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SHY vs. XLK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHY vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 1-3 Year Treasury Bond ETF (SHY) and State Street Technology Select Sector SPDR ETF (XLK). 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 XLK's 28.52% return. Over the past 10 years, SHY has underperformed XLK with an annualized return of 1.65%, while XLK has yielded a comparatively higher 25.19% annualized return.


SHY

1D
-0.02%
1M
0.15%
YTD
0.55%
6M
0.80%
1Y
3.22%
3Y*
4.15%
5Y*
1.74%
10Y*
1.65%

XLK

1D
0.87%
1M
4.50%
YTD
28.52%
6M
28.96%
1Y
53.24%
3Y*
30.28%
5Y*
22.02%
10Y*
25.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHY vs. XLK - 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%
XLK
State Street Technology Select Sector SPDR ETF
28.52%24.61%21.63%56.02%-27.73%34.74%43.62%49.86%-1.68%34.26%

Correlation

The correlation between SHY and XLK is 0.09, 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

0.09

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

0.05

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

0.08

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2002

-0.18

The correlation between SHY and XLK shifts across timeframes, from -0.18 (all time) to 0.09 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SHY vs. XLK — 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

XLK
XLK Risk / Return Rank: 7676
Overall Rank
XLK Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLK Omega Ratio Rank: 7878
Omega Ratio Rank
XLK Calmar Ratio Rank: 7575
Calmar Ratio Rank
XLK Martin Ratio Rank: 6868
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. XLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year Treasury Bond ETF (SHY) and State Street Technology Select Sector SPDR ETF (XLK). 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.


SHYXLKDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.50

1.39

+0.10

Calmar ratioReturn relative to maximum drawdown

3.64

3.36

+0.28

Martin ratioReturn relative to average drawdown

14.45

10.85

+3.60

SHY vs. XLK - Sharpe Ratio Comparison

The current SHY Sharpe Ratio is 2.43, which is comparable to the XLK Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of SHY and XLK, 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. XLK - Drawdown Comparison

The maximum SHY drawdown since its inception was -5.71%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for SHY and XLK.


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Drawdown Indicators


SHYXLKDifference

Max Drawdown

Largest peak-to-trough decline

-5.71%

-82.05%

+76.34%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-15.92%

+15.03%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-25.66%

+24.69%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

-33.56%

+27.85%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

-33.56%

+27.85%

Current Drawdown

Current decline from peak

-0.18%

-6.77%

+6.59%

Average Drawdown

Average peak-to-trough decline

-0.52%

-34.93%

+34.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

4.92%

-4.70%

Volatility

SHY vs. XLK - Volatility Comparison

The current volatility for iShares 1-3 Year Treasury Bond ETF (SHY) is 0.40%, while State Street Technology Select Sector SPDR ETF (XLK) has a volatility of 10.86%. This indicates that SHY experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYXLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

10.86%

-10.46%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

18.92%

-17.97%

Volatility (1Y)

Calculated over the trailing 1-year period

1.33%

22.55%

-21.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.99%

25.18%

-23.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.57%

24.64%

-23.07%

SHY vs. XLK - Expense Ratio Comparison

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

SHY's dividend yield for the trailing twelve months is around 3.68%, more than XLK's 0.41% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
XLK
State Street Technology Select Sector SPDR ETF
0.41%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%

Frequently Asked Questions


SHY and XLK have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLK has higher volatility (10.86%) compared to SHY (0.40%). In terms of maximum drawdown, SHY dropped -5.71% vs XLK's -82.05%.

On 10-year performance, XLK leads with 25.19% vs 1.65% for SHY. On fees, XLK is cheaper at 0.08% 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, XLK has performed better with a 25.19% return vs 1.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SHY has the higher dividend yield at 3.68%, compared with 0.41% for XLK.

SHY is categorized as Government Bonds, while XLK is Technology Equities. SHY tracks ICE US Treasury 1-3 Year Index, while XLK tracks S&P Technology Select Sector Daily Capped 35/20 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for SHY and 0.08% for XLK.

SHY currently has the higher Sharpe Ratio (2.43 vs 2.37), 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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