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RSBA vs. SHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSBA vs. SHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked Bonds & Merger Arbitrage ETF (RSBA) and iShares 1-3 Year Treasury Bond ETF (SHY). The values are adjusted to include any dividend payments, if applicable.

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RSBA vs. SHY - Yearly Performance Comparison


2026 (YTD)20252024
RSBA
Return Stacked Bonds & Merger Arbitrage ETF
-0.50%7.73%-0.04%
SHY
iShares 1-3 Year Treasury Bond ETF
0.27%4.95%0.37%

Returns By Period

In the year-to-date period, RSBA achieves a -0.50% return, which is significantly lower than SHY's 0.27% return.


RSBA

1D
0.26%
1M
-1.77%
YTD
-0.50%
6M
0.52%
1Y
4.00%
3Y*
5Y*
10Y*

SHY

1D
0.08%
1M
-0.47%
YTD
0.27%
6M
1.34%
1Y
3.61%
3Y*
3.88%
5Y*
1.70%
10Y*
1.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSBA vs. SHY - Expense Ratio Comparison

RSBA has a 0.96% expense ratio, which is higher than SHY's 0.15% expense ratio.


Return for Risk

RSBA vs. SHY — Risk / Return Rank

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

RSBA
RSBA Risk / Return Rank: 4343
Overall Rank
RSBA Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
RSBA Sortino Ratio Rank: 4040
Sortino Ratio Rank
RSBA Omega Ratio Rank: 3434
Omega Ratio Rank
RSBA Calmar Ratio Rank: 5858
Calmar Ratio Rank
RSBA Martin Ratio Rank: 4343
Martin Ratio Rank

SHY
SHY Risk / Return Rank: 9696
Overall Rank
SHY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SHY Sortino Ratio Rank: 9898
Sortino Ratio Rank
SHY Omega Ratio Rank: 9797
Omega Ratio Rank
SHY Calmar Ratio Rank: 9696
Calmar Ratio Rank
SHY Martin Ratio Rank: 9696
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.

RSBA vs. SHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Merger Arbitrage ETF (RSBA) 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.


RSBASHYDifference

Sharpe ratio

Return per unit of total volatility

0.77

2.50

-1.74

Sortino ratio

Return per unit of downside risk

1.11

4.12

-3.01

Omega ratio

Gain probability vs. loss probability

1.14

1.52

-0.39

Calmar ratio

Return relative to maximum drawdown

1.47

4.15

-2.68

Martin ratio

Return relative to average drawdown

4.02

16.03

-12.01

RSBA vs. SHY - Sharpe Ratio Comparison

The current RSBA Sharpe Ratio is 0.77, which is lower than the SHY Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of RSBA and SHY, 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


RSBASHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

2.50

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

1.29

-0.20

Correlation

The correlation between RSBA and SHY is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

RSBA vs. SHY - Dividend Comparison

RSBA's dividend yield for the trailing twelve months is around 3.39%, less than SHY's 3.75% yield.


TTM20252024202320222021202020192018201720162015
RSBA
Return Stacked Bonds & Merger Arbitrage ETF
3.39%3.37%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHY
iShares 1-3 Year Treasury Bond ETF
3.75%3.81%3.92%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%

Drawdowns

RSBA vs. SHY - Drawdown Comparison

The maximum RSBA drawdown since its inception was -2.83%, smaller than the maximum SHY drawdown of -5.71%. Use the drawdown chart below to compare losses from any high point for RSBA and SHY.


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Drawdown Indicators


RSBASHYDifference

Max Drawdown

Largest peak-to-trough decline

-2.83%

-5.71%

+2.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-0.89%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

Current Drawdown

Current decline from peak

-1.81%

-0.47%

-1.34%

Average Drawdown

Average peak-to-trough decline

-0.70%

-0.52%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.23%

+0.80%

Volatility

RSBA vs. SHY - Volatility Comparison

Return Stacked Bonds & Merger Arbitrage ETF (RSBA) has a higher volatility of 2.18% compared to iShares 1-3 Year Treasury Bond ETF (SHY) at 0.58%. This indicates that RSBA'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


RSBASHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

0.58%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.17%

0.89%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

5.25%

1.45%

+3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.18%

1.97%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.18%

1.56%

+3.62%