iShares 1-3 Year Treasury Bond ETF

10-Year Study

SHY.US · · US · ETF

Executive Summary: iShares 1-3 Year Treasury Bond ETF has compounded at 1.6% annually over the last 10 years, with a maximum drawdown of 5.4% and an annualized volatility of 5.6%.

1Y CAGR
+2.9%
3Y CAGR
+3.9%
5Y CAGR
+1.6%
10Y CAGR
+1.6%

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 →
5.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-1.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-2.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +5.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -3.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.20.3-0.80.2————————-0.1%
20250.40.70.40.8-0.30.6-0.10.90.30.30.40.35.0%
20240.3-0.40.3-0.40.70.51.20.90.8-0.60.30.33.9%
20230.8-0.81.60.2-0.4-0.50.30.4-0.10.31.11.14.2%
2022-0.7-0.4-1.4-0.50.6-0.60.4-0.8-1.2-0.10.70.1-3.9%
20210.0-0.1-0.10.10.1-0.20.2-0.0-0.1-0.3-0.1-0.2-0.7%
20200.60.91.20.3-0.10.00.1-0.0-0.0-0.00.00.03.0%
20190.30.10.60.20.70.5-0.10.8-0.10.3-0.00.23.4%
2018-0.3-0.10.2-0.20.40.0-0.10.3-0.10.20.40.81.5%
20170.10.00.10.20.1-0.10.20.2-0.2-0.1-0.2-0.00.3%
2016———0.0-0.10.6-0.0-0.20.1-0.0-0.50.1-0.1%

