iShares 1-3 Year Treasury Bond ETF (SHY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares 1-3 Year Treasury Bond ETF (SHY): 1Y return 2.5%, Sharpe ratio 1.93, volatility 1.3%, max drawdown -0.9%. A ETF in the Fixed Income asset class. Compare SHY with other assets and invest through your own broker with pfolio.
iShares 1-3 Year Treasury Bond ETF (SHY) Overview
- Type: ETF
- Asset Class: Fixed Income
- Region: Americas
- Country: US (Developed)
- Currency: USD
SHY Performance
- MTD
- Return: 0.4%, Sharpe: 4.15, Volatility: 1.1%, Max Drawdown: -0.1%
- YTD
- Return: 1.1%, Sharpe: 1.20, Volatility: 1.4%, Max Drawdown: -0.9%
- 1Y
- Return: 2.5%, Sharpe: 1.93, Volatility: 1.3%, Max Drawdown: -0.9%
- 5Y
- Return: 9.6%, Sharpe: 0.92, Volatility: 2.0%, Max Drawdown: -5.7%
- 10Y
- Return: 18.5%, Sharpe: 1.07, Volatility: 1.5%, Max Drawdown: -5.7%
Frequently Asked Questions
- What is iShares 1-3 Year Treasury Bond ETF (SHY)?
- iShares 1-3 Year Treasury Bond ETF (SHY) is a ETF in the Fixed Income asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does SHY compare to other assets?
- You can compare SHY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in SHY through pfolio?
- pfolio helps you build diversified portfolios that may include SHY. You invest through your own broker — pfolio provides the analytics.