SHY vs. THTA
Compare and contrast key facts about iShares 1-3 Year Treasury Bond ETF (SHY) and SoFi Enhanced Yield ETF (THTA).
SHY and THTA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SHY is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 1-3 Year Treasury Bond Index. It was launched on Jul 22, 2002. THTA is an actively managed fund by SoFi. It was launched on Nov 14, 2023.
Performance
SHY vs. THTA - Performance Comparison
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SHY vs. THTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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*
- —
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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
SHY
THTA
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.
| SHY | THTA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.50 | -0.26 | +2.77 |
Sortino ratioReturn per unit of downside risk | 4.12 | -0.11 | +4.23 |
Omega ratioGain probability vs. loss probability | 1.52 | 0.95 | +0.58 |
Calmar ratioReturn relative to maximum drawdown | 4.15 | -0.23 | +4.38 |
Martin ratioReturn relative to average drawdown | 16.03 | -0.45 | +16.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHY | THTA | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| SHY | THTA | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.47% | -9.20% | +8.73% |
Average DrawdownAverage peak-to-trough decline | -0.52% | -7.51% | +6.99% |
Ulcer IndexDepth 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
| SHY | THTA | Difference | |
|---|---|---|---|
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% |