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SHV vs. NYF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHV vs. NYF - 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 New York Muni Bond ETF (NYF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SHV having a 1.51% return and NYF slightly higher at 1.58%. Over the past 10 years, SHV has outperformed NYF with an annualized return of 2.23%, while NYF has yielded a comparatively lower 1.76% annualized return.


SHV

1D
0.02%
1M
0.28%
YTD
1.51%
6M
1.73%
1Y
3.89%
3Y*
4.63%
5Y*
3.34%
10Y*
2.23%

NYF

1D
0.17%
1M
0.63%
YTD
1.58%
6M
1.84%
1Y
6.63%
3Y*
3.28%
5Y*
0.76%
10Y*
1.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHV vs. NYF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHV
iShares 0-1 Year Treasury Bond ETF
1.51%4.21%5.12%5.04%0.94%-0.10%0.81%2.36%1.72%0.67%
NYF
iShares New York Muni Bond ETF
1.58%3.64%1.13%5.76%-7.75%1.34%4.18%6.49%0.66%5.02%

Correlation

The correlation between SHV and NYF 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

0.19

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

0.27

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

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2007

0.10

The correlation between SHV and NYF shifts across timeframes, from 0.10 (all time) to 0.27 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SHV vs. NYF — 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

NYF
NYF Risk / Return Rank: 7777
Overall Rank
NYF Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
NYF Sortino Ratio Rank: 8888
Sortino Ratio Rank
NYF Omega Ratio Rank: 9191
Omega Ratio Rank
NYF Calmar Ratio Rank: 5858
Calmar Ratio Rank
NYF Martin Ratio Rank: 5858
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. NYF - 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 New York Muni Bond ETF (NYF). 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.


SHVNYFDifference
Sharpe ratioReturn per unit of total volatility

+17.06

Sortino ratioReturn per unit of downside risk

+145.74

Omega ratioGain probability vs. loss probability

53.64

1.52

+52.12

Calmar ratioReturn relative to maximum drawdown

430.34

2.41

+427.93

Martin ratioReturn relative to average drawdown

2,413.95

8.60

+2,405.34

SHV vs. NYF - Sharpe Ratio Comparison

The current SHV Sharpe Ratio is 19.48, which is higher than the NYF Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of SHV and NYF, 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. NYF - Drawdown Comparison

The maximum SHV drawdown since its inception was -0.45%, smaller than the maximum NYF drawdown of -13.12%. Use the drawdown chart below to compare losses from any high point for SHV and NYF.


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Drawdown Indicators


SHVNYFDifference

Max Drawdown

Largest peak-to-trough decline

-0.45%

-13.12%

+12.67%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-2.76%

+2.75%

Max Drawdown (3Y)

Largest decline over 3 years

-0.03%

-5.68%

+5.65%

Max Drawdown (5Y)

Largest decline over 5 years

-0.39%

-12.71%

+12.32%

Max Drawdown (10Y)

Largest decline over 10 years

-0.45%

-13.12%

+12.67%

Current Drawdown

Current decline from peak

0.00%

-0.50%

+0.50%

Average Drawdown

Average peak-to-trough decline

-0.03%

-2.31%

+2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.77%

-0.77%

Volatility

SHV vs. NYF - Volatility Comparison

The current volatility for iShares 0-1 Year Treasury Bond ETF (SHV) is 0.04%, while iShares New York Muni Bond ETF (NYF) has a volatility of 0.97%. This indicates that SHV experiences smaller price fluctuations and is considered to be less risky than NYF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHVNYFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.04%

0.97%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

0.12%

2.10%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

2.76%

-2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.29%

4.00%

-3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.28%

4.48%

-4.20%

SHV vs. NYF - Expense Ratio Comparison

SHV has a 0.15% expense ratio, which is lower than NYF's 0.25% 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

SHV vs. NYF - Dividend Comparison

SHV's dividend yield for the trailing twelve months is around 3.83%, more than NYF's 3.09% yield.


PositionTTM20252024202320222021202020192018201720162015
NYF
iShares New York Muni Bond ETF
3.09%2.99%2.77%2.36%2.04%1.85%1.98%2.19%2.48%2.46%2.43%2.60%
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 NYF 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.

NYF has higher volatility (0.97%) compared to SHV (0.04%). In terms of maximum drawdown, SHV dropped -0.45% vs NYF's -13.12%.

On 10-year performance, SHV leads with 2.23% vs 1.76% for NYF. On fees, SHV is cheaper at 0.15% per year. On volatility, SHV has been the lower-risk option at 0.04%. 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 1.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHV is cheaper with a 0.15% expense ratio, compared with 0.25% for NYF.

SHV has the higher dividend yield at 3.83%, compared with 3.09% for NYF.

SHV is categorized as Government Bonds, while NYF is Municipal Bonds. SHV tracks ICE Short US Treasury Securities Index, while NYF tracks S&P New York AMT-Free Municipal Bond Index. Their fees differ too: 0.15% for SHV and 0.25% for NYF.

SHV currently has the higher Sharpe Ratio (19.48 vs 2.41), 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

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