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SHY vs. THTA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHY vs. THTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 1-3 Year Treasury Bond ETF (SHY) and SoFi Enhanced Yield ETF (THTA). The values are adjusted to include any dividend payments, if applicable.

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SHY vs. THTA - Yearly Performance Comparison


2026 (YTD)202520242023
SHY
iShares 1-3 Year Treasury Bond ETF
0.27%4.95%3.92%1.66%
THTA
SoFi Enhanced Yield ETF
4.09%-10.24%7.31%1.04%

Returns By Period

In the year-to-date period, SHY achieves a 0.27% return, which is significantly lower than THTA's 4.09% return.


SHY

1D
0.08%
1M
-0.47%
YTD
0.27%
6M
1.34%
1Y
3.61%
3Y*
3.88%
5Y*
1.70%
10Y*
1.65%

THTA

1D
0.46%
1M
1.30%
YTD
4.09%
6M
7.88%
1Y
-7.66%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHY vs. THTA - Expense Ratio Comparison

SHY has a 0.15% expense ratio, which is lower than THTA's 0.49% expense ratio.


Return for Risk

SHY vs. THTA — Risk / Return Rank

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

SHY
SHY Risk / Return Rank: 9696
Overall Rank
SHY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SHY Sortino Ratio Rank: 9898
Sortino Ratio Rank
SHY Omega Ratio Rank: 9797
Omega Ratio Rank
SHY Calmar Ratio Rank: 9696
Calmar Ratio Rank
SHY Martin Ratio Rank: 9696
Martin Ratio Rank

THTA
THTA Risk / Return Rank: 77
Overall Rank
THTA Sharpe Ratio Rank: 77
Sharpe Ratio Rank
THTA Sortino Ratio Rank: 88
Sortino Ratio Rank
THTA Omega Ratio Rank: 55
Omega Ratio Rank
THTA Calmar Ratio Rank: 88
Calmar Ratio Rank
THTA Martin Ratio Rank: 99
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. THTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year Treasury Bond ETF (SHY) and SoFi Enhanced Yield ETF (THTA). 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.


SHYTHTADifference

Sharpe ratio

Return per unit of total volatility

2.50

-0.26

+2.77

Sortino ratio

Return per unit of downside risk

4.12

-0.11

+4.23

Omega ratio

Gain probability vs. loss probability

1.52

0.95

+0.58

Calmar ratio

Return relative to maximum drawdown

4.15

-0.23

+4.38

Martin ratio

Return relative to average drawdown

16.03

-0.45

+16.49

SHY vs. THTA - Sharpe Ratio Comparison

The current SHY Sharpe Ratio is 2.50, which is higher than the THTA Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of SHY and THTA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SHYTHTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

-0.26

+2.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

0.03

+1.26

Correlation

The correlation between SHY and THTA is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SHY vs. THTA - Dividend Comparison

SHY's dividend yield for the trailing twelve months is around 3.75%, less than THTA's 11.63% yield.


TTM20252024202320222021202020192018201720162015
SHY
iShares 1-3 Year Treasury Bond ETF
3.75%3.81%3.92%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%
THTA
SoFi Enhanced Yield ETF
11.63%12.66%12.44%0.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SHY vs. THTA - Drawdown Comparison

The maximum SHY drawdown since its inception was -5.71%, smaller than the maximum THTA drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for SHY and THTA.


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Drawdown Indicators


SHYTHTADifference

Max Drawdown

Largest peak-to-trough decline

-5.71%

-31.41%

+25.70%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-30.83%

+29.94%

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

-0.47%

-9.20%

+8.73%

Average Drawdown

Average peak-to-trough decline

-0.52%

-7.51%

+6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

15.67%

-15.44%

Volatility

SHY vs. THTA - Volatility Comparison

The current volatility for iShares 1-3 Year Treasury Bond ETF (SHY) is 0.58%, while SoFi Enhanced Yield ETF (THTA) has a volatility of 1.69%. This indicates that SHY experiences smaller price fluctuations and is considered to be less risky than THTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYTHTADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

1.69%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

0.89%

5.39%

-4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

1.45%

29.10%

-27.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.97%

20.97%

-19.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.56%

20.97%

-19.41%