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CUSD vs. SHV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CUSD vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CrossingBridge Ultra-Short Duration ETF (CUSD) and iShares 0-1 Year Treasury Bond ETF (SHV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with CUSD at 1.42% and SHV at 1.42%.


CUSD

1D
-0.13%
1M
-0.39%
YTD
1.42%
6M
0.90%
1Y
3.46%
3Y*
4.69%
5Y*
10Y*

SHV

1D
0.00%
1M
0.27%
YTD
1.42%
6M
1.75%
1Y
3.90%
3Y*
4.64%
5Y*
3.31%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CUSD vs. SHV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CUSD
CrossingBridge Ultra-Short Duration ETF
1.42%5.02%4.57%6.05%2.03%2.40%
SHV
iShares 0-1 Year Treasury Bond ETF
1.42%4.21%5.12%5.04%0.94%-0.05%

Correlation

The correlation between CUSD and SHV is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2021

-0.01

The correlation between CUSD and SHV shifts across timeframes, from -0.15 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CUSD vs. SHV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CUSD
CUSD Risk / Return Rank: 1515
Overall Rank
CUSD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CUSD Sortino Ratio Rank: 1212
Sortino Ratio Rank
CUSD Omega Ratio Rank: 1414
Omega Ratio Rank
CUSD Calmar Ratio Rank: 1717
Calmar Ratio Rank
CUSD Martin Ratio Rank: 1717
Martin Ratio Rank

SHV
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.

CUSD vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CrossingBridge Ultra-Short Duration ETF (CUSD) and iShares 0-1 Year Treasury Bond ETF (SHV). 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.


CUSDSHVDifference
Sharpe ratioReturn per unit of total volatility

-19.24

Sortino ratioReturn per unit of downside risk

-149.06

Omega ratioGain probability vs. loss probability

1.08

53.77

-52.69

Calmar ratioReturn relative to maximum drawdown

0.64

431.38

-430.74

Martin ratioReturn relative to average drawdown

1.69

2,419.80

-2,418.11

CUSD vs. SHV - Sharpe Ratio Comparison

The current CUSD Sharpe Ratio is 0.25, which is lower than the SHV Sharpe Ratio of 19.49. The chart below compares the historical Sharpe Ratios of CUSD and SHV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CUSDSHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

19.49

-19.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

11.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

4.50

-3.84

Drawdowns

CUSD vs. SHV - Drawdown Comparison

The maximum CUSD drawdown since its inception was -5.42%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for CUSD and SHV.


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Drawdown Indicators


CUSDSHVDifference

Max Drawdown

Largest peak-to-trough decline

-5.42%

-0.45%

-4.97%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

-0.01%

-5.41%

Max Drawdown (3Y)

Largest decline over 3 years

-5.42%

-0.03%

-5.39%

Max Drawdown (5Y)

Largest decline over 5 years

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-0.45%

Current Drawdown

Current decline from peak

-2.75%

0.00%

-2.75%

Average Drawdown

Average peak-to-trough decline

-0.46%

-0.03%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

0.00%

+2.06%

Volatility

CUSD vs. SHV - Volatility Comparison

CrossingBridge Ultra-Short Duration ETF (CUSD) has a higher volatility of 4.38% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.05%. This indicates that CUSD's price experiences larger fluctuations and is considered to be riskier than SHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CUSDSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

0.05%

+4.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

0.12%

+10.83%

Volatility (1Y)

Calculated over the trailing 1-year period

13.67%

0.20%

+13.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.03%

0.29%

+6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

0.28%

+6.75%

CUSD vs. SHV - Expense Ratio Comparison

CUSD has a 0.81% expense ratio, which is higher than SHV's 0.15% expense ratio.


Dividends

CUSD vs. SHV - Dividend Comparison

CUSD's dividend yield for the trailing twelve months is around 13.85%, more than SHV's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
CUSD
CrossingBridge Ultra-Short Duration ETF
13.85%14.05%7.10%3.62%1.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHV
iShares 0-1 Year Treasury Bond ETF
3.83%4.09%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%

Frequently Asked Questions


CUSD and SHV have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CUSD has higher volatility (4.38%) compared to SHV (0.05%). In terms of maximum drawdown, CUSD dropped -5.42% vs SHV's -0.45%.

On 3-year performance, CUSD leads with 4.69% vs 4.64% for SHV. On fees, SHV is cheaper at 0.15% per year. On volatility, SHV has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CUSD has performed better with a 4.69% return vs 4.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHV is cheaper with a 0.15% expense ratio, compared with 0.81% for CUSD.

CUSD has the higher dividend yield at 13.85%, compared with 3.83% for SHV.

CUSD is categorized as Ultrashort Bond, while SHV is Government Bonds. They also come from different issuers: CrossingBridge and iShares. Their fees differ too: 0.81% for CUSD and 0.15% for SHV.

SHV currently has the higher Sharpe Ratio (19.49 vs 0.25), 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.

Portfolio Optimizer

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