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KCSH vs. SHV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KCSH vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Sustainable Ultra Short Duration Index ETF (KCSH) 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

The year-to-date returns for both stocks are quite close, with KCSH having a 1.49% return and SHV slightly lower at 1.42%.


KCSH

1D
0.02%
1M
0.32%
YTD
1.49%
6M
1.83%
1Y
4.06%
3Y*
5Y*
10Y*

SHV

1D
0.00%
1M
0.27%
YTD
1.42%
6M
1.75%
1Y
3.90%
3Y*
4.64%
5Y*
3.31%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KCSH vs. SHV - Yearly Performance Comparison


Correlation

The correlation between KCSH and SHV 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 (All Time)
Calculated using the full available price history since Jul 29, 2024

0.17

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Return for Risk

KCSH vs. SHV — Risk / Return Rank

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

KCSH
KCSH Risk / Return Rank: 9595
Overall Rank
KCSH Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
KCSH Sortino Ratio Rank: 9393
Sortino Ratio Rank
KCSH Omega Ratio Rank: 9898
Omega Ratio Rank
KCSH Calmar Ratio Rank: 9494
Calmar Ratio Rank
KCSH Martin Ratio Rank: 9898
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.

KCSH vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Sustainable Ultra Short Duration Index ETF (KCSH) 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.


KCSHSHVDifference
Sharpe ratioReturn per unit of total volatility

-16.19

Sortino ratioReturn per unit of downside risk

-144.89

Omega ratioGain probability vs. loss probability

2.16

53.77

-51.61

Calmar ratioReturn relative to maximum drawdown

7.00

431.38

-424.38

Martin ratioReturn relative to average drawdown

59.08

2,419.80

-2,360.72

KCSH vs. SHV - Sharpe Ratio Comparison

The current KCSH Sharpe Ratio is 3.30, which is lower than the SHV Sharpe Ratio of 19.49. The chart below compares the historical Sharpe Ratios of KCSH 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


KCSHSHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.30

19.49

-16.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

11.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.09

Sharpe Ratio (All Time)

Calculated using the full available price history

3.26

4.50

-1.23

Drawdowns

KCSH vs. SHV - Drawdown Comparison

The maximum KCSH drawdown since its inception was -0.58%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for KCSH and SHV.


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Drawdown Indicators


KCSHSHVDifference

Max Drawdown

Largest peak-to-trough decline

-0.58%

-0.45%

-0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-0.58%

-0.01%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-0.45%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.03%

-0.03%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

0.00%

+0.07%

Volatility

KCSH vs. SHV - Volatility Comparison

KraneShares Sustainable Ultra Short Duration Index ETF (KCSH) has a higher volatility of 0.06% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.05%. This indicates that KCSH'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


KCSHSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

0.05%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.83%

0.12%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

1.24%

0.20%

+1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.33%

0.29%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.33%

0.28%

+1.05%

KCSH vs. SHV - Expense Ratio Comparison

KCSH 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

KCSH vs. SHV - Dividend Comparison

KCSH's dividend yield for the trailing twelve months is around 3.97%, more than SHV's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
KCSH
KraneShares Sustainable Ultra Short Duration Index ETF
3.97%4.35%2.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


KCSH and SHV 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.

KCSH has higher volatility (0.06%) compared to SHV (0.05%). In terms of maximum drawdown, KCSH dropped -0.58% vs SHV's -0.45%.

On 1-year performance, KCSH leads with 4.06% vs 3.90% for SHV. On fees, SHV is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, KCSH has performed better with a 4.06% return vs 3.90%. 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 KCSH.

KCSH has the higher dividend yield at 3.97%, compared with 3.83% for SHV.

KCSH is categorized as Ultrashort Bond, while SHV is Government Bonds. KCSH tracks Solactive ISS Sustainable Select 0-1 Year USD Corporate IG Index, while SHV tracks ICE Short US Treasury Securities Index. They also come from different issuers: KraneShares and iShares. Their fees differ too: 0.20% for KCSH and 0.15% for SHV.

SHV currently has the higher Sharpe Ratio (19.49 vs 3.30), 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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