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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 0.43% return, which is significantly higher than IBIT's -28.88% return.


SHY

1D
0.07%
1M
0.11%
YTD
0.43%
6M
0.60%
1Y
2.87%
3Y*
4.10%
5Y*
1.75%
10Y*
1.62%

IBIT

1D
-3.26%
1M
-17.81%
YTD
-28.88%
6M
-28.88%
1Y
-39.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHY vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
SHY
iShares 1-3 Year Treasury Bond ETF
0.43%4.95%3.99%
IBIT
iShares Bitcoin Trust ETF
-28.88%-6.41%89.87%

Correlation

The correlation between SHY and IBIT is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

-0.01

The correlation between SHY and IBIT shifts across timeframes, from -0.01 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SHY vs. IBIT — Risk / Return Rank

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

SHY
SHY Risk / Return Rank: 7272
Overall Rank
SHY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SHY Sortino Ratio Rank: 7979
Sortino Ratio Rank
SHY Omega Ratio Rank: 7575
Omega Ratio Rank
SHY Calmar Ratio Rank: 6767
Calmar Ratio Rank
SHY Martin Ratio Rank: 7070
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 22
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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. 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

+3.01

Sortino ratioReturn per unit of downside risk

+4.57

Omega ratioGain probability vs. loss probability

1.42

0.86

+0.56

Calmar ratioReturn relative to maximum drawdown

3.24

-0.77

+4.01

Martin ratioReturn relative to average drawdown

12.62

-1.30

+13.92

SHY vs. IBIT - Sharpe Ratio Comparison

The current SHY Sharpe Ratio is 2.10, which is higher than the IBIT Sharpe Ratio of -0.90. 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 -52.11%. 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%

-52.11%

+46.40%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-52.11%

+51.22%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

Current Drawdown

Current decline from peak

-0.31%

-50.47%

+50.16%

Average Drawdown

Average peak-to-trough decline

-0.52%

-16.85%

+16.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

30.58%

-30.35%

Volatility

SHY vs. IBIT - Volatility Comparison

The current volatility for iShares 1-3 Year Treasury Bond ETF (SHY) is 0.50%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.18%. 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

0.50%

13.18%

-12.68%

Volatility (6M)

Calculated over the trailing 6-month period

1.01%

34.64%

-33.63%

Volatility (1Y)

Calculated over the trailing 1-year period

1.37%

44.31%

-42.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.99%

50.22%

-48.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.57%

50.22%

-48.65%

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 3.68%, 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
3.68%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 IBIT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (13.18%) compared to SHY (0.50%). In terms of maximum drawdown, SHY dropped -5.71% vs IBIT's -52.11%.

On 1-year performance, SHY leads with 2.87% vs -39.82% for IBIT. On fees, SHY is cheaper at 0.15% per year. On volatility, SHY has been the lower-risk option at 0.50%. 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 2.87% return vs -39.82%. 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 3.68%, 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 (2.10 vs -0.90), 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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