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GBF vs. SHV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBF vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Government/Credit Bond ETF (GBF) 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

In the year-to-date period, GBF achieves a -0.06% return, which is significantly lower than SHV's 1.46% return. Over the past 10 years, GBF has underperformed SHV with an annualized return of 1.45%, while SHV has yielded a comparatively higher 2.23% annualized return.


GBF

1D
-0.41%
1M
-0.34%
YTD
-0.06%
6M
-0.10%
1Y
4.32%
3Y*
3.47%
5Y*
-0.27%
10Y*
1.45%

SHV

1D
0.03%
1M
0.28%
YTD
1.46%
6M
1.74%
1Y
3.89%
3Y*
4.65%
5Y*
3.32%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBF vs. SHV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBF
iShares Government/Credit Bond ETF
-0.06%6.41%0.99%5.79%-13.85%-2.30%8.76%9.47%-0.52%4.10%
SHV
iShares 0-1 Year Treasury Bond ETF
1.46%4.21%5.12%5.04%0.94%-0.10%0.81%2.36%1.72%0.67%

Correlation

The correlation between GBF and SHV is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2007

0.14

The correlation between GBF and SHV shifts across timeframes, from 0.14 (all time) to 0.27 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GBF vs. SHV — Risk / Return Rank

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

GBF
GBF Risk / Return Rank: 2929
Overall Rank
GBF Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GBF Sortino Ratio Rank: 2929
Sortino Ratio Rank
GBF Omega Ratio Rank: 2727
Omega Ratio Rank
GBF Calmar Ratio Rank: 3030
Calmar Ratio Rank
GBF Martin Ratio Rank: 2929
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.

GBF vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Government/Credit Bond ETF (GBF) 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.


GBFSHVDifference
Sharpe ratioReturn per unit of total volatility

-18.47

Sortino ratioReturn per unit of downside risk

-148.03

Omega ratioGain probability vs. loss probability

1.18

53.77

-52.59

Calmar ratioReturn relative to maximum drawdown

1.39

431.38

-430.00

Martin ratioReturn relative to average drawdown

4.07

2,419.80

-2,415.73

GBF vs. SHV - Sharpe Ratio Comparison

The current GBF Sharpe Ratio is 1.02, which is lower than the SHV Sharpe Ratio of 19.49. The chart below compares the historical Sharpe Ratios of GBF 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


GBFSHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

19.49

-18.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

11.57

-11.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

8.09

-7.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

4.50

-3.93

Drawdowns

GBF vs. SHV - Drawdown Comparison

The maximum GBF drawdown since its inception was -19.67%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for GBF and SHV.


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Drawdown Indicators


GBFSHVDifference

Max Drawdown

Largest peak-to-trough decline

-19.67%

-0.45%

-19.22%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-0.01%

-2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-5.78%

-0.03%

-5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-18.45%

-0.40%

-18.05%

Max Drawdown (10Y)

Largest decline over 10 years

-19.67%

-0.45%

-19.22%

Current Drawdown

Current decline from peak

-5.10%

0.00%

-5.10%

Average Drawdown

Average peak-to-trough decline

-3.67%

-0.03%

-3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.00%

+0.93%

Volatility

GBF vs. SHV - Volatility Comparison

iShares Government/Credit Bond ETF (GBF) has a higher volatility of 1.20% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.05%. This indicates that GBF'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


GBFSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

0.05%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

0.12%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

0.20%

+3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.93%

0.29%

+5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

0.28%

+5.00%

GBF vs. SHV - Expense Ratio Comparison

GBF has a 0.20% expense ratio, which is higher than SHV's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GBF vs. SHV - Dividend Comparison

GBF's dividend yield for the trailing twelve months is around 3.80%, which matches SHV's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
GBF
iShares Government/Credit Bond ETF
3.80%3.81%3.94%3.03%2.13%1.22%1.64%2.64%2.59%2.31%2.09%2.04%
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


GBF and SHV have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBF has higher volatility (1.20%) compared to SHV (0.05%). In terms of maximum drawdown, GBF dropped -19.67% vs SHV's -0.45%.

On 10-year performance, SHV leads with 2.23% vs 1.45% for GBF. 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 10-year period, SHV has performed better with a 2.23% return vs 1.45%. 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 0.20% for GBF.

SHV has the higher dividend yield at 3.83%, compared with 3.80% for GBF.

GBF is categorized as Intermediate Core Bond, while SHV is Government Bonds. GBF tracks Bloomberg U.S. Government/Credit Bond Index, while SHV tracks ICE Short US Treasury Securities Index. Their fees differ too: 0.20% for GBF and 0.15% for SHV.

SHV currently has the higher Sharpe Ratio (19.49 vs 1.02), 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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