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OBIL vs. SHV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OBIL vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 12 Month Bill ETF (OBIL) and iShares Short Treasury Bond ETF (SHV). The values are adjusted to include any dividend payments, if applicable.

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OBIL vs. SHV - Yearly Performance Comparison


2026 (YTD)2025202420232022
OBIL
US Treasury 12 Month Bill ETF
0.63%4.19%4.94%4.69%0.53%
SHV
iShares Short Treasury Bond ETF
0.82%4.21%5.12%5.04%0.53%

Returns By Period

In the year-to-date period, OBIL achieves a 0.63% return, which is significantly lower than SHV's 0.82% return.


OBIL

1D
0.00%
1M
0.15%
YTD
0.63%
6M
1.56%
1Y
3.80%
3Y*
4.41%
5Y*
10Y*

SHV

1D
0.01%
1M
0.28%
YTD
0.82%
6M
1.81%
1Y
3.99%
3Y*
4.68%
5Y*
3.19%
10Y*
2.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OBIL vs. SHV - Expense Ratio Comparison

Both OBIL and SHV have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

OBIL vs. SHV — Risk / Return Rank

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

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

OBIL vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 12 Month Bill ETF (OBIL) and iShares Short 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.


OBILSHVDifference

Sharpe ratio

Return per unit of total volatility

6.62

19.52

-12.90

Sortino ratio

Return per unit of downside risk

14.13

152.74

-138.60

Omega ratio

Gain probability vs. loss probability

3.32

54.89

-51.58

Calmar ratio

Return relative to maximum drawdown

27.56

441.44

-413.88

Martin ratio

Return relative to average drawdown

108.39

2,481.17

-2,372.78

OBIL vs. SHV - Sharpe Ratio Comparison

The current OBIL Sharpe Ratio is 6.62, which is lower than the SHV Sharpe Ratio of 19.52. The chart below compares the historical Sharpe Ratios of OBIL and SHV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OBILSHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.62

19.52

-12.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

11.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

7.88

Sharpe Ratio (All Time)

Calculated using the full available price history

5.35

4.44

+0.92

Correlation

The correlation between OBIL and SHV is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OBIL vs. SHV - Dividend Comparison

OBIL's dividend yield for the trailing twelve months is around 3.70%, less than SHV's 3.93% yield.


TTM20252024202320222021202020192018201720162015
OBIL
US Treasury 12 Month Bill ETF
3.70%3.83%4.56%4.92%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHV
iShares Short Treasury Bond ETF
3.93%4.09%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%

Drawdowns

OBIL vs. SHV - Drawdown Comparison

The maximum OBIL drawdown since its inception was -0.33%, smaller than the maximum SHV drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for OBIL and SHV.


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Drawdown Indicators


OBILSHVDifference

Max Drawdown

Largest peak-to-trough decline

-0.33%

-0.45%

+0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-0.14%

-0.01%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-0.42%

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

0.04%

0.00%

+0.04%

Volatility

OBIL vs. SHV - Volatility Comparison

US Treasury 12 Month Bill ETF (OBIL) has a higher volatility of 0.21% compared to iShares Short Treasury Bond ETF (SHV) at 0.05%. This indicates that OBIL'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


OBILSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.21%

0.05%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

0.35%

0.13%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

0.58%

0.21%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.84%

0.29%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.84%

0.28%

+0.56%