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SHY vs. IEUR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHY vs. IEUR - 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 Core MSCI Europe ETF (IEUR). 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 lower than IEUR's 7.65% return. Over the past 10 years, SHY has underperformed IEUR with an annualized return of 1.65%, while IEUR has yielded a comparatively higher 10.11% annualized return.


SHY

1D
-0.02%
1M
0.19%
YTD
0.55%
6M
0.80%
1Y
3.29%
3Y*
4.15%
5Y*
1.74%
10Y*
1.65%

IEUR

1D
0.14%
1M
2.40%
YTD
7.65%
6M
9.78%
1Y
19.09%
3Y*
16.42%
5Y*
8.26%
10Y*
10.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHY vs. IEUR - 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%
IEUR
iShares Core MSCI Europe ETF
7.65%35.67%1.40%19.71%-15.90%16.71%5.31%24.95%-14.86%26.70%

Correlation

The correlation between SHY and IEUR is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.28

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

0.20

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.01

Over the past year, SHY and IEUR have become more correlated (0.40) than their long-term average of 0.01, meaning their price movements have been converging.

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Return for Risk

SHY vs. IEUR — 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

IEUR
IEUR Risk / Return Rank: 3535
Overall Rank
IEUR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IEUR Sortino Ratio Rank: 3535
Sortino Ratio Rank
IEUR Omega Ratio Rank: 3333
Omega Ratio Rank
IEUR Calmar Ratio Rank: 3333
Calmar Ratio Rank
IEUR Martin Ratio Rank: 3939
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. IEUR - 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 Core MSCI Europe ETF (IEUR). 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.


SHYIEURDifference
Sharpe ratioReturn per unit of total volatility

+1.33

Sortino ratioReturn per unit of downside risk

+2.34

Omega ratioGain probability vs. loss probability

1.50

1.20

+0.30

Calmar ratioReturn relative to maximum drawdown

3.64

1.44

+2.19

Martin ratioReturn relative to average drawdown

14.45

5.40

+9.05

SHY vs. IEUR - Sharpe Ratio Comparison

The current SHY Sharpe Ratio is 2.43, which is higher than the IEUR Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of SHY and IEUR, 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. IEUR - Drawdown Comparison

The maximum SHY drawdown since its inception was -5.71%, smaller than the maximum IEUR drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for SHY and IEUR.


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Drawdown Indicators


SHYIEURDifference

Max Drawdown

Largest peak-to-trough decline

-5.71%

-36.96%

+31.25%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-12.04%

+11.15%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-14.25%

+13.28%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

-32.75%

+27.04%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

-36.96%

+31.25%

Current Drawdown

Current decline from peak

-0.18%

-0.44%

+0.26%

Average Drawdown

Average peak-to-trough decline

-0.52%

-8.21%

+7.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

3.22%

-3.00%

Volatility

SHY vs. IEUR - Volatility Comparison

The current volatility for iShares 1-3 Year Treasury Bond ETF (SHY) is 0.40%, while iShares Core MSCI Europe ETF (IEUR) has a volatility of 5.70%. This indicates that SHY experiences smaller price fluctuations and is considered to be less risky than IEUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYIEURDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

5.70%

-5.30%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

13.31%

-12.36%

Volatility (1Y)

Calculated over the trailing 1-year period

1.33%

15.83%

-14.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.99%

17.81%

-15.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.57%

18.68%

-17.11%

SHY vs. IEUR - Expense Ratio Comparison

SHY has a 0.15% expense ratio, which is higher than IEUR's 0.09% 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. IEUR - Dividend Comparison

SHY's dividend yield for the trailing twelve months is around 3.68%, more than IEUR's 2.76% yield.


PositionTTM20252024202320222021202020192018201720162015
IEUR
iShares Core MSCI Europe ETF
2.76%2.97%3.54%3.17%3.05%2.88%2.13%3.26%3.76%2.64%3.19%2.79%
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 IEUR have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEUR has higher volatility (5.70%) compared to SHY (0.40%). In terms of maximum drawdown, SHY dropped -5.71% vs IEUR's -36.96%.

On 10-year performance, IEUR leads with 10.11% vs 1.65% for SHY. On fees, IEUR is cheaper at 0.09% 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, IEUR has performed better with a 10.11% return vs 1.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEUR is cheaper with a 0.09% expense ratio, compared with 0.15% for SHY.

SHY has the higher dividend yield at 3.68%, compared with 2.76% for IEUR.

SHY is categorized as Government Bonds, while IEUR is Europe Equities. SHY tracks ICE US Treasury 1-3 Year Index, while IEUR tracks MSCI Europe Investable Market Index. Their fees differ too: 0.15% for SHY and 0.09% for IEUR.

SHY currently has the higher Sharpe Ratio (2.43 vs 1.10), 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.

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