2026-08-13 close and refresh every trading day. Informational only, not investment advice.
SGOV 위기별 낙폭SGOV in past market crises
SGOV는 아래 위기 창들에서 의미 있는 하락 없이 지나갔습니다.
Across these crisis windows, SGOV passed through without a meaningful decline.
2025년 봄 급락2025 spring selloff
2025
거의 영향 없음barely affected
각 카드는 해당 시기 중 종목이 기록한 고점 대비 최대 낙폭과, 그 고점을 다시 회복하기까지 걸린 기간입니다. 위기 시작 전부터 거래된 종목만 표시됩니다. 수치는 배당 조정 종가 기준(출처: Yahoo Finance)이며 정보 제공용입니다.Each card shows the deepest drawdown from the high the ticker reached during that period, and how long it took to reclaim that high. Shown only for crises the ticker traded through from the start. Figures use dividend-adjusted closes (source: Yahoo Finance) and are informational only.
Current drawdown vs all-time lowCurrent drawdown vs all-time lowAll-timeAll-time
USDUSD
PeakPeak−0.0%
Near the peakNear the peak
Deeper beforeDeeper before 26%
KRWKRW
PeakPeak−14.2%
Moderately deepModerately deep
Deeper beforeDeeper before 13%
Key MetricsKey MetricsAll-timeAll-time
| MetricMetric | USDUSD | KRWKRW |
|---|---|---|
| PricePrice | $100.53 | ₩142,782 |
| All-time highAll-time high | $100.53 | ₩155,955 |
| Current decline from peakCurrent decline from peak | +0.0% | −8.4% |
| Max drawdownMax drawdown | −0.0% | −14.2% |
| Avg daily drawdownAvg daily drawdown | −0.0% | −3.9% |
리스크·수익 지표Risk & return
연평균 수익률CAGR+3.0%기간 환산 연복리 수익률Compound annual growth rate
연율화 변동성Volatility0.2%1년 환산 가격 변동폭Annualized standard deviation
샤프 지수Sharpe12.55위험 1단위당 초과수익Return per unit of total risk
소르티노 지수Sortino67.68하락 위험만 반영한 샤프Sharpe using downside risk only
칼마 지수Calmar99.05연수익률 ÷ 최대낙폭CAGR ÷ max drawdown
얼서 지수Ulcer Index0.0낙폭의 깊이·지속을 종합Depth and duration of drawdowns
베타Beta (vs S&P 500)-0.00S&P 500 대비 민감도Sensitivity to the S&P 500
USD 기준 · 전체 6.2년 · 무위험수익률 0% 가정 · USD basis · full 6.2-yr history · risk-free rate 0% · 계산 방법Methodology
매수 목표가 · 전고점 대비Buy targets · below the all-time high
| 전고점 대비From high | 달러 기준USD | 원화 기준KRW |
|---|---|---|
| −10% | $90.48 | ₩140,360 |
| −15% | $85.45 | ₩132,562 |
| −20% | $80.42 | ₩124,764 |
전고점 대비 −10/−15/−20% 가격대입니다. 분할매수(물타기) 기준점으로 참고용이며, 투자 추천이 아닙니다.Price levels 10 / 15 / 20% below the all-time high — reference points for staged buying, not investment advice.
Drawdown distributionDrawdown distributionAll-timeAll-time
For each drawdown band, the share of all trading days the price spent at least that far below its peak. Longer bars mean more time spent down there.For each drawdown band, the share of all trading days the price spent at least that far below its peak. Longer bars mean more time spent down there.
| BandBand | Time within (USD)Time within (USD) | Time within (KRW)Time within (KRW) | DaysDays | Time in bandTime in band |
|---|---|---|---|---|
| ATH | +73.8% | +6.8% | 1,151 | +73.8% |
| −5.0% | +100.0% | +67.7% | 1,559 | +26.2% |
| −10.0% | +100.0% | +95.3% | 1,559 | +0.0% |
| −15.0% | +100.0% | +100.0% | 1,559 | +0.0% |
| −20.0% | +100.0% | +100.0% | 1,559 | +0.0% |
| −25.0% | +100.0% | +100.0% | 1,559 | +0.0% |
| −30.0% | +100.0% | +100.0% | 1,559 | +0.0% |
| −40.0% | +100.0% | +100.0% | 1,559 | +0.0% |
| −50.0% | +100.0% | +100.0% | 1,559 | +0.0% |
| −60.0% | +100.0% | +100.0% | 1,559 | +0.0% |
| −70.0% | +100.0% | +100.0% | 1,559 | +0.0% |
| −80.0% | +100.0% | +100.0% | 1,559 | +0.0% |
| −90.0% | +100.0% | +100.0% | 1,559 | +0.0% |
데이터 기준 2026-08-13 · 출처 Yahoo Finance · 배당 재투자(조정종가) 기준 — 가격 기준 낙폭보다 얕을 수 있습니다 · Data as of 2026-08-13 · source Yahoo Finance · dividend-adjusted (total-return) closes — price-only drawdowns can be deeper · 계산 방법Methodology