iShares Trust

10-Year Study

SHV.US · · US · ETF

Executive Summary: iShares Trust has compounded at 2.2% annually over the last 10 years, with a maximum drawdown of 0.3% and an annualized volatility of 5.1%.

1Y CAGR
+3.4%
3Y CAGR
+4.5%
5Y CAGR
+3.2%
10Y CAGR
+2.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
0.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-4.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-28.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
0.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +5.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -0.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.30.3-0.00.1————————0.7%
20250.40.30.30.30.30.30.30.40.40.30.30.44.2%
20240.40.40.40.40.50.40.50.50.50.40.40.45.1%
20230.30.30.50.30.30.50.40.50.40.40.50.55.0%
2022-0.1-0.0-0.0-0.00.1-0.10.10.10.00.20.30.40.9%
2021-0.00.0-0.00.00.0-0.00.0-0.00.0-0.0-0.00.0-0.1%
20200.20.20.40.0-0.00.00.0-0.0-0.00.0-0.00.00.8%
20190.20.20.20.20.20.20.20.20.10.30.10.22.4%
20180.10.00.20.10.20.20.10.20.10.20.20.21.7%
20170.10.00.0-0.00.10.10.10.10.10.00.10.10.7%
2016———0.1-0.00.10.00.00.10.0-0.10.10.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 5.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 100.0% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110005.456253978518
2016-05-0110004.73773493608
2016-06-0110014.752094090069
2016-07-0110014.931723850677
2016-08-0110014.931723850677
2016-09-0110021.533117553083
2016-10-0110025.462518566419
2016-11-0110018.726402543556
2016-12-0110026.630112010382
2017-01-0110032.086365988902
2017-02-0110036.655698024408
2017-03-0110037.901879488638
2017-04-0110037.6548885678
2017-05-0110043.257091726813
2017-06-0110051.104666893449
2017-07-0110061.253748367895
2017-08-0110068.292989611788
2017-09-0110075.466953176134
2017-10-0110079.991377771488
2017-11-0110085.481312330123
2017-12-0110093.980045378967
2018-01-0110106.80111954248
2018-02-0110107.732948925644
2018-03-0110124.62937328299
2018-04-0110134.082389435074
2018-05-0110150.013303829144
2018-06-0110165.48391696165
2018-07-0110178.51830146589
2018-08-0110196.537411827047
2018-09-0110210.716936055172
2018-10-0110228.455374915377
2018-11-0110247.608398140383
2018-12-0110268.142325150073
2019-01-0110293.279264775389
2019-02-0110309.883790771746
2019-03-0110332.797812109515
2019-04-0110352.422363456122
2019-05-0110377.559303081436
2019-06-0110402.089992264691
2019-07-0110418.93028232185
2019-08-0110442.517915261904
2019-09-0110457.494546552734
2019-10-0110485.337159447234
2019-11-0110492.556030451735
2019-12-0110510.53023337274
2020-01-0110526.696911827608
2020-02-0110549.678294325606
2020-03-0110593.608997654708
2020-04-0110595.899277102482
2020-05-0110593.137469533107
2020-06-0110595.158304339966
2020-07-0110595.158304339966
2020-08-0110594.754137378595
2020-09-0110594.19279437669
2020-10-0110595.427748980881
2020-11-0110593.24973813349
2020-12-0110594.731683658518
2021-01-0110593.766173695243
2021-02-0110593.766173695243
2021-03-0110592.811890592002
2021-04-0110592.811890592002
2021-05-0110592.811890592002
2021-06-0110590.892097525488
2021-07-0110590.892097525488
2021-08-0110588.972304458972
2021-09-0110588.972304458972
2021-10-0110586.098228289216
2021-11-0110581.304359052945
2021-12-0110584.1784352227
2022-01-0110575.556206713436
2022-02-0110571.727847440441
2022-03-0110567.888261307413
2022-04-0110564.778421076857
2022-05-0110571.81766232075
2022-06-0110563.812911113579
2022-07-0110573.17611238536
2022-08-0110586.760613031465
2022-09-0110589.769411521676
2022-10-0110606.261668917652
2022-11-0110642.21007475966
2022-12-0110683.322836219199
2023-01-0110718.316958957967
2023-02-0110749.471495563705
2023-03-0110804.26979940969
2023-04-0110837.714615463203
2023-05-0110872.933275402735
2023-06-0110924.531924137862
2023-07-0110966.385658359912
2023-08-0111018.983497638428
2023-09-0111062.105867044787
2023-10-0111111.874537593701
2023-11-0111168.255828705058
2023-12-0111222.088622587768
2024-01-0111266.917474719918
2024-02-0111311.274798730467
2024-03-0111358.304115430083
2024-04-0111401.02231787507
2024-05-0111453.227217052254
2024-06-0111501.345539175567
2024-07-0111554.257730535151
2024-08-0111611.784161370395
2024-09-0111665.280149451959
2024-10-0111706.516406371917
2024-11-0111749.77349809873
2024-12-0111797.644829301205
2025-01-0111839.970091644858
2025-02-0111877.422896731972
2025-03-0111917.109846966672
2025-04-0111958.638002247617
2025-05-0111996.887914397435
2025-06-0112037.989448996936
2025-07-0112077.496769471023
2025-08-0112128.511621484167
2025-09-0112171.342092529534
2025-10-0112211.949645287357
2025-11-0112248.605343311765
2025-12-0112294.096580186162
2026-01-0112326.463617676016
2026-02-0112359.156234106977
2026-03-0112356.966996399546
2026-04-0112375.367820001999
Annual Return Matrix
YearAnnual Return
20170.006717105609382212
20180.017254074110324646
20190.02360581890542912
20200.00801115152291998
2021-0.0009960845400263096
20220.009367226904126946
20230.050430544375390074
20240.051287797313858574
20250.042080581172603715
20260.006610590642895708
Total Factor Risk
0.0514900228471278
VTI.US Exposure
-3.524947869576426e-18
VEA.US Exposure
-2.4838922820711785e-18
VWO.US Exposure
-4.341132869852022e-18
QQQ.US Exposure
7.102378947120453e-18
VTV.US Exposure
2.393740679731316e-18
IJR.US Exposure
-5.574590895142595e-18
QUAL.US Exposure
1.2333340257543035e-17
SHV.US Exposure
0.9999962281550575
TLT.US Exposure
-5.544954089248729e-18
LQD.US Exposure
-8.432959633094913e-18
HYG.US Exposure
-8.841586459928908e-18
GLD.US Exposure
-5.388055142318863e-18
USO.US Exposure
1.5149942889516482e-18
VNQ.US Exposure
2.4660257970469005e-18
BTC-USD.CC Exposure
1.9280326985279975e-18
CPER.US Exposure
2.229817182686819e-18
VIX.INDX Exposure
4.391541841334218e-20
UUP.US Exposure
4.162013540837879e-18
TIP.US Exposure
1.1695792630580325e-18
Idiosyncratic Exposure
0.000003771844942489585
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
5.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.02%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$36
Avg Yield on Cost
0.36%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$36.370.36%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Trust a high-risk investment?

iShares Trust (SHV.US) has an annualized volatility of 5.1% and experienced a maximum drawdown of 0.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of SHV.US?

Over the past 10 years, SHV.US has generated a Compound Annual Growth Rate (CAGR) of 2.2%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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