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UTWY vs. SHV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UTWY vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m US Treasury 20 Year Bond ETF (UTWY) and iShares Short Treasury Bond ETF (SHV). The values are adjusted to include any dividend payments, if applicable.

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UTWY vs. SHV - Yearly Performance Comparison


2026 (YTD)202520242023
UTWY
F/m US Treasury 20 Year Bond ETF
-0.15%4.82%-4.92%-1.81%
SHV
iShares Short Treasury Bond ETF
0.81%4.21%5.12%3.91%

Returns By Period

In the year-to-date period, UTWY achieves a -0.15% return, which is significantly lower than SHV's 0.81% return.


UTWY

1D
0.26%
1M
-3.75%
YTD
-0.15%
6M
-0.31%
1Y
0.62%
3Y*
-1.22%
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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UTWY vs. SHV - Expense Ratio Comparison

Both UTWY 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

UTWY vs. SHV — Risk / Return Rank

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

UTWY
UTWY Risk / Return Rank: 1313
Overall Rank
UTWY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UTWY Sortino Ratio Rank: 1212
Sortino Ratio Rank
UTWY Omega Ratio Rank: 1212
Omega Ratio Rank
UTWY Calmar Ratio Rank: 1515
Calmar Ratio Rank
UTWY Martin Ratio Rank: 1414
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.

UTWY vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m US Treasury 20 Year Bond ETF (UTWY) 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.


UTWYSHVDifference

Sharpe ratio

Return per unit of total volatility

0.07

19.56

-19.49

Sortino ratio

Return per unit of downside risk

0.15

153.08

-152.92

Omega ratio

Gain probability vs. loss probability

1.02

55.01

-54.00

Calmar ratio

Return relative to maximum drawdown

0.17

441.03

-440.87

Martin ratio

Return relative to average drawdown

0.37

2,478.85

-2,478.49

UTWY vs. SHV - Sharpe Ratio Comparison

The current UTWY Sharpe Ratio is 0.07, which is lower than the SHV Sharpe Ratio of 19.56. The chart below compares the historical Sharpe Ratios of UTWY 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


UTWYSHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

19.56

-19.49

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

-0.07

4.43

-4.50

Correlation

The correlation between UTWY and SHV is 0.18, 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

UTWY vs. SHV - Dividend Comparison

UTWY's dividend yield for the trailing twelve months is around 5.07%, more than SHV's 3.98% yield.


TTM20252024202320222021202020192018201720162015
UTWY
F/m US Treasury 20 Year Bond ETF
5.07%4.62%4.56%2.94%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

UTWY vs. SHV - Drawdown Comparison

The maximum UTWY drawdown since its inception was -18.19%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for UTWY and SHV.


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Drawdown Indicators


UTWYSHVDifference

Max Drawdown

Largest peak-to-trough decline

-18.19%

-0.45%

-17.74%

Max Drawdown (1Y)

Largest decline over 1 year

-7.47%

-0.01%

-7.46%

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

-5.56%

0.00%

-5.56%

Average Drawdown

Average peak-to-trough decline

-7.09%

-0.03%

-7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

0.00%

+3.40%

Volatility

UTWY vs. SHV - Volatility Comparison

F/m US Treasury 20 Year Bond ETF (UTWY) has a higher volatility of 3.39% compared to iShares Short Treasury Bond ETF (SHV) at 0.05%. This indicates that UTWY'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


UTWYSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

0.05%

+3.34%

Volatility (6M)

Calculated over the trailing 6-month period

5.55%

0.13%

+5.42%

Volatility (1Y)

Calculated over the trailing 1-year period

9.32%

0.21%

+9.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.29%

0.29%

+11.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.29%

0.28%

+11.01%