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IMCV vs. SHV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMCV vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Mid-Cap ETF (IMCV) 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, IMCV achieves a 12.04% return, which is significantly higher than SHV's 1.53% return. Over the past 10 years, IMCV has outperformed SHV with an annualized return of 10.78%, while SHV has yielded a comparatively lower 2.23% annualized return.


IMCV

1D
0.91%
1M
4.87%
YTD
12.04%
6M
11.44%
1Y
26.22%
3Y*
16.21%
5Y*
9.22%
10Y*
10.78%

SHV

1D
0.03%
1M
0.26%
YTD
1.53%
6M
1.73%
1Y
3.86%
3Y*
4.63%
5Y*
3.34%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMCV vs. SHV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMCV
iShares Morningstar Mid-Cap ETF
12.04%13.52%12.28%11.89%-6.98%33.56%-4.11%24.72%-10.93%12.60%
SHV
iShares 0-1 Year Treasury Bond ETF
1.53%4.21%5.12%5.04%0.94%-0.10%0.81%2.36%1.72%0.67%

Correlation

The correlation between IMCV and SHV is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.04

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

0.03

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2007

-0.06

The correlation between IMCV and SHV shifts across timeframes, from -0.06 (all time) to 0.04 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IMCV vs. SHV — Risk / Return Rank

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

IMCV
IMCV Risk / Return Rank: 7777
Overall Rank
IMCV Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IMCV Sortino Ratio Rank: 7979
Sortino Ratio Rank
IMCV Omega Ratio Rank: 7373
Omega Ratio Rank
IMCV Calmar Ratio Rank: 7979
Calmar Ratio Rank
IMCV Martin Ratio Rank: 7979
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.

IMCV vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Mid-Cap ETF (IMCV) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IMCVSHVDifference
Sharpe ratioReturn per unit of total volatility

-17.38

Sortino ratioReturn per unit of downside risk

-146.48

Omega ratioGain probability vs. loss probability

1.37

53.77

-52.40

Calmar ratioReturn relative to maximum drawdown

3.59

431.38

-427.79

Martin ratioReturn relative to average drawdown

13.41

2,419.80

-2,406.39

IMCV vs. SHV - Sharpe Ratio Comparison

The current IMCV Sharpe Ratio is 2.11, which is lower than the SHV Sharpe Ratio of 19.49. The chart below compares the historical Sharpe Ratios of IMCV 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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Drawdowns

IMCV vs. SHV - Drawdown Comparison

The maximum IMCV drawdown since its inception was -64.74%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for IMCV and SHV.


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Drawdown Indicators


IMCVSHVDifference

Max Drawdown

Largest peak-to-trough decline

-64.74%

-0.45%

-64.29%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-0.01%

-6.89%

Max Drawdown (3Y)

Largest decline over 3 years

-18.63%

-0.03%

-18.60%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

-0.39%

-19.48%

Max Drawdown (10Y)

Largest decline over 10 years

-46.33%

-0.45%

-45.88%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.40%

-0.03%

-8.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

0.00%

+1.85%

Volatility

IMCV vs. SHV - Volatility Comparison

iShares Morningstar Mid-Cap ETF (IMCV) has a higher volatility of 2.87% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.04%. This indicates that IMCV'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


IMCVSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

0.04%

+2.83%

Volatility (6M)

Calculated over the trailing 6-month period

8.05%

0.12%

+7.93%

Volatility (1Y)

Calculated over the trailing 1-year period

11.75%

0.20%

+11.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.65%

0.29%

+16.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.66%

0.28%

+19.38%

IMCV vs. SHV - Expense Ratio Comparison

IMCV has a 0.06% 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%.


Dividends

IMCV vs. SHV - Dividend Comparison

IMCV's dividend yield for the trailing twelve months is around 1.90%, less than SHV's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
IMCV
iShares Morningstar Mid-Cap ETF
1.90%2.23%2.36%2.30%2.36%1.86%2.61%2.45%2.61%1.87%2.09%2.29%
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


IMCV and SHV have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMCV has higher volatility (2.87%) compared to SHV (0.04%). In terms of maximum drawdown, IMCV dropped -64.74% vs SHV's -0.45%.

On 10-year performance, IMCV leads with 10.78% vs 2.23% for SHV. On fees, IMCV is cheaper at 0.06% per year. On volatility, SHV has been the lower-risk option at 0.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IMCV has performed better with a 10.78% return vs 2.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IMCV is cheaper with a 0.06% expense ratio, compared with 0.15% for SHV.

SHV has the higher dividend yield at 3.83%, compared with 1.90% for IMCV.

IMCV is categorized as Mid Cap Value Equities, while SHV is Government Bonds. IMCV tracks Morningstar US Mid Cap Broad Value Index, while SHV tracks ICE Short US Treasury Securities Index. Their fees differ too: 0.06% for IMCV and 0.15% for SHV.

SHV currently has the higher Sharpe Ratio (19.49 vs 2.11), 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 IMCV and SHV

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