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USSH vs. SHV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USSH vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree 1-3 Year Laddered Treasury Fund (USSH) and iShares 0-1 Year Treasury Bond ETF (SHV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USSH achieves a 0.39% return, which is significantly lower than SHV's 1.42% return.


USSH

1D
-0.06%
1M
0.06%
YTD
0.39%
6M
0.66%
1Y
3.27%
3Y*
5Y*
10Y*

SHV

1D
0.00%
1M
0.27%
YTD
1.42%
6M
1.75%
1Y
3.90%
3Y*
4.64%
5Y*
3.31%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USSH vs. SHV - Yearly Performance Comparison


2026 (YTD)20252024
USSH
WisdomTree 1-3 Year Laddered Treasury Fund
0.39%5.00%3.87%
SHV
iShares 0-1 Year Treasury Bond ETF
1.42%4.21%4.09%

Correlation

The correlation between USSH and SHV is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2024

0.34

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Return for Risk

USSH vs. SHV — Risk / Return Rank

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

USSH
USSH Risk / Return Rank: 8282
Overall Rank
USSH Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
USSH Sortino Ratio Rank: 9191
Sortino Ratio Rank
USSH Omega Ratio Rank: 8686
Omega Ratio Rank
USSH Calmar Ratio Rank: 7575
Calmar Ratio Rank
USSH Martin Ratio Rank: 7878
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.

USSH vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree 1-3 Year Laddered Treasury Fund (USSH) and iShares 0-1 Year 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.


USSHSHVDifference
Sharpe ratioReturn per unit of total volatility

-16.95

Sortino ratioReturn per unit of downside risk

-145.26

Omega ratioGain probability vs. loss probability

1.52

53.77

-52.24

Calmar ratioReturn relative to maximum drawdown

3.76

431.38

-427.63

Martin ratioReturn relative to average drawdown

14.91

2,419.80

-2,404.89

USSH vs. SHV - Sharpe Ratio Comparison

The current USSH Sharpe Ratio is 2.54, which is lower than the SHV Sharpe Ratio of 19.49. The chart below compares the historical Sharpe Ratios of USSH and SHV, 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


USSHSHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

19.49

-16.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

11.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.09

Sharpe Ratio (All Time)

Calculated using the full available price history

2.74

4.50

-1.76

Drawdowns

USSH vs. SHV - Drawdown Comparison

The maximum USSH drawdown since its inception was -1.01%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for USSH and SHV.


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Drawdown Indicators


USSHSHVDifference

Max Drawdown

Largest peak-to-trough decline

-1.01%

-0.45%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

-0.01%

-0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-0.45%

Current Drawdown

Current decline from peak

-0.33%

0.00%

-0.33%

Average Drawdown

Average peak-to-trough decline

-0.20%

-0.03%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.00%

+0.22%

Volatility

USSH vs. SHV - Volatility Comparison

WisdomTree 1-3 Year Laddered Treasury Fund (USSH) has a higher volatility of 0.36% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.05%. This indicates that USSH'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


USSHSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

0.05%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

0.12%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

1.29%

0.20%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.53%

0.29%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.53%

0.28%

+1.25%

USSH vs. SHV - Expense Ratio Comparison

Both USSH 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%.


Dividends

USSH vs. SHV - Dividend Comparison

USSH's dividend yield for the trailing twelve months is around 3.64%, less than SHV's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
SHV
iShares 0-1 Year Treasury Bond ETF
3.83%4.09%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%
USSH
WisdomTree 1-3 Year Laddered Treasury Fund
3.64%3.67%3.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USSH and SHV have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USSH has higher volatility (0.36%) compared to SHV (0.05%). In terms of maximum drawdown, USSH dropped -1.01% vs SHV's -0.45%.

On 1-year performance, SHV leads with 3.90% vs 3.27% for USSH. Both ETFs have the same 0.15% expense ratio. On volatility, SHV has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SHV has performed better with a 3.90% return vs 3.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USSH and SHV have the same expense ratio: 0.15% per year.

SHV has the higher dividend yield at 3.83%, compared with 3.64% for USSH.

USSH tracks Bloomberg US Treasury 1-3 Year Laddered Index, while SHV tracks ICE Short US Treasury Securities Index. They also come from different issuers: WisdomTree and iShares.

SHV currently has the higher Sharpe Ratio (19.49 vs 2.54), 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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