PortfoliosLab logoPortfoliosLab logo
FLGV vs. SHV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLGV vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty U.S. Treasury Bond ETF (FLGV) and iShares Short Treasury Bond ETF (SHV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FLGV vs. SHV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FLGV
Franklin Liberty U.S. Treasury Bond ETF
0.19%6.22%0.62%4.18%-11.53%-2.39%-0.27%
SHV
iShares Short Treasury Bond ETF
0.81%4.21%5.12%5.04%0.94%-0.10%0.01%

Returns By Period

In the year-to-date period, FLGV achieves a 0.19% return, which is significantly lower than SHV's 0.81% return.


FLGV

1D
0.12%
1M
-1.62%
YTD
0.19%
6M
0.98%
1Y
3.43%
3Y*
2.67%
5Y*
0.02%
10Y*

SHV

1D
0.01%
1M
0.28%
YTD
0.81%
6M
1.82%
1Y
3.99%
3Y*
4.68%
5Y*
3.19%
10Y*
2.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FLGV vs. SHV - Expense Ratio Comparison

FLGV has a 0.09% expense ratio, which is lower than SHV's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FLGV vs. SHV — Risk / Return Rank

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

FLGV
FLGV Risk / Return Rank: 4646
Overall Rank
FLGV Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FLGV Sortino Ratio Rank: 4646
Sortino Ratio Rank
FLGV Omega Ratio Rank: 3737
Omega Ratio Rank
FLGV Calmar Ratio Rank: 6060
Calmar Ratio Rank
FLGV Martin Ratio Rank: 4242
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.

FLGV vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty U.S. Treasury Bond ETF (FLGV) and iShares Short 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.


FLGVSHVDifference

Sharpe ratio

Return per unit of total volatility

0.84

19.56

-18.72

Sortino ratio

Return per unit of downside risk

1.25

153.08

-151.83

Omega ratio

Gain probability vs. loss probability

1.15

55.01

-53.87

Calmar ratio

Return relative to maximum drawdown

1.51

441.03

-439.52

Martin ratio

Return relative to average drawdown

3.95

2,478.85

-2,474.90

FLGV vs. SHV - Sharpe Ratio Comparison

The current FLGV Sharpe Ratio is 0.84, which is lower than the SHV Sharpe Ratio of 19.56. The chart below compares the historical Sharpe Ratios of FLGV and SHV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FLGVSHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

19.56

-18.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

11.07

-11.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

7.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

4.43

-4.57

Correlation

The correlation between FLGV and SHV is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FLGV vs. SHV - Dividend Comparison

FLGV's dividend yield for the trailing twelve months is around 4.06%, more than SHV's 3.98% yield.


TTM20252024202320222021202020192018201720162015
FLGV
Franklin Liberty U.S. Treasury Bond ETF
4.06%4.07%4.13%3.46%2.21%1.92%0.97%0.00%0.00%0.00%0.00%0.00%
SHV
iShares Short Treasury Bond ETF
3.98%4.09%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%

Drawdowns

FLGV vs. SHV - Drawdown Comparison

The maximum FLGV drawdown since its inception was -17.63%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for FLGV and SHV.


Loading graphics...

Drawdown Indicators


FLGVSHVDifference

Max Drawdown

Largest peak-to-trough decline

-17.63%

-0.45%

-17.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.45%

-0.01%

-2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-15.26%

-0.42%

-14.84%

Max Drawdown (10Y)

Largest decline over 10 years

-0.45%

Current Drawdown

Current decline from peak

-5.41%

0.00%

-5.41%

Average Drawdown

Average peak-to-trough decline

-8.83%

-0.03%

-8.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.00%

+0.94%

Volatility

FLGV vs. SHV - Volatility Comparison

Franklin Liberty U.S. Treasury Bond ETF (FLGV) has a higher volatility of 1.45% compared to iShares Short Treasury Bond ETF (SHV) at 0.05%. This indicates that FLGV'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.


Loading graphics...

Volatility by Period


FLGVSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

0.05%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

0.13%

+2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

0.21%

+3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.41%

0.29%

+5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.19%

0.28%

+4.91%