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SHY vs. GOVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHY vs. GOVT - 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 U.S. Treasury Bond ETF (GOVT). 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 0.43% return, which is significantly higher than GOVT's -0.11% return. Over the past 10 years, SHY has outperformed GOVT with an annualized return of 1.65%, while GOVT has yielded a comparatively lower 0.87% annualized return.


SHY

1D
-0.05%
1M
0.08%
YTD
0.43%
6M
0.69%
1Y
3.32%
3Y*
4.03%
5Y*
1.71%
10Y*
1.65%

GOVT

1D
-0.18%
1M
0.11%
YTD
-0.11%
6M
-0.34%
1Y
3.87%
3Y*
2.83%
5Y*
-0.45%
10Y*
0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHY vs. GOVT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHY
iShares 1-3 Year Treasury Bond ETF
0.43%4.95%3.92%4.16%-3.88%-0.71%3.03%3.38%1.46%0.26%
GOVT
iShares U.S. Treasury Bond ETF
-0.11%3.77%2.95%4.17%-13.39%-1.11%7.28%7.36%0.26%2.19%

Correlation

The correlation between SHY and GOVT is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.83

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

0.80

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

0.76

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2012

0.74

The correlation between SHY and GOVT has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.

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Return for Risk

SHY vs. GOVT — Risk / Return Rank

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

SHY
SHY Risk / Return Rank: 7979
Overall Rank
SHY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SHY Sortino Ratio Rank: 8888
Sortino Ratio Rank
SHY Omega Ratio Rank: 8282
Omega Ratio Rank
SHY Calmar Ratio Rank: 7373
Calmar Ratio Rank
SHY Martin Ratio Rank: 7777
Martin Ratio Rank

GOVT
GOVT Risk / Return Rank: 2828
Overall Rank
GOVT Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GOVT Sortino Ratio Rank: 2929
Sortino Ratio Rank
GOVT Omega Ratio Rank: 2727
Omega Ratio Rank
GOVT Calmar Ratio Rank: 2828
Calmar Ratio Rank
GOVT Martin Ratio Rank: 2828
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. GOVT - 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 U.S. Treasury Bond ETF (GOVT). 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.


SHYGOVTDifference

Sharpe ratio

Return per unit of total volatility

2.49

1.07

+1.42

Sortino ratio

Return per unit of downside risk

4.10

1.62

+2.48

Omega ratio

Gain probability vs. loss probability

1.51

1.18

+0.32

Calmar ratio

Return relative to maximum drawdown

3.75

1.36

+2.39

Martin ratio

Return relative to average drawdown

15.21

4.01

+11.20

SHY vs. GOVT - Sharpe Ratio Comparison

The current SHY Sharpe Ratio is 2.49, which is higher than the GOVT Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SHY and GOVT, 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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Sharpe Ratios by Period


SHYGOVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

1.07

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

-0.08

+0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

0.17

+0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

0.26

+1.02

Drawdowns

SHY vs. GOVT - Drawdown Comparison

The maximum SHY drawdown since its inception was -5.71%, smaller than the maximum GOVT drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for SHY and GOVT.


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Drawdown Indicators


SHYGOVTDifference

Max Drawdown

Largest peak-to-trough decline

-5.71%

-19.07%

+13.36%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-2.85%

+1.96%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-5.43%

+4.46%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

-16.60%

+10.89%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

-19.07%

+13.36%

Current Drawdown

Current decline from peak

-0.31%

-7.17%

+6.86%

Average Drawdown

Average peak-to-trough decline

-0.52%

-5.25%

+4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.97%

-0.75%

Volatility

SHY vs. GOVT - Volatility Comparison

The current volatility for iShares 1-3 Year Treasury Bond ETF (SHY) is 0.35%, while iShares U.S. Treasury Bond ETF (GOVT) has a volatility of 1.09%. This indicates that SHY experiences smaller price fluctuations and is considered to be less risky than GOVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYGOVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.35%

1.09%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

0.92%

2.51%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

1.34%

3.63%

-2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

6.04%

-4.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.57%

5.22%

-3.65%

SHY vs. GOVT - Expense Ratio Comparison

SHY has a 0.15% expense ratio, which is higher than GOVT's 0.05% 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%.


Dividends

SHY vs. GOVT - Dividend Comparison

SHY's dividend yield for the trailing twelve months is around 3.68%, more than GOVT's 3.59% yield.


PositionTTM20252024202320222021202020192018201720162015
GOVT
iShares U.S. Treasury Bond ETF
3.59%3.49%3.14%2.65%1.77%0.96%2.17%1.98%1.97%1.57%1.40%1.25%
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 GOVT have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOVT has higher volatility (1.09%) compared to SHY (0.35%). In terms of maximum drawdown, SHY dropped -5.71% vs GOVT's -19.07%.

On 10-year performance, SHY leads with 1.65% vs 0.87% for GOVT. On fees, GOVT is cheaper at 0.05% per year. On volatility, SHY has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SHY has performed better with a 1.65% return vs 0.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GOVT is cheaper with a 0.05% expense ratio, compared with 0.15% for SHY.

SHY has the higher dividend yield at 3.68%, compared with 3.59% for GOVT.

SHY tracks ICE US Treasury 1-3 Year Index, while GOVT tracks ICE U.S. Treasury Core Bond Index. Their fees differ too: 0.15% for SHY and 0.05% for GOVT.

SHY currently has the higher Sharpe Ratio (2.49 vs 1.07), 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 GOVT

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