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ITA vs. SHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITA vs. SHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Aerospace & Defense ETF (ITA) and iShares 1-3 Year Treasury Bond ETF (SHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ITA achieves a 8.97% return, which is significantly higher than SHY's 0.55% return. Over the past 10 years, ITA has outperformed SHY with an annualized return of 15.34%, while SHY has yielded a comparatively lower 1.65% annualized return.


ITA

1D
-0.95%
1M
3.58%
YTD
8.97%
6M
11.71%
1Y
30.96%
3Y*
27.30%
5Y*
16.86%
10Y*
15.34%

SHY

1D
-0.02%
1M
0.15%
YTD
0.55%
6M
0.80%
1Y
3.22%
3Y*
4.15%
5Y*
1.74%
10Y*
1.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITA vs. SHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITA
iShares U.S. Aerospace & Defense ETF
8.97%48.64%15.81%14.33%9.96%9.39%-13.57%30.51%-7.22%35.24%
SHY
iShares 1-3 Year Treasury Bond ETF
0.55%4.95%3.92%4.16%-3.88%-0.71%3.03%3.38%1.46%0.26%

Correlation

The correlation between ITA and SHY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.07

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

0.08

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

-0.04

Correlation (All Time)
Calculated using the full available price history since May 5, 2006

-0.17

The correlation between ITA and SHY shifts across timeframes, from -0.17 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ITA vs. SHY — Risk / Return Rank

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

ITA
ITA Risk / Return Rank: 4444
Overall Rank
ITA Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ITA Sortino Ratio Rank: 4848
Sortino Ratio Rank
ITA Omega Ratio Rank: 4343
Omega Ratio Rank
ITA Calmar Ratio Rank: 4545
Calmar Ratio Rank
ITA Martin Ratio Rank: 3838
Martin Ratio Rank

SHY
SHY Risk / Return Rank: 8686
Overall Rank
SHY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SHY Sortino Ratio Rank: 9292
Sortino Ratio Rank
SHY Omega Ratio Rank: 8989
Omega Ratio Rank
SHY Calmar Ratio Rank: 8080
Calmar Ratio Rank
SHY Martin Ratio Rank: 8383
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.

ITA vs. SHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aerospace & Defense ETF (ITA) and iShares 1-3 Year Treasury Bond ETF (SHY). 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.


ITASHYDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.87

Omega ratioGain probability vs. loss probability

1.25

1.50

-0.25

Calmar ratioReturn relative to maximum drawdown

1.97

3.64

-1.67

Martin ratioReturn relative to average drawdown

5.20

14.45

-9.25

ITA vs. SHY - Sharpe Ratio Comparison

The current ITA Sharpe Ratio is 1.43, which is lower than the SHY Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of ITA and SHY, 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

ITA vs. SHY - Drawdown Comparison

The maximum ITA drawdown since its inception was -59.72%, which is greater than SHY's maximum drawdown of -5.71%. Use the drawdown chart below to compare losses from any high point for ITA and SHY.


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Drawdown Indicators


ITASHYDifference

Max Drawdown

Largest peak-to-trough decline

-59.72%

-5.71%

-54.01%

Max Drawdown (1Y)

Largest decline over 1 year

-15.82%

-0.89%

-14.93%

Max Drawdown (3Y)

Largest decline over 3 years

-15.82%

-0.97%

-14.85%

Max Drawdown (5Y)

Largest decline over 5 years

-18.72%

-5.71%

-13.01%

Max Drawdown (10Y)

Largest decline over 10 years

-51.00%

-5.71%

-45.29%

Current Drawdown

Current decline from peak

-6.64%

-0.18%

-6.46%

Average Drawdown

Average peak-to-trough decline

-9.45%

-0.52%

-8.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.97%

0.22%

+5.75%

Volatility

ITA vs. SHY - Volatility Comparison

iShares U.S. Aerospace & Defense ETF (ITA) has a higher volatility of 9.07% compared to iShares 1-3 Year Treasury Bond ETF (SHY) at 0.40%. This indicates that ITA's price experiences larger fluctuations and is considered to be riskier than SHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITASHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.07%

0.40%

+8.67%

Volatility (6M)

Calculated over the trailing 6-month period

18.47%

0.95%

+17.52%

Volatility (1Y)

Calculated over the trailing 1-year period

21.74%

1.33%

+20.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.21%

1.99%

+18.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.22%

1.57%

+21.65%

ITA vs. SHY - Expense Ratio Comparison

ITA has a 0.38% expense ratio, which is higher than SHY's 0.15% expense ratio.


Dividends

ITA vs. SHY - Dividend Comparison

ITA's dividend yield for the trailing twelve months is around 0.46%, less than SHY's 3.68% yield.


PositionTTM20252024202320222021202020192018201720162015
ITA
iShares U.S. Aerospace & Defense ETF
0.46%0.55%0.85%0.93%0.95%0.82%1.07%1.54%1.13%0.91%1.07%1.04%
SHY
iShares 1-3 Year Treasury Bond ETF
3.68%3.81%3.92%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%

Frequently Asked Questions


ITA and SHY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITA has higher volatility (9.07%) compared to SHY (0.40%). In terms of maximum drawdown, ITA dropped -59.72% vs SHY's -5.71%.

On 10-year performance, ITA leads with 15.34% vs 1.65% for SHY. On fees, SHY is cheaper at 0.15% per year. On volatility, SHY has been the lower-risk option at 0.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ITA has performed better with a 15.34% return vs 1.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHY is cheaper with a 0.15% expense ratio, compared with 0.38% for ITA.

SHY has the higher dividend yield at 3.68%, compared with 0.46% for ITA.

ITA is categorized as Aerospace & Defense, while SHY is Government Bonds. ITA tracks Dow Jones U.S. Select Aerospace & Defense Index, while SHY tracks ICE US Treasury 1-3 Year Index. Their fees differ too: 0.38% for ITA and 0.15% for SHY.

SHY currently has the higher Sharpe Ratio (2.43 vs 1.43), 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 ITA and SHY

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