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SHV vs. GOVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHV vs. GOVT - Performance Comparison

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

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Returns By Period

In the year-to-date period, SHV achieves a 1.42% return, which is significantly higher than GOVT's -0.11% return. Over the past 10 years, SHV has outperformed GOVT with an annualized return of 2.23%, while GOVT has yielded a comparatively lower 0.87% annualized return.


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%

GOVT

1D
-0.18%
1M
0.11%
YTD
-0.11%
6M
-0.34%
1Y
3.87%
3Y*
2.83%
5Y*
-0.45%
10Y*
0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHV vs. GOVT - 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%
GOVT
iShares U.S. Treasury Bond ETF
-0.11%3.77%2.95%4.17%-13.39%-1.11%7.28%7.36%0.26%2.19%

Correlation

The correlation between SHV and GOVT is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.23

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

0.29

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

0.25

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2012

0.19

The correlation between SHV and GOVT shifts across timeframes, from 0.18 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SHV vs. GOVT — 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

GOVT
GOVT Risk / Return Rank: 2828
Overall Rank
GOVT Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GOVT Sortino Ratio Rank: 2929
Sortino Ratio Rank
GOVT Omega Ratio Rank: 2727
Omega Ratio Rank
GOVT Calmar Ratio Rank: 2828
Calmar Ratio Rank
GOVT Martin Ratio Rank: 2828
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. GOVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-1 Year Treasury Bond ETF (SHV) and iShares U.S. Treasury Bond ETF (GOVT). 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.


SHVGOVTDifference

Sharpe ratio

Return per unit of total volatility

19.49

1.07

+18.42

Sortino ratio

Return per unit of downside risk

149.54

1.62

+147.92

Omega ratio

Gain probability vs. loss probability

53.77

1.18

+52.58

Calmar ratio

Return relative to maximum drawdown

431.38

1.36

+430.02

Martin ratio

Return relative to average drawdown

2,419.80

4.01

+2,415.79

SHV vs. GOVT - Sharpe Ratio Comparison

The current SHV Sharpe Ratio is 19.49, which is higher than the GOVT Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SHV and GOVT, 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


SHVGOVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

19.49

1.07

+18.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

11.56

-0.08

+11.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.09

0.17

+7.92

Sharpe Ratio (All Time)

Calculated using the full available price history

4.50

0.26

+4.24

Drawdowns

SHV vs. GOVT - Drawdown Comparison

The maximum SHV drawdown since its inception was -0.45%, smaller than the maximum GOVT drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for SHV and GOVT.


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Drawdown Indicators


SHVGOVTDifference

Max Drawdown

Largest peak-to-trough decline

-0.45%

-19.07%

+18.62%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-2.85%

+2.84%

Max Drawdown (3Y)

Largest decline over 3 years

-0.03%

-5.43%

+5.40%

Max Drawdown (5Y)

Largest decline over 5 years

-0.40%

-16.60%

+16.20%

Max Drawdown (10Y)

Largest decline over 10 years

-0.45%

-19.07%

+18.62%

Current Drawdown

Current decline from peak

0.00%

-7.17%

+7.17%

Average Drawdown

Average peak-to-trough decline

-0.03%

-5.25%

+5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.97%

-0.97%

Volatility

SHV vs. GOVT - Volatility Comparison

The current volatility for iShares 0-1 Year Treasury Bond ETF (SHV) is 0.05%, while iShares U.S. Treasury Bond ETF (GOVT) has a volatility of 1.09%. This indicates that SHV experiences smaller price fluctuations and is considered to be less risky than GOVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHVGOVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

1.09%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

0.12%

2.51%

-2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

3.63%

-3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.29%

6.04%

-5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.28%

5.22%

-4.94%

SHV vs. GOVT - Expense Ratio Comparison

SHV has a 0.15% expense ratio, which is higher than GOVT's 0.05% 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. GOVT - Dividend Comparison

SHV's dividend yield for the trailing twelve months is around 3.83%, more than GOVT's 3.59% yield.


PositionTTM20252024202320222021202020192018201720162015
GOVT
iShares U.S. Treasury Bond ETF
3.59%3.49%3.14%2.65%1.77%0.96%2.17%1.98%1.97%1.57%1.40%1.25%
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 GOVT have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOVT has higher volatility (1.09%) compared to SHV (0.05%). In terms of maximum drawdown, SHV dropped -0.45% vs GOVT's -19.07%.

On 10-year performance, SHV leads with 2.23% vs 0.87% for GOVT. On fees, GOVT is cheaper at 0.05% per year. On volatility, SHV 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 10-year period, SHV has performed better with a 2.23% return vs 0.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GOVT is cheaper with a 0.05% expense ratio, compared with 0.15% for SHV.

SHV has the higher dividend yield at 3.83%, compared with 3.59% for GOVT.

SHV tracks ICE Short US Treasury Securities Index, while GOVT tracks ICE U.S. Treasury Core Bond Index. Their fees differ too: 0.15% for SHV and 0.05% for GOVT.

SHV currently has the higher Sharpe Ratio (19.49 vs 1.07), 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 SHV and GOVT

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