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WEEK vs. SHV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEEK vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Weekly T-Bill ETF (WEEK) 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

The year-to-date returns for both stocks are quite close, with WEEK having a 1.44% return and SHV slightly lower at 1.42%.


WEEK

1D
0.02%
1M
0.28%
YTD
1.44%
6M
1.74%
1Y
3.81%
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)

WEEK vs. SHV - Yearly Performance Comparison


2026 (YTD)2025
WEEK
Roundhill Weekly T-Bill ETF
1.44%3.37%
SHV
iShares 0-1 Year Treasury Bond ETF
1.42%3.45%

Correlation

The correlation between WEEK and SHV is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2025

0.33

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Return for Risk

WEEK vs. SHV — Risk / Return Rank

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

WEEK
WEEK Risk / Return Rank: 9999
Overall Rank
WEEK Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
WEEK Sortino Ratio Rank: 9999
Sortino Ratio Rank
WEEK Omega Ratio Rank: 9999
Omega Ratio Rank
WEEK Calmar Ratio Rank: 9999
Calmar Ratio Rank
WEEK Martin Ratio Rank: 9999
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.

WEEK vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Weekly T-Bill ETF (WEEK) 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.


WEEKSHVDifference
Sharpe ratioReturn per unit of total volatility

-10.20

Sortino ratioReturn per unit of downside risk

-130.40

Omega ratioGain probability vs. loss probability

4.65

53.77

-49.11

Calmar ratioReturn relative to maximum drawdown

29.49

431.38

-401.90

Martin ratioReturn relative to average drawdown

263.82

2,419.80

-2,155.98

WEEK vs. SHV - Sharpe Ratio Comparison

The current WEEK Sharpe Ratio is 9.29, which is lower than the SHV Sharpe Ratio of 19.49. The chart below compares the historical Sharpe Ratios of WEEK 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


WEEKSHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

9.29

19.49

-10.20

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

10.05

4.50

+5.55

Drawdowns

WEEK vs. SHV - Drawdown Comparison

The maximum WEEK drawdown since its inception was -0.13%, smaller than the maximum SHV drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for WEEK and SHV.


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Drawdown Indicators


WEEKSHVDifference

Max Drawdown

Largest peak-to-trough decline

-0.13%

-0.45%

+0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-0.13%

-0.01%

-0.12%

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

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.01%

-0.03%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.00%

+0.01%

Volatility

WEEK vs. SHV - Volatility Comparison

Roundhill Weekly T-Bill ETF (WEEK) has a higher volatility of 0.07% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.05%. This indicates that WEEK'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


WEEKSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

0.05%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

0.25%

0.12%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

0.41%

0.20%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.39%

0.29%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.39%

0.28%

+0.11%

WEEK vs. SHV - Expense Ratio Comparison

WEEK has a 0.19% expense ratio, which is higher than SHV's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

WEEK vs. SHV - Dividend Comparison

WEEK's dividend yield for the trailing twelve months is around 3.72%, 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%
WEEK
Roundhill Weekly T-Bill ETF
3.72%3.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WEEK and SHV have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WEEK has higher volatility (0.07%) compared to SHV (0.05%). In terms of maximum drawdown, WEEK dropped -0.13% vs SHV's -0.45%.

On 1-year performance, SHV leads with 3.90% vs 3.81% for WEEK. On fees, SHV is cheaper at 0.15% per year. Their volatility is very similar. 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 3.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHV is cheaper with a 0.15% expense ratio, compared with 0.19% for WEEK.

SHV has the higher dividend yield at 3.83%, compared with 3.72% for WEEK.

WEEK is categorized as Ultrashort Bond, while SHV is Government Bonds. They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.19% for WEEK and 0.15% for SHV.

SHV currently has the higher Sharpe Ratio (19.49 vs 9.29), 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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