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UTEN vs. SHV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UTEN vs. SHV - Performance Comparison

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

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UTEN vs. SHV - Yearly Performance Comparison


2026 (YTD)2025202420232022
UTEN
US Treasury 10 Year Note ETF
-0.06%7.82%-1.67%3.18%-7.79%
SHV
iShares Short Treasury Bond ETF
0.81%4.21%5.12%5.04%1.05%

Returns By Period

In the year-to-date period, UTEN achieves a -0.06% return, which is significantly lower than SHV's 0.81% return.


UTEN

1D
0.27%
1M
-2.43%
YTD
-0.06%
6M
0.86%
1Y
3.78%
3Y*
1.65%
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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UTEN vs. SHV - Expense Ratio Comparison

Both UTEN 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%.


Return for Risk

UTEN vs. SHV — Risk / Return Rank

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

UTEN
UTEN Risk / Return Rank: 3434
Overall Rank
UTEN Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
UTEN Sortino Ratio Rank: 3434
Sortino Ratio Rank
UTEN Omega Ratio Rank: 2929
Omega Ratio Rank
UTEN Calmar Ratio Rank: 4242
Calmar Ratio Rank
UTEN Martin Ratio Rank: 3131
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.

UTEN vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 10 Year Note ETF (UTEN) 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.


UTENSHVDifference

Sharpe ratio

Return per unit of total volatility

0.64

19.56

-18.91

Sortino ratio

Return per unit of downside risk

0.95

153.08

-152.13

Omega ratio

Gain probability vs. loss probability

1.11

55.01

-53.90

Calmar ratio

Return relative to maximum drawdown

1.04

441.03

-439.99

Martin ratio

Return relative to average drawdown

2.63

2,478.85

-2,476.23

UTEN vs. SHV - Sharpe Ratio Comparison

The current UTEN Sharpe Ratio is 0.64, which is lower than the SHV Sharpe Ratio of 19.56. The chart below compares the historical Sharpe Ratios of UTEN 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


UTENSHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

19.56

-18.91

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 UTEN and SHV is 0.28, 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.


Dividends

UTEN vs. SHV - Dividend Comparison

UTEN's dividend yield for the trailing twelve months is around 4.44%, more than SHV's 3.98% yield.


TTM20252024202320222021202020192018201720162015
UTEN
US Treasury 10 Year Note ETF
4.07%4.11%4.13%3.62%1.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHV
iShares Short Treasury Bond ETF
3.63%4.09%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%

Drawdowns

UTEN vs. SHV - Drawdown Comparison

The maximum UTEN drawdown since its inception was -13.36%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for UTEN and SHV.


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Drawdown Indicators


UTENSHVDifference

Max Drawdown

Largest peak-to-trough decline

-13.36%

-0.45%

-12.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.87%

-0.01%

-3.86%

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

-2.43%

0.00%

-2.43%

Average Drawdown

Average peak-to-trough decline

-4.93%

-0.03%

-4.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

0.00%

+1.53%

Volatility

UTEN vs. SHV - Volatility Comparison

US Treasury 10 Year Note ETF (UTEN) has a higher volatility of 2.09% compared to iShares Short Treasury Bond ETF (SHV) at 0.05%. This indicates that UTEN'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


UTENSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

0.05%

+2.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.54%

0.13%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

5.89%

0.21%

+5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.17%

0.29%

+7.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.17%

0.28%

+7.89%