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ISIN
US4642886794
CUSIP
464288679
Issuer
iShares
Inception Date
Jan 11, 2007
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
ICE Short US Treasury Securities Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$21B

Share Price Chart


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Performance

SHV Performance Chart

iShares 0-1 Year Treasury Bond ETF (SHV) is up 1.6% since the beginning of the year. SHV is currently trading at $110 per share. Investors who bought $1,000 worth of SHV shares 5 years ago would now be looking at an investment worth $1,179.


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S&P 500 Index

Returns By Period

iShares 0-1 Year Treasury Bond ETF (SHV) has returned 1.56% so far this year and 3.89% over the past 12 months. Over the last ten years, SHV has returned 2.23% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


iShares 0-1 Year Treasury Bond ETF

1D
0.02%
1M
0.29%
YTD
1.56%
6M
1.73%
1Y
3.89%
3Y*
4.61%
5Y*
3.35%
10Y*
2.23%

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHV Monthly Returns History

Based on dividend-adjusted daily data since Jan 11, 2007, SHV's average daily return is +0.01%, while the average monthly return is +0.13%. At this rate, an investment would double in approximately 44.5 years.

Historically, 71% of months were positive and 29% were negative. The best month was Jan 2008 with a return of +0.7%, while the worst month was Jan 2022 at -0.1%. The longest winning streak lasted 48 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SHV closed higher 51% of trading days. The best single day was Oct 14, 2008 with a return of +0.3%, while the worst single day was Oct 13, 2008 at -0.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.26%0.27%0.28%0.29%0.29%0.16%1.56%
20250.36%0.32%0.33%0.35%0.32%0.34%0.33%0.42%0.35%0.33%0.30%0.37%4.21%
20240.40%0.39%0.42%0.37%0.46%0.42%0.46%0.50%0.46%0.35%0.37%0.40%5.12%
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%

Benchmark Metrics

iShares 0-1 Year Treasury Bond ETF has an annualized alpha of 1.61%, beta of -0.00, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since January 11, 2007.

  • This ETF captured 3.10% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -4.46%) - a profile typical of hedging or uncorrelated assets.
  • Beta of -0.00 may look defensive, but with R2 of 0.03 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.03 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.61%
Beta
-0.00
0.03
Upside Capture
3.10%
Downside Capture
-4.46%

Expense Ratio

SHV has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

SHV ranks 100 for risk / return — in the top 100% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


SHV Risk / Return Rank: 100100
Overall Rank
SHV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SHV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SHV Omega Ratio Rank: 100100
Omega Ratio Rank
SHV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SHV Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares 0-1 Year Treasury Bond ETF (SHV) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SHVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+17.61

Sortino ratioReturn per unit of downside risk

+146.49

Omega ratioGain probability vs. loss probability

53.64

1.36

+52.28

Calmar ratioReturn relative to maximum drawdown

430.34

2.71

+427.63

Martin ratioReturn relative to average drawdown

2,413.95

12.15

+2,401.80

Dividends

Dividend History

iShares 0-1 Year Treasury Bond ETF provided a 3.83% dividend yield over the last twelve months, with an annual payout of $4.22 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.22$4.50$5.53$5.21$1.52$0.00$0.82$2.42$1.83$0.80$0.37$0.03

Dividend yield

3.83%4.09%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%

Monthly Dividends

The table displays the monthly dividend distributions for iShares 0-1 Year Treasury Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.34$0.30$0.32$0.33$0.33$1.63
2025$0.00$0.40$0.36$0.38$0.37$0.40$0.37$0.38$0.39$0.37$0.37$0.71$4.50
2024$0.00$0.47$0.45$0.48$0.46$0.47$0.47$0.49$0.48$0.45$0.47$0.84$5.53
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

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares 0-1 Year 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 0-1 Year Treasury Bond ETF was 0.45%, occurring on Jun 14, 2022. Recovery took 80 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-0.45%Jun 2022
2y 2mo3mo 25d
2y 6moApr 2020 - Oct 2022
Financial crisis2007–2009
-0.36%Oct 2008
0s2d
2dOct 2008 - Oct 2008
Financial crisis2007–2009
-0.29%Oct 2008
5d16d
21dOct 2008 - Nov 2008
Financial crisis2007–2009
-0.25%Sep 2008
1d13d
14dSep 2008 - Oct 2008
Financial crisis2007–2009
-0.23%Feb 2009
1mo 21d1mo 25d
3mo 16dDec 2008 - Apr 2009

Drawdown Indicators


SHVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-0.45%

-56.78%

+56.33%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-9.10%

+9.09%

Max Drawdown (3Y)

Largest decline over 3 years

-0.03%

-18.90%

+18.87%

Max Drawdown (5Y)

Largest decline over 5 years

-0.39%

-25.43%

+25.04%

Max Drawdown (10Y)

Largest decline over 10 years

-0.45%

-33.92%

+33.47%

Current Drawdown

Current decline from peak

0.00%

-1.29%

+1.29%

Average Drawdown

Average peak-to-trough decline

-0.03%

-10.72%

+10.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.02%

-2.02%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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