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SHV vs. IVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHV vs. IVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-1 Year Treasury Bond ETF (SHV) and Inventrust Properties Corp (IVT). 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 1.53% return, which is significantly lower than IVT's 25.09% return. Over the past 10 years, SHV has underperformed IVT with an annualized return of 2.23%, while IVT has yielded a comparatively higher 38.56% annualized return.


SHV

1D
0.03%
1M
0.30%
YTD
1.53%
6M
1.73%
1Y
3.86%
3Y*
4.63%
5Y*
3.34%
10Y*
2.23%

IVT

1D
-0.03%
1M
11.75%
YTD
25.09%
6M
22.53%
1Y
30.09%
3Y*
18.37%
5Y*
97.41%
10Y*
38.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHV vs. IVT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IVT
Inventrust Properties Corp
25.09%-3.19%23.02%11.01%-10.31%2,399.18%-28.43%3.60%3.33%-26.47%

Correlation

The correlation between SHV and IVT is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.09

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

0.04

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

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2014

0.04

The correlation between SHV and IVT shifts across timeframes, from 0.03 (10 years) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SHV vs. IVT — 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

IVT
IVT Risk / Return Rank: 8585
Overall Rank
IVT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IVT Sortino Ratio Rank: 8585
Sortino Ratio Rank
IVT Omega Ratio Rank: 8282
Omega Ratio Rank
IVT Calmar Ratio Rank: 8686
Calmar Ratio Rank
IVT Martin Ratio Rank: 8585
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. IVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-1 Year Treasury Bond ETF (SHV) and Inventrust Properties Corp (IVT). 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.


SHVIVTDifference
Sharpe ratioReturn per unit of total volatility

+17.74

Sortino ratioReturn per unit of downside risk

+147.01

Omega ratioGain probability vs. loss probability

53.77

1.30

+52.46

Calmar ratioReturn relative to maximum drawdown

431.38

3.32

+428.06

Martin ratioReturn relative to average drawdown

2,419.80

8.22

+2,411.58

SHV vs. IVT - Sharpe Ratio Comparison

The current SHV Sharpe Ratio is 19.49, which is higher than the IVT Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of SHV and IVT, 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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Drawdowns

SHV vs. IVT - Drawdown Comparison

The maximum SHV drawdown since its inception was -0.45%, smaller than the maximum IVT drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SHV and IVT.


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Drawdown Indicators


SHVIVTDifference

Max Drawdown

Largest peak-to-trough decline

-0.45%

-100.00%

+99.55%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-8.63%

+8.62%

Max Drawdown (3Y)

Largest decline over 3 years

-0.03%

-15.71%

+15.68%

Max Drawdown (5Y)

Largest decline over 5 years

-0.39%

-74.53%

+74.14%

Max Drawdown (10Y)

Largest decline over 10 years

-0.45%

-99.99%

+99.54%

Current Drawdown

Current decline from peak

0.00%

-0.03%

+0.03%

Average Drawdown

Average peak-to-trough decline

-0.03%

-41.06%

+41.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

3.50%

-3.50%

Volatility

SHV vs. IVT - Volatility Comparison

The current volatility for iShares 0-1 Year Treasury Bond ETF (SHV) is 0.04%, while Inventrust Properties Corp (IVT) has a volatility of 5.02%. This indicates that SHV experiences smaller price fluctuations and is considered to be less risky than IVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHVIVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.04%

5.02%

-4.98%

Volatility (6M)

Calculated over the trailing 6-month period

0.12%

11.16%

-11.04%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

16.39%

-16.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.29%

423.57%

-423.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.28%

297,800.29%

-297,800.01%

Dividends

SHV vs. IVT - Dividend Comparison

SHV's dividend yield for the trailing twelve months is around 3.83%, more than IVT's 2.75% yield.


PositionTTM20252024202320222021202020192018201720162015
IVT
Inventrust Properties Corp
2.75%3.37%3.00%3.40%3.47%0.82%1.72%3.51%0.00%1.13%4.18%0.77%
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 IVT have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVT has higher volatility (5.02%) compared to SHV (0.04%). In terms of maximum drawdown, SHV dropped -0.45% vs IVT's -100.00%.

SHV currently has the higher Sharpe Ratio (19.49 vs 1.75), 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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