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SHY vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHY vs. IBIT - 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 Bitcoin Trust ETF (IBIT). 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 higher than IBIT's -28.22% return.


SHY

1D
-0.01%
1M
0.07%
6M
0.55%
YTD
0.76%
1Y
2.53%
3Y*
4.19%
5Y*
1.78%
10Y*
1.65%
ALL TIME*
1.95%

IBIT

1D
-2.89%
1M
2.21%
6M
-24.95%
YTD
-28.22%
1Y
-44.50%
3Y*
5Y*
10Y*
ALL TIME*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.30B$1.34B$1.68B
$257.73M$267.74M$273.79M

SHY vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
SHY
iShares 1-3 Year Treasury Bond ETF
0.76%4.95%3.99%
IBIT
iShares Bitcoin Trust ETF
-28.22%-6.41%89.87%

Correlation

The correlation between SHY and IBIT is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.10

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

-0.00

The correlation between SHY and IBIT shifts across timeframes, from -0.00 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SHY vs. IBIT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SHY
SHY Risk / Return Rank: 9090
Overall Rank
SHY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SHY Sortino Ratio Rank: 9393
Sortino Ratio Rank
SHY Omega Ratio Rank: 9292
Omega Ratio Rank
SHY Calmar Ratio Rank: 8787
Calmar Ratio Rank
SHY Martin Ratio Rank: 8989
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 11
Overall Rank
IBIT Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 11
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SHY vs. IBIT - 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 Bitcoin Trust ETF (IBIT). 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.


SHYIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.26

Sortino ratioReturn per unit of downside risk

+5.09

Omega ratioGain probability vs. loss probability

1.45

0.83

+0.62

Calmar ratioReturn relative to maximum drawdown

3.43

-0.87

+4.30

Martin ratioReturn relative to average drawdown

13.40

-1.34

+14.74

SHY vs. IBIT - Sharpe Ratio Comparison

The current SHY Sharpe Ratio is 2.21, which is higher than the IBIT Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of SHY and IBIT, 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. IBIT - Drawdown Comparison

The maximum SHY drawdown since its inception was -5.71%, smaller than the maximum IBIT drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for SHY and IBIT.


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Drawdown Indicators


SHYIBITDifference

Max Drawdown

Largest peak-to-trough decline

-5.71%

-53.30%

+47.59%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-53.30%

+52.41%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-5.67%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

Current Drawdown

Current decline from peak

-0.01%

-50.01%

+50.00%

Average Drawdown

Average peak-to-trough decline

-0.52%

-18.24%

+17.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

34.66%

-34.43%

Volatility

SHY vs. IBIT - Volatility Comparison

The current volatility for iShares 1-3 Year Treasury Bond ETF (SHY) is 0.38%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.21%. This indicates that SHY experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

9.21%

-8.83%

Volatility (6M)

Calculated over the trailing 6-month period

1.07%

33.74%

-32.67%

Volatility (1Y)

Calculated over the trailing 1-year period

1.38%

44.46%

-43.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.00%

49.60%

-47.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.57%

49.60%

-48.03%

SHY vs. IBIT - Expense Ratio Comparison

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

SHY's dividend yield for the trailing twelve months is around 3.65%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBIT
iShares Bitcoin Trust 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
3.32%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 IBIT have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (9.21%) compared to SHY (0.38%). In terms of maximum drawdown, SHY dropped -5.71% vs IBIT's -53.30%.

On 1-year performance, SHY leads with 2.53% vs -44.50% for IBIT. On fees, SHY is cheaper at 0.15% per year. On volatility, SHY has been the lower-risk option at 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SHY has performed better with a 2.53% return vs -44.50%. 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 IBIT.

SHY has the higher dividend yield at 3.32%, compared with 0.00% for IBIT.

SHY is categorized as Government Bonds, while IBIT is Cryptocurrency. SHY tracks ICE US Treasury 1-3 Year Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.15% for SHY and 0.25% for IBIT.

SHY currently has the higher Sharpe Ratio (2.21 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

Find the right allocation for SHY and IBIT

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