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SHY vs. AVUV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHY vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 1-3 Year Treasury Bond ETF (SHY) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHY achieves a 0.55% return, which is significantly lower than AVUV's 22.73% 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%

AVUV

1D
0.96%
1M
5.11%
YTD
22.73%
6M
19.51%
1Y
42.12%
3Y*
19.24%
5Y*
11.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHY vs. AVUV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SHY
iShares 1-3 Year Treasury Bond ETF
0.55%4.95%3.92%4.16%-3.88%-0.71%3.03%0.57%
AVUV
Avantis US Small Cap Value ETF
22.73%7.44%9.28%22.82%-4.91%42.20%6.43%8.54%

Correlation

The correlation between SHY and AVUV is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.13

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

0.07

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

-0.00

The correlation between SHY and AVUV shifts across timeframes, from -0.00 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SHY vs. AVUV — 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

AVUV
AVUV Risk / Return Rank: 8484
Overall Rank
AVUV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 8484
Sortino Ratio Rank
AVUV Omega Ratio Rank: 7777
Omega Ratio Rank
AVUV Calmar Ratio Rank: 9191
Calmar Ratio Rank
AVUV 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.

SHY vs. AVUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year Treasury Bond ETF (SHY) and Avantis US Small Cap Value ETF (AVUV). 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.


SHYAVUVDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.50

1.39

+0.10

Calmar ratioReturn relative to maximum drawdown

3.64

5.06

-1.43

Martin ratioReturn relative to average drawdown

14.45

15.09

-0.64

SHY vs. AVUV - Sharpe Ratio Comparison

The current SHY Sharpe Ratio is 2.43, which is comparable to the AVUV Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of SHY and AVUV, 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

SHY vs. AVUV - Drawdown Comparison

The maximum SHY drawdown since its inception was -5.71%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for SHY and AVUV.


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Drawdown Indicators


SHYAVUVDifference

Max Drawdown

Largest peak-to-trough decline

-5.71%

-49.42%

+43.71%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-7.95%

+7.06%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-28.79%

+27.82%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

-28.79%

+23.08%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

Current Drawdown

Current decline from peak

-0.18%

0.00%

-0.18%

Average Drawdown

Average peak-to-trough decline

-0.52%

-7.91%

+7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

2.67%

-2.45%

Volatility

SHY vs. AVUV - Volatility Comparison

The current volatility for iShares 1-3 Year Treasury Bond ETF (SHY) is 0.40%, while Avantis US Small Cap Value ETF (AVUV) has a volatility of 4.53%. This indicates that SHY experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYAVUVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

4.53%

-4.13%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

11.34%

-10.39%

Volatility (1Y)

Calculated over the trailing 1-year period

1.33%

17.63%

-16.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.99%

22.75%

-20.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.57%

28.26%

-26.69%

SHY vs. AVUV - Expense Ratio Comparison

SHY has a 0.15% expense ratio, which is lower than AVUV'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

SHY vs. AVUV - Dividend Comparison

SHY's dividend yield for the trailing twelve months is around 3.68%, more than AVUV's 1.61% yield.


PositionTTM20252024202320222021202020192018201720162015
AVUV
Avantis US Small Cap Value ETF
1.61%1.58%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%
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 AVUV have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVUV has higher volatility (4.53%) compared to SHY (0.40%). In terms of maximum drawdown, SHY dropped -5.71% vs AVUV's -49.42%.

On 5-year performance, AVUV leads with 11.57% vs 1.74% 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 5-year period, AVUV has performed better with a 11.57% return vs 1.74%. 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 0.25% for AVUV.

SHY has the higher dividend yield at 3.68%, compared with 1.61% for AVUV.

SHY is categorized as Government Bonds, while AVUV is Small Cap Value Equities. They also come from different issuers: iShares and Avantis. Their fees differ too: 0.15% for SHY and 0.25% for AVUV.

SHY currently has the higher Sharpe Ratio (2.43 vs 2.28), 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 AVUV

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