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SHV vs. GBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHV vs. GBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-1 Year Treasury Bond ETF (SHV) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with SHV at 1.42% and GBIL at 1.42%.


SHV

1D
0.00%
1M
0.27%
YTD
1.42%
6M
1.75%
1Y
3.90%
3Y*
4.64%
5Y*
3.31%
10Y*
2.23%

GBIL

1D
0.02%
1M
0.28%
YTD
1.42%
6M
1.73%
1Y
3.91%
3Y*
4.64%
5Y*
3.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHV vs. GBIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHV
iShares 0-1 Year Treasury Bond ETF
1.42%4.21%5.12%5.04%0.94%-0.10%0.81%2.36%1.72%0.67%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
1.42%4.12%5.24%4.91%1.05%-0.08%0.79%2.31%1.78%0.69%

Correlation

The correlation between SHV and GBIL is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.56

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

0.63

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2016

0.47

The correlation between SHV and GBIL shifts across timeframes, from 0.47 (all time) to 0.63 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SHV vs. GBIL — Risk / Return Rank

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

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

GBIL
GBIL Risk / Return Rank: 100100
Overall Rank
GBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
GBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
GBIL Omega Ratio Rank: 100100
Omega Ratio Rank
GBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
GBIL 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.

SHV vs. GBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-1 Year Treasury Bond ETF (SHV) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). 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.


SHVGBILDifference
Sharpe ratioReturn per unit of total volatility

+2.61

Sortino ratioReturn per unit of downside risk

+46.65

Omega ratioGain probability vs. loss probability

53.77

39.42

+14.34

Calmar ratioReturn relative to maximum drawdown

431.38

196.43

+234.95

Martin ratioReturn relative to average drawdown

2,419.80

1,608.66

+811.13

SHV vs. GBIL - Sharpe Ratio Comparison

The current SHV Sharpe Ratio is 19.49, which is comparable to the GBIL Sharpe Ratio of 16.89. The chart below compares the historical Sharpe Ratios of SHV and GBIL, 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


SHVGBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

19.49

16.89

+2.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

11.56

5.78

+5.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.09

Sharpe Ratio (All Time)

Calculated using the full available price history

4.50

4.87

-0.37

Drawdowns

SHV vs. GBIL - Drawdown Comparison

The maximum SHV drawdown since its inception was -0.45%, smaller than the maximum GBIL drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for SHV and GBIL.


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Drawdown Indicators


SHVGBILDifference

Max Drawdown

Largest peak-to-trough decline

-0.45%

-0.76%

+0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-0.02%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-0.03%

-0.76%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-0.40%

-0.76%

+0.36%

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%

-0.04%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.00%

0.00%

Volatility

SHV vs. GBIL - Volatility Comparison

iShares 0-1 Year Treasury Bond ETF (SHV) has a higher volatility of 0.05% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.04%. This indicates that SHV's price experiences larger fluctuations and is considered to be riskier than GBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHVGBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

0.04%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.12%

0.14%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

0.23%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.29%

0.58%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.28%

0.47%

-0.19%

SHV vs. GBIL - Expense Ratio Comparison

SHV has a 0.15% expense ratio, which is higher than GBIL's 0.12% 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

SHV vs. GBIL - Dividend Comparison

SHV's dividend yield for the trailing twelve months is around 3.83%, more than GBIL's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
3.74%4.02%4.93%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%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


SHV and GBIL have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHV has higher volatility (0.05%) compared to GBIL (0.04%). In terms of maximum drawdown, SHV dropped -0.45% vs GBIL's -0.76%.

On 5-year performance, GBIL leads with 3.32% vs 3.31% for SHV. On fees, GBIL is cheaper at 0.12% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GBIL has performed better with a 3.32% return vs 3.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GBIL is cheaper with a 0.12% expense ratio, compared with 0.15% for SHV.

SHV has the higher dividend yield at 3.83%, compared with 3.74% for GBIL.

SHV tracks ICE Short US Treasury Securities Index, while GBIL tracks FTSE US Treasury 0-1 Year Composite Select Index. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.15% for SHV and 0.12% for GBIL.

SHV currently has the higher Sharpe Ratio (19.49 vs 16.89), 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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