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THTA vs. SHV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

THTA vs. SHV - Performance Comparison

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

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THTA vs. SHV - Yearly Performance Comparison


2026 (YTD)202520242023
THTA
SoFi Enhanced Yield ETF
4.09%-10.24%7.31%1.04%
SHV
iShares Short Treasury Bond ETF
0.81%4.21%5.12%0.74%

Returns By Period

In the year-to-date period, THTA achieves a 4.09% return, which is significantly higher than SHV's 0.81% return.


THTA

1D
0.46%
1M
1.30%
YTD
4.09%
6M
7.88%
1Y
-7.66%
3Y*
5Y*
10Y*

SHV

1D
0.01%
1M
0.28%
YTD
0.81%
6M
1.82%
1Y
3.99%
3Y*
4.68%
5Y*
3.19%
10Y*
2.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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THTA vs. SHV - Expense Ratio Comparison

THTA has a 0.49% expense ratio, which is higher than SHV's 0.15% expense ratio.


Return for Risk

THTA vs. SHV — Risk / Return Rank

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

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

SHV
SHV Risk / Return Rank: 100100
Overall Rank
SHV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SHV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SHV Omega Ratio Rank: 100100
Omega Ratio Rank
SHV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SHV Martin Ratio Rank: 100100
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.

THTA vs. SHV - Risk-Adjusted Trends Comparison

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


THTASHVDifference

Sharpe ratio

Return per unit of total volatility

-0.26

19.56

-19.82

Sortino ratio

Return per unit of downside risk

-0.11

153.08

-153.19

Omega ratio

Gain probability vs. loss probability

0.95

55.01

-54.07

Calmar ratio

Return relative to maximum drawdown

-0.23

441.03

-441.26

Martin ratio

Return relative to average drawdown

-0.45

2,478.85

-2,479.31

THTA vs. SHV - Sharpe Ratio Comparison

The current THTA Sharpe Ratio is -0.26, which is lower than the SHV Sharpe Ratio of 19.56. The chart below compares the historical Sharpe Ratios of THTA and SHV, 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


THTASHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

19.56

-19.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

11.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

7.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

4.43

-4.41

Correlation

The correlation between THTA and SHV is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

THTA vs. SHV - Dividend Comparison

THTA's dividend yield for the trailing twelve months is around 11.63%, more than SHV's 3.98% yield.


TTM20252024202320222021202020192018201720162015
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%
SHV
iShares Short Treasury Bond ETF
3.98%4.09%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%

Drawdowns

THTA vs. SHV - Drawdown Comparison

The maximum THTA drawdown since its inception was -31.41%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for THTA and SHV.


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Drawdown Indicators


THTASHVDifference

Max Drawdown

Largest peak-to-trough decline

-31.41%

-0.45%

-30.96%

Max Drawdown (1Y)

Largest decline over 1 year

-30.83%

-0.01%

-30.82%

Max Drawdown (5Y)

Largest decline over 5 years

-0.42%

Max Drawdown (10Y)

Largest decline over 10 years

-0.45%

Current Drawdown

Current decline from peak

-9.20%

0.00%

-9.20%

Average Drawdown

Average peak-to-trough decline

-7.51%

-0.03%

-7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.67%

0.00%

+15.67%

Volatility

THTA vs. SHV - Volatility Comparison

SoFi Enhanced Yield ETF (THTA) has a higher volatility of 1.69% compared to iShares Short Treasury Bond ETF (SHV) at 0.05%. This indicates that THTA's price experiences larger fluctuations and is considered to be riskier than SHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THTASHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

0.05%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

5.39%

0.13%

+5.26%

Volatility (1Y)

Calculated over the trailing 1-year period

29.10%

0.21%

+28.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.97%

0.29%

+20.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

0.28%

+20.69%