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 5.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 83.9% of variance. Idiosyncratic stock-specific factors contribute 1.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110003.610313557154
2016-05-019991.71333541803
2016-06-0110051.866276260058
2016-07-0110047.18992523524
2016-08-0110023.73710094664
2016-09-0110036.728544219233
2016-10-0110031.838985700884
2016-11-019984.649060465645
2016-12-019991.770190749638
2017-01-0110002.41635159337
2017-02-0110006.083520482134
2017-03-0110012.422889956508
2017-04-0110031.213577053188
2017-05-0110038.547914830713
2017-06-0110030.659237570004
2017-07-0110049.307786337664
2017-08-0110069.633567387784
2017-09-0110050.828666458197
2017-10-0110041.603888904681
2017-11-0110019.956221394661
2017-12-0110017.881001790942
2018-01-019989.211700827243
2018-02-019979.190948631209
2018-03-0110003.894590215197
2018-04-019980.470193592404
2018-05-0110015.635216192399
2018-06-0110020.01307672627
2018-07-0110013.972197742842
2018-08-0110048.710805355773
2018-09-0110034.397475623278
2018-10-0110049.748415157632
2018-11-0110087.983625664496
2018-12-0110164.638826505956
2019-01-0110190.166870398272
2019-02-0110198.965232964722
2019-03-0110262.941694857436
2019-04-0110281.732381954118
2019-05-0110355.99965886801
2019-06-0110403.687068254825
2019-07-0110397.049208289509
2019-08-0110478.338118657079
2019-09-0110464.309065582624
2019-10-0110497.057736589248
2019-11-0110492.054467407681
2019-12-0110508.27245074907
2020-01-0110569.121869403303
2020-02-0110661.753418426812
2020-03-0110794.39690706996
2020-04-0110823.819541177476
2020-05-0110815.37652443358
2020-06-0110817.892372857264
2020-07-0110827.96998038491
2020-08-0110825.525201125736
2020-09-0110825.41149046252
2020-10-0110820.40822128095
2020-11-0110822.739289876909
2020-12-0110827.102936577878
2021-01-0110829.604571168662
2021-02-0110823.350484691702
2021-03-0110817.33803337408
2021-04-0110823.521050686528
2021-05-0110830.087841487337
2021-06-0110811.524575717089
2021-07-0110828.865451857748
2021-08-0110826.036899110213
2021-09-0110815.092247775536
2021-10-0110778.76169087756
2021-11-0110772.607101230918
2021-12-0110747.477044659861
2022-01-0110673.351906074993
2022-02-0110627.270659806123
2022-03-0110478.338118657079
2022-04-0110426.315490235098
2022-05-0110488.429940017624
2022-06-0110426.059641242857
2022-07-0110468.786422946812
2022-08-0110384.02933735111
2022-09-0110260.269494271824
2022-10-0110247.363333996645
2022-11-0110318.418284674646
2022-12-0110330.585325638913
2023-01-0110410.765557040111
2023-02-0110326.91815675015
2023-03-0110497.143019586663
2023-04-0110522.77056030929
2023-05-0110483.128180345111
2023-06-0110431.290331750859
2023-07-0110463.029820621428
2023-08-0110505.941382153112
2023-09-0110497.612076072433
2023-10-0110532.5923188447
2023-11-0110643.431787815902
2023-12-0110760.838047587913
2024-01-0110794.937032720245
2024-02-0110753.11993632203
2024-03-0110790.132757199306
2024-04-0110742.729624470536
2024-05-0110819.967592460984
2024-06-0110878.883929840522
2024-07-0111007.263268613015
2024-08-0111105.509281632883
2024-09-0111191.502970691075
2024-10-0111121.69883730847
2024-11-0111154.646501975722
2024-12-0111182.676180458822
2025-01-0111224.96233334281
2025-02-0111307.55891633738
2025-03-0111357.406828325325
2025-04-0111449.668817693379
2025-05-0111420.544674076811
2025-06-0111487.335474884158
2025-07-0111476.78881087074
2025-08-0111578.61670978196
2025-09-0111612.118713932397
2025-10-0111650.90826392245
2025-11-0111701.992779372886
2025-12-0111736.44711032777
2026-01-0111760.539557096967
2026-02-0111791.369360661794
2026-03-0111701.267873894874
2026-04-0111723.569377718397
Annual Return Matrix
YearAnnual Return
20170.002613231744008626
20180.014649587541394782
20190.0338067717022108
20200.030340904018536508
2021-0.007354311895291121
2022-0.038789728723179095
20230.041648436016609836
20240.039201234235233695
20250.04952042971937587
2026-0.0010972428443053461
Total Factor Risk
0.05576126642932893
VTI.US Exposure
0.0010285036089716117
VEA.US Exposure
-0.0014177470420062186
VWO.US Exposure
0.0002253007989114114
QQQ.US Exposure
0.002089504232780818
VTV.US Exposure
0.0015361425564418118
IJR.US Exposure
0.0001723732148806866
QUAL.US Exposure
-0.0011869469117152993
SHV.US Exposure
0.8391477588873578
TLT.US Exposure
-0.022379422557125404
LQD.US Exposure
0.09896914879101175
HYG.US Exposure
-0.0021040714304399943
GLD.US Exposure
0.003555543294588417
USO.US Exposure
0.005833592312107358
VNQ.US Exposure
-0.0015195733276310286
BTC-USD.CC Exposure
0.0006415531237856157
CPER.US Exposure
-0.0011286330728333266
VIX.INDX Exposure
0.0003077931928083983
UUP.US Exposure
0.004325257615091743
TIP.US Exposure
0.05702783104731418
Idiosyncratic Exposure
0.0148760916656998
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
45.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
5.6%

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 →3.76%
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
$67
Avg Yield on Cost
0.67%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$66.790.67%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 →
-0.2%
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 →
+0.6%
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 →
0.7% 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 →
0.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares 1-3 Year Treasury Bond ETF a high-risk investment?

iShares 1-3 Year Treasury Bond ETF (SHY.US) has an annualized volatility of 5.6% and experienced a maximum drawdown of 5.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SHY.US has generated a Compound Annual Growth Rate (CAGR) of 1.6%. It has had a positive return in 70% 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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