PortfoliosLab logoPortfoliosLab logo
SHY vs. AAXJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHY vs. AAXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 1-3 Year Treasury Bond ETF (SHY) and iShares MSCI All Country Asia ex-Japan ETF (AAXJ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SHY achieves a 0.55% return, which is significantly lower than AAXJ's 26.46% return. Over the past 10 years, SHY has underperformed AAXJ with an annualized return of 1.65%, while AAXJ has yielded a comparatively higher 10.34% annualized return.


SHY

1D
-0.02%
1M
0.19%
YTD
0.55%
6M
0.80%
1Y
3.29%
3Y*
4.15%
5Y*
1.74%
10Y*
1.65%

AAXJ

1D
0.46%
1M
0.61%
YTD
26.46%
6M
29.76%
1Y
48.69%
3Y*
22.11%
5Y*
6.41%
10Y*
10.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHY vs. AAXJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHY
iShares 1-3 Year Treasury Bond ETF
0.55%4.95%3.92%4.16%-3.88%-0.71%3.03%3.38%1.46%0.26%
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
26.46%31.53%10.41%4.79%-20.35%-5.73%23.35%17.93%-15.04%41.76%

Correlation

The correlation between SHY and AAXJ is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.15

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

0.11

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2008

-0.11

The correlation between SHY and AAXJ shifts across timeframes, from -0.11 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SHY vs. AAXJ — Risk / Return Rank

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

SHY
SHY Risk / Return Rank: 8686
Overall Rank
SHY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SHY Sortino Ratio Rank: 9292
Sortino Ratio Rank
SHY Omega Ratio Rank: 8989
Omega Ratio Rank
SHY Calmar Ratio Rank: 8080
Calmar Ratio Rank
SHY Martin Ratio Rank: 8383
Martin Ratio Rank

AAXJ
AAXJ Risk / Return Rank: 7575
Overall Rank
AAXJ Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AAXJ Sortino Ratio Rank: 7070
Sortino Ratio Rank
AAXJ Omega Ratio Rank: 7878
Omega Ratio Rank
AAXJ Calmar Ratio Rank: 7676
Calmar Ratio Rank
AAXJ Martin Ratio Rank: 7676
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.

SHY vs. AAXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year Treasury Bond ETF (SHY) and iShares MSCI All Country Asia ex-Japan ETF (AAXJ). 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.


SHYAAXJDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.50

1.40

+0.10

Calmar ratioReturn relative to maximum drawdown

3.64

3.41

+0.22

Martin ratioReturn relative to average drawdown

14.45

12.55

+1.90

SHY vs. AAXJ - Sharpe Ratio Comparison

The current SHY Sharpe Ratio is 2.43, which is comparable to the AAXJ Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of SHY and AAXJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SHY vs. AAXJ - Drawdown Comparison

The maximum SHY drawdown since its inception was -5.71%, smaller than the maximum AAXJ drawdown of -49.37%. Use the drawdown chart below to compare losses from any high point for SHY and AAXJ.


Loading charts...

Drawdown Indicators


SHYAAXJDifference

Max Drawdown

Largest peak-to-trough decline

-5.71%

-49.37%

+43.66%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-13.66%

+12.77%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-19.74%

+18.77%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

-40.64%

+34.93%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

-44.52%

+38.81%

Current Drawdown

Current decline from peak

-0.18%

-4.62%

+4.44%

Average Drawdown

Average peak-to-trough decline

-0.52%

-14.01%

+13.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

3.71%

-3.49%

Volatility

SHY vs. AAXJ - Volatility Comparison

The current volatility for iShares 1-3 Year Treasury Bond ETF (SHY) is 0.40%, while iShares MSCI All Country Asia ex-Japan ETF (AAXJ) has a volatility of 11.46%. This indicates that SHY experiences smaller price fluctuations and is considered to be less risky than AAXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SHYAAXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

11.46%

-11.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

19.71%

-18.76%

Volatility (1Y)

Calculated over the trailing 1-year period

1.33%

22.12%

-20.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.99%

20.32%

-18.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.57%

20.42%

-18.85%

SHY vs. AAXJ - Expense Ratio Comparison

SHY has a 0.15% expense ratio, which is lower than AAXJ's 0.68% expense ratio.


Dividends

SHY vs. AAXJ - Dividend Comparison

SHY's dividend yield for the trailing twelve months is around 3.68%, more than AAXJ's 1.43% yield.


PositionTTM20252024202320222021202020192018201720162015
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
1.43%1.81%1.86%1.95%1.74%2.21%1.06%1.83%2.10%1.99%1.77%2.44%
SHY
iShares 1-3 Year Treasury Bond ETF
3.68%3.81%3.92%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%

Frequently Asked Questions


SHY and AAXJ have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAXJ has higher volatility (11.46%) compared to SHY (0.40%). In terms of maximum drawdown, SHY dropped -5.71% vs AAXJ's -49.37%.

On 10-year performance, AAXJ leads with 10.34% vs 1.65% for SHY. On fees, SHY is cheaper at 0.15% per year. On volatility, SHY has been the lower-risk option at 0.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AAXJ has performed better with a 10.34% return vs 1.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHY is cheaper with a 0.15% expense ratio, compared with 0.68% for AAXJ.

SHY has the higher dividend yield at 3.68%, compared with 1.43% for AAXJ.

SHY is categorized as Government Bonds, while AAXJ is Asia Pacific Equities. SHY tracks ICE US Treasury 1-3 Year Index, while AAXJ tracks MSCI All Country Asia ex Japan Index. Their fees differ too: 0.15% for SHY and 0.68% for AAXJ.

SHY currently has the higher Sharpe Ratio (2.43 vs 2.11), 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 SHY and AAXJ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer