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SHY vs. GLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHY vs. GLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 1-3 Year Treasury Bond ETF (SHY) and abrdn Physical Precious Metals Basket Shares ETF (GLTR). 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 higher than GLTR's -4.66% return. Over the past 10 years, SHY has underperformed GLTR with an annualized return of 1.65%, while GLTR has yielded a comparatively higher 12.08% annualized return.


SHY

1D
-0.02%
1M
0.31%
YTD
0.55%
6M
0.80%
1Y
3.29%
3Y*
4.15%
5Y*
1.74%
10Y*
1.65%

GLTR

1D
0.30%
1M
-9.08%
YTD
-4.66%
6M
0.76%
1Y
38.86%
3Y*
29.97%
5Y*
14.04%
10Y*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHY vs. GLTR - 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%
GLTR
abrdn Physical Precious Metals Basket Shares ETF
-4.66%87.25%20.63%2.01%-0.25%-9.60%29.52%20.96%-2.85%12.94%

Correlation

The correlation between SHY and GLTR is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.25

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

0.31

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

0.30

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2010

0.26

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Return for Risk

SHY vs. GLTR — 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

GLTR
GLTR Risk / Return Rank: 3030
Overall Rank
GLTR Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GLTR Sortino Ratio Rank: 2929
Sortino Ratio Rank
GLTR Omega Ratio Rank: 3838
Omega Ratio Rank
GLTR Calmar Ratio Rank: 2727
Calmar Ratio Rank
GLTR Martin Ratio Rank: 2525
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. GLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year Treasury Bond ETF (SHY) and abrdn Physical Precious Metals Basket Shares ETF (GLTR). 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.


SHYGLTRDifference
Sharpe ratioReturn per unit of total volatility

+1.39

Sortino ratioReturn per unit of downside risk

+2.59

Omega ratioGain probability vs. loss probability

1.50

1.22

+0.27

Calmar ratioReturn relative to maximum drawdown

3.64

1.17

+2.46

Martin ratioReturn relative to average drawdown

14.45

2.88

+11.57

SHY vs. GLTR - Sharpe Ratio Comparison

The current SHY Sharpe Ratio is 2.43, which is higher than the GLTR Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of SHY and GLTR, 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. GLTR - Drawdown Comparison

The maximum SHY drawdown since its inception was -5.71%, smaller than the maximum GLTR drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for SHY and GLTR.


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Drawdown Indicators


SHYGLTRDifference

Max Drawdown

Largest peak-to-trough decline

-5.71%

-55.70%

+49.99%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-34.09%

+33.20%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-34.09%

+33.12%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

-34.09%

+28.38%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

-34.09%

+28.38%

Current Drawdown

Current decline from peak

-0.18%

-31.27%

+31.09%

Average Drawdown

Average peak-to-trough decline

-0.52%

-28.82%

+28.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

13.86%

-13.64%

Volatility

SHY vs. GLTR - Volatility Comparison

The current volatility for iShares 1-3 Year Treasury Bond ETF (SHY) is 0.40%, while abrdn Physical Precious Metals Basket Shares ETF (GLTR) has a volatility of 10.43%. This indicates that SHY experiences smaller price fluctuations and is considered to be less risky than GLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYGLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

10.43%

-10.03%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

36.24%

-35.29%

Volatility (1Y)

Calculated over the trailing 1-year period

1.33%

38.40%

-37.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.99%

23.87%

-21.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.57%

20.64%

-19.07%

SHY vs. GLTR - Expense Ratio Comparison

SHY has a 0.15% expense ratio, which is lower than GLTR's 0.60% expense ratio.


Dividends

SHY vs. GLTR - Dividend Comparison

SHY's dividend yield for the trailing twelve months is around 3.68%, while GLTR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GLTR
abrdn Physical Precious Metals Basket Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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 GLTR have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLTR has higher volatility (10.43%) compared to SHY (0.40%). In terms of maximum drawdown, SHY dropped -5.71% vs GLTR's -55.70%.

On 10-year performance, GLTR leads with 12.08% 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, GLTR has performed better with a 12.08% 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 0.60% for GLTR.

SHY has the higher dividend yield at 3.68%, compared with 0.00% for GLTR.

SHY is categorized as Government Bonds, while GLTR is Precious Metals. SHY tracks ICE US Treasury 1-3 Year Index, while GLTR tracks ETFS Physical Precious Metals Basket Index. They also come from different issuers: iShares and abrdn. Their fees differ too: 0.15% for SHY and 0.60% for GLTR.

SHY currently has the higher Sharpe Ratio (2.43 vs 1.04), 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

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