WTKWY vs. SHY
WTKWY (Wolters Kluwer NV) is a stock, while SHY (iShares 1-3 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE US Treasury 1-3 Year Index. Over the past 10 years, WTKWY returned 8.42%/yr vs 1.65%/yr for SHY. Their -0.03 correlation means they have often moved in opposite directions in the past.
Performance
WTKWY vs. SHY - Performance Comparison
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Returns By Period
In the year-to-date period, WTKWY achieves a -22.49% return, which is significantly lower than SHY's 0.76% return. Over the past 10 years, WTKWY has outperformed SHY with an annualized return of 8.42%, while SHY has yielded a comparatively lower 1.65% annualized return.
WTKWY
- 1D
- -1.28%
- 1M
- 18.62%
- 6M
- -14.17%
- YTD
- -22.49%
- 1Y
- -47.44%
- 3Y*
- -12.58%
- 5Y*
- -5.62%
- 10Y*
- 8.42%
- ALL TIME*
- 7.17%
SHY
- 1D
- -0.01%
- 1M
- 0.07%
- 6M
- 0.55%
- YTD
- 0.76%
- 1Y
- 2.53%
- 3Y*
- 4.19%
- 5Y*
- 1.78%
- 10Y*
- 1.65%
- ALL TIME*
- 1.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $257.73M | $267.74M | $273.79M | |
WTKWY Wolters Kluwer NV | $6.64M | $7.50M | $6.60M |
WTKWY vs. SHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTKWY Wolters Kluwer NV | -22.49% | -36.20% | 17.53% | 36.95% | -9.84% | 43.14% | 17.24% | 25.81% | 14.47% | 48.79% |
SHY iShares 1-3 Year Treasury Bond ETF | 0.76% | 4.95% | 3.92% | 4.16% | -3.88% | -0.71% | 3.03% | 3.38% | 1.46% | 0.26% |
Correlation
The correlation between WTKWY and SHY is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | -0.03 |
The correlation between WTKWY and SHY shifts across timeframes, from -0.03 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WTKWY vs. SHY — Risk / Return Rank
WTKWY
SHY
WTKWY vs. SHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wolters Kluwer NV (WTKWY) and iShares 1-3 Year Treasury Bond ETF (SHY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WTKWY | SHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.45 | ||
| Sortino ratioReturn per unit of downside risk | -5.47 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.45 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 3.43 | -4.26 |
| Martin ratioReturn relative to average drawdown | -1.20 | 13.40 | -14.60 |
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Drawdowns
WTKWY vs. SHY - Drawdown Comparison
The maximum WTKWY drawdown since its inception was -65.12%, which is greater than SHY's maximum drawdown of -5.71%. Use the drawdown chart below to compare losses from any high point for WTKWY and SHY.
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Drawdown Indicators
| WTKWY | SHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.12% | -5.71% | -59.41% |
Max Drawdown (1Y)Largest decline over 1 year | -57.76% | -0.89% | -56.87% |
Max Drawdown (3Y)Largest decline over 3 years | -65.12% | -0.97% | -64.15% |
Max Drawdown (5Y)Largest decline over 5 years | -65.12% | -5.67% | -59.45% |
Max Drawdown (10Y)Largest decline over 10 years | -65.12% | -5.71% | -59.41% |
Current DrawdownCurrent decline from peak | -56.88% | -0.01% | -56.87% |
Average DrawdownAverage peak-to-trough decline | -16.79% | -0.52% | -16.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.33% | 0.23% | +40.10% |
Volatility
WTKWY vs. SHY - Volatility Comparison
Wolters Kluwer NV (WTKWY) has a higher volatility of 14.87% compared to iShares 1-3 Year Treasury Bond ETF (SHY) at 0.38%. This indicates that WTKWY's price experiences larger fluctuations and is considered to be riskier than SHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTKWY | SHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.87% | 0.38% | +14.49% |
Volatility (6M)Calculated over the trailing 6-month period | 32.50% | 1.07% | +31.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.85% | 1.38% | +37.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.87% | 2.00% | +24.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.11% | 1.57% | +22.54% |
Dividends
WTKWY vs. SHY - Dividend Comparison
WTKWY's dividend yield for the trailing twelve months is around 3.76%, more than SHY's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHY iShares 1-3 Year Treasury Bond ETF | 3.32% | 3.81% | 3.92% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% |
WTKWY Wolters Kluwer NV | 3.76% | 2.56% | 1.43% | 0.55% | 1.64% | 1.43% | 1.54% | 1.35% | 1.72% | 2.82% | 4.55% | 2.98% |
Frequently Asked Questions
WTKWY and SHY have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTKWY has higher volatility (14.87%) compared to SHY (0.38%). In terms of maximum drawdown, WTKWY dropped -65.12% vs SHY's -5.71%.
SHY currently has the higher Sharpe Ratio (2.21 vs -1.24), 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.
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