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SHY vs. ICSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHY vs. ICSH - 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 Ultra Short Duration Bond Active ETF (ICSH). 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 0.34% return, which is significantly lower than ICSH's 1.43% return. Over the past 10 years, SHY has underperformed ICSH with an annualized return of 1.63%, while ICSH has yielded a comparatively higher 2.77% annualized return.


SHY

1D
0.05%
1M
-0.19%
YTD
0.34%
6M
0.74%
1Y
3.33%
3Y*
4.04%
5Y*
1.70%
10Y*
1.63%

ICSH

1D
0.02%
1M
0.18%
YTD
1.43%
6M
1.75%
1Y
4.30%
3Y*
5.15%
5Y*
3.67%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHY vs. ICSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHY
iShares 1-3 Year Treasury Bond ETF
0.34%4.95%3.92%4.16%-3.88%-0.71%3.03%3.38%1.46%0.26%
ICSH
iShares Ultra Short Duration Bond Active ETF
1.43%4.96%5.52%5.58%0.97%0.16%1.61%3.17%2.25%1.63%

Correlation

The correlation between SHY and ICSH is 0.53, 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

0.53

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

0.58

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

0.57

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

0.34

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2013

0.27

Over the past year, SHY and ICSH have become more correlated (0.53) than their long-term average of 0.27, meaning their price movements have been converging.

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Return for Risk

SHY vs. ICSH — 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: 8585
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: 8282
Martin Ratio Rank

ICSH
ICSH Risk / Return Rank: 9999
Overall Rank
ICSH Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
ICSH Sortino Ratio Rank: 100100
Sortino Ratio Rank
ICSH Omega Ratio Rank: 9999
Omega Ratio Rank
ICSH Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICSH Martin Ratio Rank: 9999
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. ICSH - 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 Ultra Short Duration Bond Active ETF (ICSH). 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.


SHYICSHDifference
Sharpe ratioReturn per unit of total volatility

-8.49

Sortino ratioReturn per unit of downside risk

-23.25

Omega ratioGain probability vs. loss probability

1.51

6.56

-5.05

Calmar ratioReturn relative to maximum drawdown

3.76

43.67

-39.90

Martin ratioReturn relative to average drawdown

15.12

288.81

-273.68

SHY vs. ICSH - Sharpe Ratio Comparison

The current SHY Sharpe Ratio is 2.51, which is lower than the ICSH Sharpe Ratio of 11.01. The chart below compares the historical Sharpe Ratios of SHY and ICSH, 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


SHYICSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

11.01

-8.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

7.62

-6.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

2.63

-1.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

1.93

-0.65

Drawdowns

SHY vs. ICSH - Drawdown Comparison

The maximum SHY drawdown since its inception was -5.71%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for SHY and ICSH.


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Drawdown Indicators


SHYICSHDifference

Max Drawdown

Largest peak-to-trough decline

-5.71%

-3.94%

-1.77%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-0.10%

-0.79%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-0.10%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

-0.73%

-4.98%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

-3.94%

-1.77%

Current Drawdown

Current decline from peak

-0.39%

-0.02%

-0.37%

Average Drawdown

Average peak-to-trough decline

-0.52%

-0.08%

-0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.01%

+0.21%

Volatility

SHY vs. ICSH - Volatility Comparison

iShares 1-3 Year Treasury Bond ETF (SHY) has a higher volatility of 0.38% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.15%. This indicates that SHY's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYICSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

0.15%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

0.30%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

1.33%

0.39%

+0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.99%

0.48%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.57%

1.06%

+0.51%

SHY vs. ICSH - Expense Ratio Comparison

SHY has a 0.15% expense ratio, which is higher than ICSH's 0.08% 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. ICSH - Dividend Comparison

SHY's dividend yield for the trailing twelve months is around 3.69%, less than ICSH's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
ICSH
iShares Ultra Short Duration Bond Active ETF
4.34%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%
SHY
iShares 1-3 Year Treasury Bond ETF
3.69%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 ICSH have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHY has higher volatility (0.38%) compared to ICSH (0.15%). In terms of maximum drawdown, SHY dropped -5.71% vs ICSH's -3.94%.

On 10-year performance, ICSH leads with 2.77% vs 1.63% for SHY. On fees, ICSH is cheaper at 0.08% per year. On volatility, ICSH has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ICSH has performed better with a 2.77% return vs 1.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ICSH is cheaper with a 0.08% expense ratio, compared with 0.15% for SHY.

ICSH has the higher dividend yield at 4.34%, compared with 3.69% for SHY.

SHY is categorized as Government Bonds, while ICSH is Ultrashort Bond. Their fees differ too: 0.15% for SHY and 0.08% for ICSH.

ICSH currently has the higher Sharpe Ratio (11.01 vs 2.51), 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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