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ICSH vs. ULST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICSH vs. ULST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Ultra Short Duration Bond Active ETF (ICSH) and State Street Ultra Short Term Bond ETF (ULST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ICSH achieves a 1.45% return, which is significantly higher than ULST's 1.24% return. Both investments have delivered pretty close results over the past 10 years, with ICSH having a 2.76% annualized return and ULST not far behind at 2.67%.


ICSH

1D
0.00%
1M
0.34%
YTD
1.45%
6M
1.79%
1Y
4.36%
3Y*
5.20%
5Y*
3.67%
10Y*
2.76%

ULST

1D
-0.02%
1M
0.33%
YTD
1.24%
6M
1.57%
1Y
3.99%
3Y*
4.92%
5Y*
3.51%
10Y*
2.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICSH vs. ULST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICSH
iShares Ultra Short Duration Bond Active ETF
1.45%4.96%5.52%5.58%0.97%0.16%1.61%3.17%2.25%1.63%
ULST
State Street Ultra Short Term Bond ETF
1.24%4.80%5.23%5.60%0.87%0.25%1.45%3.23%2.04%1.19%

Correlation

The correlation between ICSH and ULST is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.38

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

0.37

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

0.20

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2013

0.16

Over the past year, ICSH and ULST have become more correlated (0.43) than their long-term average of 0.16, meaning their price movements have been converging.

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Return for Risk

ICSH vs. ULST — Risk / Return Rank

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

ICSH
ICSH Risk / Return Rank: 9999
Overall Rank
ICSH Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ICSH Sortino Ratio Rank: 100100
Sortino Ratio Rank
ICSH Omega Ratio Rank: 100100
Omega Ratio Rank
ICSH Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICSH Martin Ratio Rank: 9999
Martin Ratio Rank

ULST
ULST Risk / Return Rank: 9999
Overall Rank
ULST Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ULST Sortino Ratio Rank: 9999
Sortino Ratio Rank
ULST Omega Ratio Rank: 9999
Omega Ratio Rank
ULST Calmar Ratio Rank: 9898
Calmar Ratio Rank
ULST Martin Ratio Rank: 9999
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.

ICSH vs. ULST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Ultra Short Duration Bond Active ETF (ICSH) and State Street Ultra Short Term Bond ETF (ULST). 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.


ICSHULSTDifference
Sharpe ratioReturn per unit of total volatility

+5.09

Sortino ratioReturn per unit of downside risk

+16.17

Omega ratioGain probability vs. loss probability

6.79

2.77

+4.02

Calmar ratioReturn relative to maximum drawdown

44.30

16.92

+27.38

Martin ratioReturn relative to average drawdown

297.17

87.49

+209.68

ICSH vs. ULST - Sharpe Ratio Comparison

The current ICSH Sharpe Ratio is 11.22, which is higher than the ULST Sharpe Ratio of 6.14. The chart below compares the historical Sharpe Ratios of ICSH and ULST, 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


ICSHULSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

11.22

6.14

+5.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

7.64

3.67

+3.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.62

1.86

+0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

1.93

1.50

+0.44

Drawdowns

ICSH vs. ULST - Drawdown Comparison

The maximum ICSH drawdown since its inception was -3.94%, smaller than the maximum ULST drawdown of -6.20%. Use the drawdown chart below to compare losses from any high point for ICSH and ULST.


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Drawdown Indicators


ICSHULSTDifference

Max Drawdown

Largest peak-to-trough decline

-3.94%

-6.20%

+2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

-0.24%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-0.10%

-0.54%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-0.73%

-1.22%

+0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-3.94%

-6.20%

+2.26%

Current Drawdown

Current decline from peak

0.00%

-0.05%

+0.05%

Average Drawdown

Average peak-to-trough decline

-0.08%

-0.16%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.05%

-0.04%

Volatility

ICSH vs. ULST - Volatility Comparison

The current volatility for iShares Ultra Short Duration Bond Active ETF (ICSH) is 0.15%, while State Street Ultra Short Term Bond ETF (ULST) has a volatility of 0.18%. This indicates that ICSH experiences smaller price fluctuations and is considered to be less risky than ULST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICSHULSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

0.18%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

0.30%

0.43%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

0.39%

0.65%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.48%

0.96%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.06%

1.45%

-0.39%

ICSH vs. ULST - Expense Ratio Comparison

ICSH has a 0.08% expense ratio, which is lower than ULST's 0.20% 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%.


Dividends

ICSH vs. ULST - Dividend Comparison

ICSH's dividend yield for the trailing twelve months is around 4.34%, more than ULST's 4.29% yield.


PositionTTM20252024202320222021202020192018201720162015
ICSH
iShares Ultra Short Duration Bond Active ETF
4.34%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%
ULST
State Street Ultra Short Term Bond ETF
4.29%4.46%5.03%4.45%1.70%0.54%1.34%2.56%2.13%1.21%0.93%0.37%

Frequently Asked Questions


ICSH and ULST have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ULST has higher volatility (0.18%) compared to ICSH (0.15%). In terms of maximum drawdown, ICSH dropped -3.94% vs ULST's -6.20%.

On 10-year performance, ICSH leads with 2.76% vs 2.67% for ULST. On fees, ICSH is cheaper at 0.08% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ICSH has performed better with a 2.76% return vs 2.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ICSH is cheaper with a 0.08% expense ratio, compared with 0.20% for ULST.

ICSH has the higher dividend yield at 4.34%, compared with 4.29% for ULST.

ICSH tracks ICE BofA US 6-Month Treasury Bill Index (USD), while ULST tracks Bloomberg US Treasury Bellwether 3 Month Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.08% for ICSH and 0.20% for ULST.

ICSH currently has the higher Sharpe Ratio (11.22 vs 6.14), 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

Find the right allocation for ICSH and ULST

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