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SHY vs. VVSM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHY vs. VVSM.DE - Performance Comparison

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

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Different Trading Currencies

SHY is traded in USD, while VVSM.DE is traded in EUR. To make them comparable, the VVSM.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SHY achieves a 0.39% return, which is significantly lower than VVSM.DE's 71.32% return.


SHY

1D
0.05%
1M
-0.14%
YTD
0.39%
6M
0.84%
1Y
3.30%
3Y*
4.06%
5Y*
1.70%
10Y*
1.64%

VVSM.DE

1D
-3.42%
1M
5.13%
YTD
71.32%
6M
69.76%
1Y
145.93%
3Y*
56.71%
5Y*
35.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHY vs. VVSM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SHY
iShares 1-3 Year Treasury Bond ETF
0.39%4.95%3.92%4.16%-3.88%-0.71%0.04%
VVSM.DE
VanEck Semiconductor UCITS ETF
71.32%50.40%23.95%75.57%-36.50%45.89%-14.19%

Correlation

The correlation between SHY and VVSM.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

-0.00

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

0.03

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2020

0.02

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Return for Risk

SHY vs. VVSM.DE — 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: 8181
Calmar Ratio Rank
SHY Martin Ratio Rank: 8383
Martin Ratio Rank

VVSM.DE
VVSM.DE Risk / Return Rank: 9696
Overall Rank
VVSM.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VVSM.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
VVSM.DE Omega Ratio Rank: 9393
Omega Ratio Rank
VVSM.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
VVSM.DE Martin Ratio Rank: 9797
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. VVSM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year Treasury Bond ETF (SHY) and VanEck Semiconductor UCITS ETF (VVSM.DE). 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.


SHYVVSM.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.88

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.51

1.59

-0.08

Calmar ratioReturn relative to maximum drawdown

3.73

10.36

-6.63

Martin ratioReturn relative to average drawdown

14.94

37.27

-22.34

SHY vs. VVSM.DE - Sharpe Ratio Comparison

The current SHY Sharpe Ratio is 2.50, which is lower than the VVSM.DE Sharpe Ratio of 4.38. The chart below compares the historical Sharpe Ratios of SHY and VVSM.DE, 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


SHYVVSM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

4.38

-1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

1.07

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

0.93

+0.35

Drawdowns

SHY vs. VVSM.DE - Drawdown Comparison

The maximum SHY drawdown since its inception was -5.71%, smaller than the maximum VVSM.DE drawdown of -45.83%. Use the drawdown chart below to compare losses from any high point for SHY and VVSM.DE.


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Drawdown Indicators


SHYVVSM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-5.71%

-45.83%

+40.12%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-14.00%

+13.11%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-36.86%

+35.89%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

-45.83%

+40.12%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

Current Drawdown

Current decline from peak

-0.34%

-9.30%

+8.96%

Average Drawdown

Average peak-to-trough decline

-0.52%

-11.72%

+11.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

3.90%

-3.68%

Volatility

SHY vs. VVSM.DE - Volatility Comparison

The current volatility for iShares 1-3 Year Treasury Bond ETF (SHY) is 0.37%, while VanEck Semiconductor UCITS ETF (VVSM.DE) has a volatility of 13.95%. This indicates that SHY experiences smaller price fluctuations and is considered to be less risky than VVSM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYVVSM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

13.95%

-13.58%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

26.36%

-25.41%

Volatility (1Y)

Calculated over the trailing 1-year period

1.33%

33.14%

-31.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.99%

32.47%

-30.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.57%

32.93%

-31.36%

SHY vs. VVSM.DE - Expense Ratio Comparison

SHY has a 0.15% expense ratio, which is lower than VVSM.DE's 0.35% expense ratio.


Dividends

SHY vs. VVSM.DE - Dividend Comparison

SHY's dividend yield for the trailing twelve months is around 3.69%, while VVSM.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
VVSM.DE
VanEck Semiconductor UCITS 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%

Frequently Asked Questions


SHY and VVSM.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SHY is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SHY is cheaper with a 0.15% expense ratio, compared with 0.35% for VVSM.DE.

SHY is categorized as Government Bonds, while VVSM.DE is Semiconductors. SHY tracks ICE US Treasury 1-3 Year Index, while VVSM.DE tracks MVIS US Listed Semiconductor 10% Capped ESG Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.15% for SHY and 0.35% for VVSM.DE.

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