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SGOV vs. SHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOV vs. SHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-3 Month Treasury Bond ETF (SGOV) 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, SGOV achieves a 1.51% return, which is significantly higher than SHY's 0.43% return.


SGOV

1D
0.01%
1M
0.29%
YTD
1.51%
6M
1.80%
1Y
3.95%
3Y*
4.72%
5Y*
3.54%
10Y*

SHY

1D
-0.05%
1M
0.08%
YTD
0.43%
6M
0.69%
1Y
3.32%
3Y*
4.03%
5Y*
1.71%
10Y*
1.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOV vs. SHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SGOV
iShares 0-3 Month Treasury Bond ETF
1.51%4.24%5.27%5.12%1.58%0.04%0.05%
SHY
iShares 1-3 Year Treasury Bond ETF
0.43%4.95%3.92%4.16%-3.88%-0.71%0.11%

Correlation

The correlation between SGOV and SHY is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.11

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

0.10

Correlation (All Time)
Calculated using the full available price history since May 29, 2020

0.10

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Return for Risk

SGOV vs. SHY — Risk / Return Rank

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

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
Martin Ratio Rank

SHY
SHY Risk / Return Rank: 7979
Overall Rank
SHY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SHY Sortino Ratio Rank: 8888
Sortino Ratio Rank
SHY Omega Ratio Rank: 8282
Omega Ratio Rank
SHY Calmar Ratio Rank: 7373
Calmar Ratio Rank
SHY Martin Ratio Rank: 7777
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.

SGOV vs. SHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) 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.


SGOVSHYDifference

Sharpe ratio

Return per unit of total volatility

20.28

2.49

+17.79

Sortino ratio

Return per unit of downside risk

275.69

4.10

+271.58

Omega ratio

Gain probability vs. loss probability

195.55

1.51

+194.05

Calmar ratio

Return relative to maximum drawdown

398.20

3.75

+394.45

Martin ratio

Return relative to average drawdown

4,462.00

15.21

+4,446.79

SGOV vs. SHY - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.28, which is higher than the SHY Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of SGOV 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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Sharpe Ratios by Period


SGOVSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

20.28

2.49

+17.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

14.73

0.87

+13.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

12.48

1.28

+11.20

Drawdowns

SGOV vs. SHY - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum SHY drawdown of -5.71%. Use the drawdown chart below to compare losses from any high point for SGOV and SHY.


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Drawdown Indicators


SGOVSHYDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-5.71%

+5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-0.89%

+0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-0.97%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

-5.71%

+5.68%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

Current Drawdown

Current decline from peak

0.00%

-0.31%

+0.31%

Average Drawdown

Average peak-to-trough decline

-0.00%

-0.52%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.22%

-0.22%

Volatility

SGOV vs. SHY - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while iShares 1-3 Year Treasury Bond ETF (SHY) has a volatility of 0.35%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky 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


SGOVSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

0.35%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

0.92%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

1.34%

-1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

1.98%

-1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

1.57%

-1.33%

SGOV vs. SHY - Expense Ratio Comparison

SGOV has a 0.09% expense ratio, which is lower than SHY's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SGOV vs. SHY - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.86%, more than SHY's 3.68% yield.


PositionTTM20252024202320222021202020192018201720162015
SGOV
iShares 0-3 Month Treasury Bond ETF
3.86%4.10%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%
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


SGOV and SHY have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHY has higher volatility (0.35%) compared to SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs SHY's -5.71%.

On 5-year performance, SGOV leads with 3.54% vs 1.71% for SHY. On fees, SGOV is cheaper at 0.09% per year. On volatility, SGOV has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SGOV has performed better with a 3.54% return vs 1.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SGOV is cheaper with a 0.09% expense ratio, compared with 0.15% for SHY.

SGOV has the higher dividend yield at 3.86%, compared with 3.68% for SHY.

SGOV is categorized as Ultrashort Bond, while SHY is Government Bonds. SGOV tracks ICE 0-3 Month US Treasury Securities Index, while SHY tracks ICE US Treasury 1-3 Year Index. Their fees differ too: 0.09% for SGOV and 0.15% for SHY.

SGOV currently has the higher Sharpe Ratio (20.28 vs 2.49), 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 SGOV and SHY

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