SHV vs. COST
SHV (iShares 0-1 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE Short US Treasury Securities Index, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, SHV returned 2.23%/yr vs 22.27%/yr for COST. At a correlation of -0.02, they often move in opposite directions.
Performance
SHV vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, SHV achieves a 1.53% return, which is significantly lower than COST's 14.24% return. Over the past 10 years, SHV has underperformed COST with an annualized return of 2.23%, while COST has yielded a comparatively higher 22.27% annualized return.
SHV
- 1D
- 0.03%
- 1M
- 0.26%
- YTD
- 1.53%
- 6M
- 1.73%
- 1Y
- 3.86%
- 3Y*
- 4.63%
- 5Y*
- 3.34%
- 10Y*
- 2.23%
COST
- 1D
- 0.68%
- 1M
- -6.35%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -0.24%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
SHV vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHV iShares 0-1 Year Treasury Bond ETF | 1.53% | 4.21% | 5.12% | 5.04% | 0.94% | -0.10% | 0.81% | 2.36% | 1.72% | 0.67% |
COST Costco Wholesale Corporation | 14.24% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between SHV and COST is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2007 | -0.02 |
The correlation between SHV and COST shifts across timeframes, from -0.02 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SHV vs. COST — Risk / Return Rank
SHV
COST
SHV vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-1 Year Treasury Bond ETF (SHV) and Costco Wholesale Corporation (COST). 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.
| SHV | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +19.57 | ||
| Sortino ratioReturn per unit of downside risk | +149.52 | ||
| Omega ratioGain probability vs. loss probability | 53.77 | 1.00 | +52.76 |
| Calmar ratioReturn relative to maximum drawdown | 431.38 | -0.10 | +431.48 |
| Martin ratioReturn relative to average drawdown | 2,419.80 | -0.22 | +2,420.02 |
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Drawdowns
SHV vs. COST - Drawdown Comparison
The maximum SHV drawdown since its inception was -0.45%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for SHV and COST.
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Drawdown Indicators
| SHV | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.45% | -53.39% | +52.94% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | -15.14% | +15.13% |
Max Drawdown (3Y)Largest decline over 3 years | -0.03% | -20.74% | +20.71% |
Max Drawdown (5Y)Largest decline over 5 years | -0.39% | -31.40% | +31.01% |
Max Drawdown (10Y)Largest decline over 10 years | -0.45% | -31.40% | +30.95% |
Current DrawdownCurrent decline from peak | 0.00% | -10.23% | +10.23% |
Average DrawdownAverage peak-to-trough decline | -0.03% | -13.36% | +13.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 6.67% | -6.67% |
Volatility
SHV vs. COST - Volatility Comparison
The current volatility for iShares 0-1 Year Treasury Bond ETF (SHV) is 0.04%, while Costco Wholesale Corporation (COST) has a volatility of 7.44%. This indicates that SHV experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHV | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.04% | 7.44% | -7.40% |
Volatility (6M)Calculated over the trailing 6-month period | 0.12% | 14.53% | -14.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.20% | 18.80% | -18.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.29% | 22.72% | -22.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.28% | 21.95% | -21.67% |
Dividends
SHV vs. COST - Dividend Comparison
SHV's dividend yield for the trailing twelve months is around 3.83%, more than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
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
SHV and COST have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.44%) compared to SHV (0.04%). In terms of maximum drawdown, SHV dropped -0.45% vs COST's -53.39%.
SHV currently has the higher Sharpe Ratio (19.49 vs -0.08), 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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