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

Correlation

The correlation between SHV and VGSH is -0.01. 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.


Performance

SHV vs. VGSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short Treasury Bond ETF (SHV) and Vanguard Short-Term Treasury ETF (VGSH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SHV:

20.56

VGSH:

3.37

Sortino Ratio

SHV:

279.51

VGSH:

5.34

Omega Ratio

SHV:

131.53

VGSH:

1.71

Calmar Ratio

SHV:

534.41

VGSH:

5.65

Martin Ratio

SHV:

4,542.92

VGSH:

15.51

Ulcer Index

SHV:

0.00%

VGSH:

0.35%

Daily Std Dev

SHV:

0.24%

VGSH:

1.69%

Max Drawdown

SHV:

-0.46%

VGSH:

-5.70%

Current Drawdown

SHV:

0.00%

VGSH:

-0.43%

Returns By Period

In the year-to-date period, SHV achieves a 1.63% return, which is significantly lower than VGSH's 1.98% return. Over the past 10 years, SHV has outperformed VGSH with an annualized return of 1.84%, while VGSH has yielded a comparatively lower 1.48% annualized return.


SHV

YTD

1.63%

1M

0.34%

6M

2.14%

1Y

4.76%

3Y*

4.28%

5Y*

2.50%

10Y*

1.84%

VGSH

YTD

1.98%

1M

0.00%

6M

2.63%

1Y

5.63%

3Y*

2.90%

5Y*

1.15%

10Y*

1.48%

*Annualized

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iShares Short Treasury Bond ETF

Vanguard Short-Term Treasury ETF

SHV vs. VGSH - Expense Ratio Comparison

SHV has a 0.15% expense ratio, which is higher than VGSH's 0.04% 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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SHV vs. VGSH — 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

VGSH
The Risk-Adjusted Performance Rank of VGSH is 9898
Overall Rank
The Sharpe Ratio Rank of VGSH is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSH is 9898
Sortino Ratio Rank
The Omega Ratio Rank of VGSH is 9898
Omega Ratio Rank
The Calmar Ratio Rank of VGSH is 9898
Calmar Ratio Rank
The Martin Ratio Rank of VGSH is 9696
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. VGSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short Treasury Bond ETF (SHV) and Vanguard Short-Term Treasury ETF (VGSH). 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 current SHV Sharpe Ratio is 20.56, which is higher than the VGSH Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of SHV and VGSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SHV vs. VGSH - Dividend Comparison

SHV's dividend yield for the trailing twelve months is around 4.70%, more than VGSH's 4.18% yield.


TTM20242023202220212020201920182017201620152014
SHV
iShares Short Treasury Bond ETF
4.70%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%0.00%
VGSH
Vanguard Short-Term Treasury ETF
4.18%4.19%3.32%1.15%0.66%1.75%2.28%1.79%1.10%0.84%0.71%0.46%

Drawdowns

SHV vs. VGSH - Drawdown Comparison

The maximum SHV drawdown since its inception was -0.46%, smaller than the maximum VGSH drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for SHV and VGSH.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SHV vs. VGSH - Volatility Comparison

The current volatility for iShares Short Treasury Bond ETF (SHV) is 0.06%, while Vanguard Short-Term Treasury ETF (VGSH) has a volatility of 0.55%. This indicates that SHV experiences smaller price fluctuations and is considered to be less risky than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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