iShares 1-3 Year Treasury Bond ETF (SHY)
SHY, the iShares 1-3 Year Treasury Bond ETF, is a passive fund managed by iShares that tracks the Barclays Capital U.S. 1-3 Year Treasury Bond Index. Launched on July 22, 2002, with a 0.15% expense ratio, SHY provides investors exposure to short-term U.S. government bonds, offering a low-risk, income-generating investment option.
ETF Info
| ISIN | US4642874576 |
|---|---|
| CUSIP | 464287457 |
| Issuer | iShares |
| Inception Date | Jul 22, 2002 |
| Region | North America (U.S.) |
| Category | Government Bonds |
| Index Tracked | Barclays Capital U.S. 1-3 Year Treasury Bond Index |
| ETF Home Page | www.ishares.com |
| Asset Class | Bond |
Expense Ratio
The iShares 1-3 Year Treasury Bond ETF features an expense ratio of 0.15%, falling within the medium range.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in iShares 1-3 Year 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.
Compare to other instruments
Popular comparisons: SHY vs. SHV, SHY vs. VGSH, SHY vs. BIL, SHY vs. SGOV, SHY vs. IEF, SHY vs. TLT, SHY vs. BSV, SHY vs. VV, SHY vs. GOVT, SHY vs. SPY
Return
iShares 1-3 Year Treasury Bond ETF had a return of 1.62% year-to-date (YTD) and 2.23% in the last 12 months. Over the past 10 years, iShares 1-3 Year Treasury Bond ETF had an annualized return of 0.67%, while the S&P 500 had an annualized return of 9.74%, indicating that iShares 1-3 Year Treasury Bond ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 0.02% | -5.02% |
| 6 months | 0.00% | 4.35% |
| Year-To-Date | 1.62% | 11.68% |
| 1 year | 2.23% | 17.79% |
| 5 years (annualized) | 0.91% | 8.05% |
| 10 years (annualized) | 0.67% | 9.74% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.81% | 1.65% | 0.24% | -0.38% | -0.49% | 0.30% | 0.41% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year Treasury Bond ETF (SHY) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SHY iShares 1-3 Year Treasury Bond ETF | 0.76 | ||||
^GSPC S&P 500 | 0.89 |
Dividend History
iShares 1-3 Year Treasury Bond ETF granted a 2.60% dividend yield in the last twelve months. The annual payout for that period amounted to $2.10 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.10 | $1.06 | $0.22 | $0.81 | $1.79 | $1.44 | $0.82 | $0.60 | $0.45 | $0.31 | $0.22 | $0.31 |
Dividend yield | 2.60% | 1.33% | 0.27% | 0.97% | 2.21% | 1.84% | 1.06% | 0.78% | 0.59% | 0.40% | 0.29% | 0.41% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares 1-3 Year Treasury Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.15 | $0.16 | $0.18 | $0.19 | $0.20 | $0.21 | $0.21 | ||||
| 2022 | $0.00 | $0.02 | $0.03 | $0.04 | $0.04 | $0.06 | $0.08 | $0.09 | $0.10 | $0.11 | $0.14 | $0.35 |
| 2021 | $0.00 | $0.03 | $0.02 | $0.02 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.07 |
| 2020 | $0.00 | $0.13 | $0.13 | $0.11 | $0.07 | $0.07 | $0.06 | $0.05 | $0.05 | $0.04 | $0.04 | $0.06 |
| 2019 | $0.00 | $0.15 | $0.15 | $0.16 | $0.16 | $0.17 | $0.16 | $0.15 | $0.15 | $0.14 | $0.14 | $0.27 |
| 2018 | $0.00 | $0.09 | $0.09 | $0.09 | $0.10 | $0.13 | $0.13 | $0.14 | $0.13 | $0.14 | $0.15 | $0.26 |
| 2017 | $0.00 | $0.05 | $0.05 | $0.06 | $0.06 | $0.06 | $0.07 | $0.07 | $0.07 | $0.07 | $0.08 | $0.17 |
| 2016 | $0.00 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.11 |
| 2015 | $0.00 | $0.03 | $0.03 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.08 |
| 2014 | $0.00 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.06 |
| 2013 | $0.00 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.04 |
| 2012 | $0.03 | $0.04 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.02 | $0.02 | $0.02 | $0.04 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the iShares 1-3 Year Treasury Bond ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the iShares 1-3 Year Treasury Bond ETF is 5.71%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -5.71% | Aug 4, 2021 | 307 | Oct 20, 2022 | — | — | — |
| -2.23% | Mar 18, 2008 | 61 | Jun 12, 2008 | 65 | Sep 15, 2008 | 126 |
| -1.89% | Mar 25, 2004 | 55 | Jun 14, 2004 | 90 | Oct 20, 2004 | 145 |
| -1.19% | Dec 31, 2008 | 109 | Jun 8, 2009 | 21 | Jul 8, 2009 | 130 |
| -1.07% | Sep 8, 2017 | 172 | May 15, 2018 | 137 | Nov 28, 2018 | 309 |
Volatility Chart
The current iShares 1-3 Year Treasury Bond ETF volatility is 0.39%, 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.
Portfolios with iShares 1-3 Year Treasury Bond ETF
| Portfolio Name | YTD Return | 10Y Return | Div. Yield | 10Y Volatility | Max. Drawdown | Expense Ratio | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Bill Bernstein Coward's Portfolio | 3.08% | 5.31% | 2.46% | 10.13% | -37.25% | 0.15% | 0.81 | 1.6 | 1.2 | 1.4 | 2.7% |
| Frank Armstrong’s Ideal Index Portfolio | 2.70% | 5.01% | 2.71% | 11.68% | -44.57% | 0.12% | 0.80 | 1.6 | 1.2 | 1.4 | 3.0% |
| Golden Butterfly Portfolio | 1.01% | 5.43% | 1.88% | 8.21% | -20.32% | 0.20% | 0.44 | 1.1 | 1.1 | 0.6 | 3.0% |
| Harry Browne Permanent Portfolio | 1.47% | 4.40% | 1.93% | 6.95% | -19.44% | 0.18% | 0.42 | 1.1 | 1.1 | 0.6 | 2.3% |
| Larry Swedroe Minimize FatTails Portfolio | 0.53% | 2.72% | 2.48% | 6.04% | -21.61% | 0.17% | 0.41 | 1.0 | 1.1 | 0.6 | 2.3% |