PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares Short Treasury Bond ETF (SHV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642886794
CUSIP464288679
IssueriShares
Inception DateJan 11, 2007
RegionNorth America (U.S.)
CategoryGovernment Bonds
Index TrackedBarclays Capital U.S. Short Treasury Bond Index
Home Pagewww.ishares.com
Asset ClassBond

Expense Ratio

SHV has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for SHV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Short Treasury Bond ETF

Popular comparisons: SHV vs. SHY, SHV vs. BIL, SHV vs. VGSH, SHV vs. TFLO, SHV vs. GOVT, SHV vs. USFR, SHV vs. SCHO, SHV vs. NEAR, SHV vs. LQD, SHV vs. GSY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Short Treasury Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%FebruaryMarchAprilMayJuneJuly
25.16%
292.48%
SHV (iShares Short Treasury Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Short Treasury Bond ETF had a return of 2.75% year-to-date (YTD) and 5.34% in the last 12 months. Over the past 10 years, iShares Short Treasury Bond ETF had an annualized return of 1.45%, while the S&P 500 had an annualized return of 10.97%, indicating that iShares Short Treasury Bond ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.75%17.16%
1 month0.44%2.10%
6 months2.53%17.92%
1 year5.34%22.68%
5 years (annualized)2.06%13.47%
10 years (annualized)1.45%10.97%

Monthly Returns

The table below presents the monthly returns of SHV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.40%0.39%0.42%0.38%0.46%0.42%2.75%
20230.33%0.29%0.51%0.31%0.32%0.47%0.38%0.48%0.39%0.45%0.51%0.48%5.04%
2022-0.08%-0.04%-0.04%-0.03%0.07%-0.08%0.09%0.13%0.03%0.16%0.34%0.39%0.94%
2021-0.01%-0.00%-0.01%-0.00%-0.00%-0.02%0.00%-0.02%-0.00%-0.03%-0.05%0.03%-0.10%
20200.15%0.22%0.42%0.02%-0.03%0.02%0.00%0.00%-0.01%0.01%-0.02%0.01%0.80%
20190.24%0.16%0.22%0.19%0.24%0.24%0.16%0.23%0.14%0.27%0.07%0.17%2.36%
20180.13%0.01%0.17%0.09%0.16%0.15%0.13%0.18%0.14%0.17%0.19%0.20%1.73%
20170.05%0.05%0.01%0.00%0.06%0.08%0.10%0.07%0.07%0.04%0.05%0.08%0.67%
20160.07%0.04%0.04%0.05%-0.01%0.10%0.00%0.00%0.07%0.04%-0.07%0.08%0.41%
20150.01%0.02%-0.01%0.01%-0.00%0.01%-0.02%0.01%0.03%-0.03%-0.01%-0.01%0.00%
2014-0.01%0.02%0.01%0.00%-0.00%0.00%-0.01%0.01%-0.02%0.02%-0.01%-0.01%0.00%
2013-0.03%-0.01%0.01%0.02%-0.01%-0.02%0.03%0.00%0.01%-0.02%0.00%0.01%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SHV is 100, placing it in the top 0% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SHV is 100100
SHV (iShares Short Treasury Bond ETF)
The Sharpe Ratio Rank of SHV is 100100Sharpe Ratio Rank
The Sortino Ratio Rank of SHV is 100100Sortino Ratio Rank
The Omega Ratio Rank of SHV is 100100Omega Ratio Rank
The Calmar Ratio Rank of SHV is 100100Calmar Ratio Rank
The Martin Ratio Rank of SHV is 100100Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Short Treasury Bond ETF (SHV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SHV
Sharpe ratio
The chart of Sharpe ratio for SHV, currently valued at 20.47, compared to the broader market0.002.004.006.0020.47
Sortino ratio
The chart of Sortino ratio for SHV, currently valued at 145.84, compared to the broader market0.005.0010.00145.84
Omega ratio
The chart of Omega ratio for SHV, currently valued at 72.79, compared to the broader market1.002.003.0072.79
Calmar ratio
The chart of Calmar ratio for SHV, currently valued at 196.33, compared to the broader market0.005.0010.0015.0020.00196.33
Martin ratio
The chart of Martin ratio for SHV, currently valued at 2118.18, compared to the broader market0.0050.00100.00150.002,118.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market0.002.004.006.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.94, compared to the broader market0.005.0010.002.94
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market1.002.003.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.005.0010.0015.0020.001.66
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.83, compared to the broader market0.0050.00100.00150.007.83

Sharpe Ratio

The current iShares Short Treasury Bond ETF Sharpe ratio is 20.47. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Short Treasury Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.00FebruaryMarchAprilMayJuneJuly
20.47
2.10
SHV (iShares Short Treasury Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Short Treasury Bond ETF granted a 5.13% dividend yield in the last twelve months. The annual payout for that period amounted to $5.66 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$5.66$5.21$1.52$0.00$0.81$2.42$1.83$0.80$0.37$0.03$0.00$0.00

Dividend yield

5.13%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%0.00%0.00%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Short Treasury Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.47$0.45$0.48$0.46$0.47$0.47$2.81
2023$0.00$0.37$0.29$0.39$0.40$0.48$0.43$0.47$0.46$0.46$0.47$0.99$5.21
2022$0.00$0.00$0.00$0.02$0.03$0.06$0.08$0.13$0.16$0.20$0.24$0.60$1.52
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.16$0.15$0.13$0.09$0.07$0.00$0.02$0.01$0.01$0.01$0.16$0.81
2019$0.00$0.21$0.22$0.22$0.22$0.22$0.21$0.21$0.20$0.19$0.19$0.34$2.42
2018$0.00$0.10$0.10$0.11$0.12$0.14$0.15$0.17$0.17$0.18$0.19$0.39$1.83
2017$0.00$0.04$0.04$0.05$0.05$0.06$0.06$0.07$0.07$0.08$0.09$0.18$0.80
2016$0.00$0.01$0.01$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.04$0.12$0.37
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01$0.02$0.03
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2013$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly0
-1.39%
SHV (iShares Short Treasury Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Short Treasury Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Short Treasury Bond ETF was 0.46%, occurring on Jun 14, 2022. Recovery took 81 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.46%Apr 8, 2020551Jun 14, 202281Oct 10, 2022632
-0.36%Oct 13, 20081Oct 13, 20082Oct 15, 20083
-0.29%Oct 16, 20084Oct 21, 200812Nov 6, 200816
-0.25%Sep 18, 20082Sep 19, 20089Oct 2, 200811
-0.23%Dec 30, 200835Feb 19, 200938Apr 15, 200973

Volatility

Volatility Chart

The current iShares Short Treasury Bond ETF volatility is 0.07%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%FebruaryMarchAprilMayJuneJuly
0.07%
2.59%
SHV (iShares Short Treasury Bond ETF)
Benchmark (^GSPC)