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RAVI vs. SHV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RAVI vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Ultra-Short Income ETF (RAVI) 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, RAVI achieves a 1.69% return, which is significantly higher than SHV's 1.60% return. Over the past 10 years, RAVI has outperformed SHV with an annualized return of 2.67%, while SHV has yielded a comparatively lower 2.23% annualized return.


RAVI

1D
0.05%
1M
0.30%
YTD
1.69%
6M
1.79%
1Y
4.37%
3Y*
5.17%
5Y*
3.54%
10Y*
2.67%

SHV

1D
0.02%
1M
0.26%
YTD
1.60%
6M
1.70%
1Y
3.83%
3Y*
4.61%
5Y*
3.35%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RAVI vs. SHV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RAVI
FlexShares Ultra-Short Income ETF
1.69%4.98%5.67%5.55%0.15%-0.04%2.06%3.49%1.65%1.22%
SHV
iShares 0-1 Year Treasury Bond ETF
1.60%4.21%5.12%5.04%0.94%-0.10%0.81%2.36%1.72%0.67%

Correlation

The correlation between RAVI and SHV is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.25

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

0.37

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

0.27

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.26

The correlation between RAVI and SHV shifts across timeframes, from 0.25 (3 years) to 0.37 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

RAVI vs. SHV — Risk / Return Rank

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

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

RAVI vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Ultra-Short Income ETF (RAVI) 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.


RAVISHVDifference
Sharpe ratioReturn per unit of total volatility

-7.82

Sortino ratioReturn per unit of downside risk

-74.54

Omega ratioGain probability vs. loss probability

5.23

35.59

-30.36

Calmar ratioReturn relative to maximum drawdown

37.51

141.48

-103.97

Martin ratioReturn relative to average drawdown

214.85

1,585.41

-1,370.56

RAVI vs. SHV - Sharpe Ratio Comparison

The current RAVI Sharpe Ratio is 10.73, which is lower than the SHV Sharpe Ratio of 18.56. The chart below compares the historical Sharpe Ratios of RAVI 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

RAVI vs. SHV - Drawdown Comparison

The maximum RAVI drawdown since its inception was -3.72%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for RAVI and SHV.


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Drawdown Indicators


RAVISHVDifference

Max Drawdown

Largest peak-to-trough decline

-3.72%

-0.45%

-3.27%

Max Drawdown (1Y)

Largest decline over 1 year

-0.12%

-0.03%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-0.36%

-0.03%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-3.28%

-0.38%

-2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-3.72%

-0.45%

-3.27%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.17%

-0.03%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

0.00%

+0.02%

Volatility

RAVI vs. SHV - Volatility Comparison

FlexShares Ultra-Short Income ETF (RAVI) has a higher volatility of 0.13% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.07%. This indicates that RAVI'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


RAVISHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

0.07%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.31%

0.13%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

0.41%

0.21%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.41%

0.29%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.28%

0.28%

+1.00%

RAVI vs. SHV - Expense Ratio Comparison

RAVI has a 0.25% 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

RAVI vs. SHV - Dividend Comparison

RAVI's dividend yield for the trailing twelve months is around 4.37%, more than SHV's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
RAVI
FlexShares Ultra-Short Income ETF
4.37%4.59%5.34%4.55%1.70%0.90%1.29%2.53%2.22%1.28%0.90%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


RAVI and SHV have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RAVI has higher volatility (0.13%) compared to SHV (0.07%). In terms of maximum drawdown, RAVI dropped -3.72% vs SHV's -0.45%.

On 10-year performance, RAVI leads with 2.67% vs 2.23% 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 10-year period, RAVI has performed better with a 2.67% return vs 2.23%. 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 0.25% for RAVI.

RAVI has the higher dividend yield at 4.37%, compared with 3.83% for SHV.

RAVI is categorized as Ultrashort Bond, while SHV is Government Bonds. They also come from different issuers: FlexShares and iShares. Their fees differ too: 0.25% for RAVI and 0.15% for SHV.

SHV currently has the higher Sharpe Ratio (18.56 vs 10.73), 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 RAVI and SHV

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