UFIV vs. SHV
Compare and contrast key facts about The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV) and iShares Short Treasury Bond ETF (SHV).
UFIV and SHV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UFIV is a passively managed fund by US Benchmark Series that tracks the performance of the ICE BofA Current 5-Year US Treasury Index - Benchmark TR Gross. It was launched on Mar 27, 2023. SHV is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Short Treasury Bond Index. It was launched on Jan 11, 2007. Both UFIV and SHV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UFIV or SHV.
Key characteristics
| UFIV | SHV | |
|---|---|---|
| YTD Return | 1.43% | 4.47% |
| 1Y Return | 5.59% | 5.33% |
| Sharpe Ratio | 1.06 | 19.77 |
| Sortino Ratio | 1.58 | 137.75 |
| Omega Ratio | 1.19 | 58.66 |
| Calmar Ratio | 1.19 | 196.81 |
| Martin Ratio | 3.41 | 2,023.66 |
| Ulcer Index | 1.46% | 0.00% |
| Daily Std Dev | 4.70% | 0.27% |
| Max Drawdown | -5.64% | -0.46% |
| Current Drawdown | -2.89% | 0.00% |
Correlation
The correlation between UFIV and SHV is 0.36, 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.
Performance
UFIV vs. SHV - Performance Comparison
In the year-to-date period, UFIV achieves a 1.43% return, which is significantly lower than SHV's 4.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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UFIV vs. SHV - Expense Ratio Comparison
Both UFIV and SHV have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
UFIV vs. SHV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV) 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.
Dividends
UFIV vs. SHV - Dividend Comparison
UFIV's dividend yield for the trailing twelve months is around 4.05%, less than SHV's 5.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UFIV The RBB Fund, Inc.- US Treasury 5 Year Note ETF | 4.05% | 2.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHV iShares Short Treasury Bond ETF | 5.15% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% | 0.00% | 0.00% |
Drawdowns
UFIV vs. SHV - Drawdown Comparison
The maximum UFIV drawdown since its inception was -5.64%, which is greater than SHV's maximum drawdown of -0.46%. Use the drawdown chart below to compare losses from any high point for UFIV and SHV. For additional features, visit the drawdowns tool.
Volatility
UFIV vs. SHV - Volatility Comparison
The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV) has a higher volatility of 1.11% compared to iShares Short Treasury Bond ETF (SHV) at 0.08%. This indicates that UFIV'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.