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SHV vs. USFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SHV and USFR is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

SHV vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short Treasury Bond ETF (SHV) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

17.00%18.00%19.00%20.00%21.00%NovemberDecember2025FebruaryMarchApril
19.72%
21.33%
SHV
USFR

Key characteristics

Sharpe Ratio

SHV:

21.19

USFR:

15.70

Sortino Ratio

SHV:

283.43

USFR:

51.49

Omega Ratio

SHV:

133.51

USFR:

13.07

Calmar Ratio

SHV:

540.19

USFR:

82.36

Martin Ratio

SHV:

4,608.89

USFR:

696.34

Ulcer Index

SHV:

0.00%

USFR:

0.01%

Daily Std Dev

SHV:

0.23%

USFR:

0.31%

Max Drawdown

SHV:

-0.46%

USFR:

-1.36%

Current Drawdown

SHV:

0.00%

USFR:

0.00%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with SHV at 1.33% and USFR at 1.33%. Over the past 10 years, SHV has underperformed USFR with an annualized return of 1.82%, while USFR has yielded a comparatively higher 2.45% annualized return.


SHV

YTD

1.33%

1M

0.35%

6M

2.19%

1Y

4.87%

5Y*

2.45%

10Y*

1.82%

USFR

YTD

1.33%

1M

0.31%

6M

2.32%

1Y

4.82%

5Y*

2.79%

10Y*

2.45%

*Annualized

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SHV vs. USFR - Expense Ratio Comparison

Both SHV and USFR have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for SHV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SHV: 0.15%
Expense ratio chart for USFR: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USFR: 0.15%

Risk-Adjusted Performance

SHV vs. USFR — Risk-Adjusted Performance Rank

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

SHV
The Risk-Adjusted Performance Rank of SHV is 100100
Overall Rank
The Sharpe Ratio Rank of SHV is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of SHV is 100100
Sortino Ratio Rank
The Omega Ratio Rank of SHV is 100100
Omega Ratio Rank
The Calmar Ratio Rank of SHV is 100100
Calmar Ratio Rank
The Martin Ratio Rank of SHV is 100100
Martin Ratio Rank

USFR
The Risk-Adjusted Performance Rank of USFR is 100100
Overall Rank
The Sharpe Ratio Rank of USFR is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of USFR is 100100
Sortino Ratio Rank
The Omega Ratio Rank of USFR is 100100
Omega Ratio Rank
The Calmar Ratio Rank of USFR is 100100
Calmar Ratio Rank
The Martin Ratio Rank of USFR is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SHV vs. USFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short Treasury Bond ETF (SHV) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). 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.


The chart of Sharpe ratio for SHV, currently valued at 21.19, compared to the broader market-1.000.001.002.003.004.00
SHV: 21.19
USFR: 15.70
The chart of Sortino ratio for SHV, currently valued at 283.43, compared to the broader market-2.000.002.004.006.008.00
SHV: 283.43
USFR: 51.49
The chart of Omega ratio for SHV, currently valued at 133.51, compared to the broader market0.501.001.502.002.50
SHV: 133.51
USFR: 13.07
The chart of Calmar ratio for SHV, currently valued at 540.19, compared to the broader market0.002.004.006.008.0010.0012.00
SHV: 540.19
USFR: 82.36
The chart of Martin ratio for SHV, currently valued at 4608.89, compared to the broader market0.0020.0040.0060.00
SHV: 4,608.89
USFR: 696.34

The current SHV Sharpe Ratio is 21.19, which is higher than the USFR Sharpe Ratio of 15.70. The chart below compares the historical Sharpe Ratios of SHV and USFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio15.0016.0017.0018.0019.0020.0021.00NovemberDecember2025FebruaryMarchApril
21.19
15.70
SHV
USFR

Dividends

SHV vs. USFR - Dividend Comparison

SHV's dividend yield for the trailing twelve months is around 4.78%, which matches USFR's 4.77% yield.


TTM20242023202220212020201920182017201620152014
SHV
iShares Short Treasury Bond ETF
4.78%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%0.00%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
4.77%5.17%5.12%1.78%0.02%0.40%2.08%1.67%1.03%0.29%0.00%0.00%

Drawdowns

SHV vs. USFR - Drawdown Comparison

The maximum SHV drawdown since its inception was -0.46%, smaller than the maximum USFR drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for SHV and USFR. For additional features, visit the drawdowns tool.


-0.02%-0.02%-0.01%-0.01%0.00%NovemberDecember2025FebruaryMarchApril00
SHV
USFR

Volatility

SHV vs. USFR - Volatility Comparison

The current volatility for iShares Short Treasury Bond ETF (SHV) is 0.07%, while WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) has a volatility of 0.09%. This indicates that SHV experiences smaller price fluctuations and is considered to be less risky than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.04%0.05%0.06%0.07%0.08%0.09%0.10%NovemberDecember2025FebruaryMarchApril
0.07%
0.09%
SHV
USFR