AOD vs. SHY
AOD (Abrdn Total Dynamic Dividend Fund) is a stock, while SHY (iShares 1-3 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE US Treasury 1-3 Year Index. Over the past 10 years, AOD returned 13.11%/yr vs 1.65%/yr for SHY. At a correlation of -0.13, they often move in opposite directions. AOD charges 1.19%/yr vs 0.15%/yr for SHY.
Performance
AOD vs. SHY - Performance Comparison
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Returns By Period
In the year-to-date period, AOD achieves a 12.82% return, which is significantly higher than SHY's 0.43% return. Over the past 10 years, AOD has outperformed SHY with an annualized return of 13.11%, while SHY has yielded a comparatively lower 1.65% annualized return.
AOD
- 1D
- -1.60%
- 1M
- 3.33%
- YTD
- 12.82%
- 6M
- 15.27%
- 1Y
- 37.79%
- 3Y*
- 21.95%
- 5Y*
- 10.95%
- 10Y*
- 13.11%
SHY
- 1D
- -0.05%
- 1M
- 0.08%
- YTD
- 0.43%
- 6M
- 0.69%
- 1Y
- 3.32%
- 3Y*
- 4.03%
- 5Y*
- 1.71%
- 10Y*
- 1.65%
AOD vs. SHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AOD Abrdn Total Dynamic Dividend Fund | 12.82% | 32.14% | 16.03% | 12.65% | -17.15% | 23.80% | 8.12% | 34.83% | -17.63% | 35.37% |
SHY iShares 1-3 Year Treasury Bond ETF | 0.43% | 4.95% | 3.92% | 4.16% | -3.88% | -0.71% | 3.03% | 3.38% | 1.46% | 0.26% |
Correlation
The correlation between AOD and SHY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2007 | -0.13 |
The correlation between AOD and SHY shifts across timeframes, from -0.13 (all time) to 0.13 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
AOD vs. SHY — Risk / Return Rank
AOD
SHY
AOD vs. SHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abrdn Total Dynamic Dividend Fund (AOD) and iShares 1-3 Year Treasury Bond ETF (SHY). 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.
| AOD | SHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.51 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 3.75 | -1.48 |
| Martin ratioReturn relative to average drawdown | 9.98 | 15.21 | -5.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AOD | SHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.46 | 2.49 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.87 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 1.06 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 1.28 | -1.12 |
Drawdowns
AOD vs. SHY - Drawdown Comparison
The maximum AOD drawdown since its inception was -72.26%, which is greater than SHY's maximum drawdown of -5.71%. Use the drawdown chart below to compare losses from any high point for AOD and SHY.
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Drawdown Indicators
| AOD | SHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.26% | -5.71% | -66.55% |
Max Drawdown (1Y)Largest decline over 1 year | -16.71% | -0.89% | -15.82% |
Max Drawdown (3Y)Largest decline over 3 years | -16.71% | -0.97% | -15.74% |
Max Drawdown (5Y)Largest decline over 5 years | -28.92% | -5.71% | -23.21% |
Max Drawdown (10Y)Largest decline over 10 years | -43.68% | -5.71% | -37.97% |
Current DrawdownCurrent decline from peak | -1.60% | -0.31% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -27.29% | -0.52% | -26.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 0.22% | +3.58% |
Volatility
AOD vs. SHY - Volatility Comparison
Abrdn Total Dynamic Dividend Fund (AOD) has a higher volatility of 3.81% compared to iShares 1-3 Year Treasury Bond ETF (SHY) at 0.35%. This indicates that AOD's price experiences larger fluctuations and is considered to be riskier than SHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AOD | SHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 0.35% | +3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 0.92% | +12.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.43% | 1.34% | +14.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 1.98% | +14.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 1.57% | +16.99% |
AOD vs. SHY - Expense Ratio Comparison
AOD has a 1.19% expense ratio, which is higher than SHY's 0.15% expense ratio.
Dividends
AOD vs. SHY - Dividend Comparison
AOD's dividend yield for the trailing twelve months is around 11.47%, more than SHY's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOD Abrdn Total Dynamic Dividend Fund | 11.47% | 12.00% | 10.73% | 8.56% | 8.85% | 6.75% | 7.80% | 7.71% | 9.57% | 7.29% | 9.10% | 8.93% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.68% | 3.81% | 3.92% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% |
Frequently Asked Questions
AOD and SHY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AOD has higher volatility (3.81%) compared to SHY (0.35%). In terms of maximum drawdown, AOD dropped -72.26% vs SHY's -5.71%.
SHY currently has the higher Sharpe Ratio (2.49 vs 2.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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