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SHY vs. FLTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHY vs. FLTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 1-3 Year Treasury Bond ETF (SHY) and Fidelity Limited Term Bond ETF (FLTB). 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 0.76% return, which is significantly lower than FLTB's 1.06% return. Over the past 10 years, SHY has underperformed FLTB with an annualized return of 1.66%, while FLTB has yielded a comparatively higher 2.43% annualized return.


SHY

1D
0.00%
1M
0.14%
6M
0.77%
YTD
0.76%
1Y
3.07%
3Y*
4.13%
5Y*
1.80%
10Y*
1.66%

FLTB

1D
-0.06%
1M
0.06%
6M
0.92%
YTD
1.06%
1Y
4.04%
3Y*
5.51%
5Y*
2.31%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHY vs. FLTB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHY
iShares 1-3 Year Treasury Bond ETF
0.76%4.95%3.92%4.16%-3.88%-0.71%3.03%3.38%1.46%0.26%
FLTB
Fidelity Limited Term Bond ETF
1.06%6.60%5.14%5.94%-5.88%-1.20%5.57%5.87%1.06%2.10%

Correlation

The correlation between SHY and FLTB is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.77

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

0.82

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

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2014

0.64

The correlation between SHY and FLTB shifts across timeframes, from 0.64 (all time) to 0.82 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SHY vs. FLTB — Risk / Return Rank

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

SHY
SHY Risk / Return Rank: 8787
Overall Rank
SHY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SHY Sortino Ratio Rank: 9191
Sortino Ratio Rank
SHY Omega Ratio Rank: 8989
Omega Ratio Rank
SHY Calmar Ratio Rank: 8282
Calmar Ratio Rank
SHY Martin Ratio Rank: 8585
Martin Ratio Rank

FLTB
FLTB Risk / Return Rank: 7676
Overall Rank
FLTB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FLTB Sortino Ratio Rank: 8383
Sortino Ratio Rank
FLTB Omega Ratio Rank: 7878
Omega Ratio Rank
FLTB Calmar Ratio Rank: 6767
Calmar Ratio Rank
FLTB 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. FLTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year Treasury Bond ETF (SHY) and Fidelity Limited Term Bond ETF (FLTB). 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.


SHYFLTBDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.45

1.36

+0.09

Calmar ratioReturn relative to maximum drawdown

3.47

2.67

+0.81

Martin ratioReturn relative to average drawdown

13.62

11.18

+2.44

SHY vs. FLTB - Sharpe Ratio Comparison

The current SHY Sharpe Ratio is 2.23, which is comparable to the FLTB Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of SHY and FLTB, 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. FLTB - Drawdown Comparison

The maximum SHY drawdown since its inception was -5.71%, smaller than the maximum FLTB drawdown of -9.37%. Use the drawdown chart below to compare losses from any high point for SHY and FLTB.


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Drawdown Indicators


SHYFLTBDifference

Max Drawdown

Largest peak-to-trough decline

-5.71%

-9.37%

+3.66%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-1.52%

+0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-1.52%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

-9.26%

+3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

-9.37%

+3.66%

Current Drawdown

Current decline from peak

0.00%

-0.14%

+0.14%

Average Drawdown

Average peak-to-trough decline

-0.52%

-1.39%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

0.36%

-0.13%

Volatility

SHY vs. FLTB - Volatility Comparison

iShares 1-3 Year Treasury Bond ETF (SHY) and Fidelity Limited Term Bond ETF (FLTB) have volatilities of 0.52% and 0.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYFLTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

0.53%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.06%

1.67%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

1.39%

2.10%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.00%

2.81%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.57%

2.94%

-1.37%

SHY vs. FLTB - Expense Ratio Comparison

SHY has a 0.15% expense ratio, which is lower than FLTB'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. FLTB - Dividend Comparison

SHY's dividend yield for the trailing twelve months is around 3.65%, less than FLTB's 4.37% yield.


PositionTTM20252024202320222021202020192018201720162015
FLTB
Fidelity Limited Term Bond ETF
4.37%4.31%4.11%3.20%1.63%0.89%1.56%2.67%2.50%1.78%1.59%1.63%
SHY
iShares 1-3 Year Treasury Bond ETF
3.65%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 FLTB have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLTB has higher volatility (0.53%) compared to SHY (0.52%). In terms of maximum drawdown, SHY dropped -5.71% vs FLTB's -9.37%.

On 10-year performance, FLTB leads with 2.43% vs 1.66% for SHY. On fees, SHY is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FLTB has performed better with a 2.43% return vs 1.66%. 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 FLTB.

FLTB has the higher dividend yield at 4.37%, compared with 3.65% for SHY.

SHY is categorized as Government Bonds, while FLTB is Short-Term Bond. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.15% for SHY and 0.25% for FLTB.

SHY currently has the higher Sharpe Ratio (2.23 vs 1.94), 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 FLTB

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