Last Update: 31 Mar 2020

Category: Fixed Income
ETF: iShares 1-3 Year Treasury Bond (SHY)

In the last 10 years, the iShares 1-3 Year Treasury Bond (SHY) ETF obtained a 1.3% compound annual return, with a 0.93% standard deviation.

The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: Short Term

The iShares 1-3 Year Treasury Bond (SHY) ETF is present in the following Lazy Portfolios:

Portfolio Name Author ETF Weight
Ultimate Buy&Hold FundAdvice 12.0%
Short Term Treasury 100.0%
No Brainer Portfolio Bill Bernstein 25.0%
Warren Buffett 10.0%
Ideal Index Frank Armstrong 30.0%
Golden Butterfly 20.0%
Coward's Portfolio Bill Bernstein 28.0%
Robo Advisor 0 Betterment 80.0%
Robo Advisor 10 Betterment 61.4%
Robo Advisor 20 Betterment 42.8%

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

Capital Growth:

ETF Returns, up to December 2002, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Swipe left to see all data
Period Returns
Mar 2020		 Standard
Deviation *		 Max
Drawdown		 Months
Pos - Neg
1M
+1.24%
0.00%
1 - 0
3M
+2.72%
0.00%
3 - 0
6M
+3.16%
-0.05%
Nov 2019 - Nov 2019
5 - 1
YTD
+2.72%
0.00%
3 - 0
1Y
+5.18%
1.42%
-0.13%
Sep 2019 - Sep 2019
9 - 3
3Y
+2.54%
annualized
1.22%
-0.91%
Sep 2017 - Feb 2018
23 - 13
5Y
+1.69%
annualized
1.12%
-0.91%
Sep 2017 - Feb 2018
38 - 22
10Y
+1.30%
annualized
0.93%
-0.91%
Sep 2017 - Feb 2018
79 - 41
MAX
01 Jan 1977
+5.78%
annualized
3.06%
-4.26%
Jul 1980 - Nov 1980
396 - 123

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

iShares 1-3 Year Treasury Bond (SHY) ETF: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
 +5.93% +25.82%
Oct 1981 - Sep 1982 		-0.51%
May 2017 - Apr 2018 		2.76%
2 Years
 +5.96% +19.29%
May 1981 - Apr 1983 		-0.17%
Aug 2016 - Jul 2018 		1.01%
3 Years
 +6.00% +17.24%
Mar 1980 - Feb 1983 		+0.17%
May 2015 - Apr 2018 		0.00%
5 Years
 +6.10% +15.57%
Sep 1981 - Aug 1986 		+0.32%
May 2013 - Apr 2018 		0.00%
7 Years
 +6.09% +13.80%
Mar 1980 - Feb 1987 		+0.39%
Oct 2011 - Sep 2018 		0.00%
10 Years
 +6.05% +11.72%
Mar 1980 - Feb 1990 		+0.78%
Dec 2008 - Nov 2018 		0.00%
15 Years
 +6.01% +10.33%
Nov 1978 - Oct 1993 		+1.80%
Oct 2003 - Sep 2018 		0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
 +2.72% 0.6 0.9 1.2
2019
 +3.38% 0.3 0.1 0.6 0.2 0.7 0.5 -0.1 0.8 -0.1 0.3 -0.1 0.2
2018
 +1.46% -0.3 -0.1 0.3 -0.2 0.4 0.0 -0.1 0.4 -0.1 0.2 0.4 0.8
2017
 +0.26% 0.1 0.0 0.1 0.2 0.1 -0.1 0.2 0.2 -0.2 -0.1 -0.2 0.0
2016
 +0.82% 0.7 0.1 0.1 0.0 -0.1 0.6 -0.1 -0.2 0.1 -0.1 -0.5 0.1
2015
 +0.43% 0.6 -0.3 0.3 0.0 0.0 0.0 0.0 -0.1 0.3 -0.1 -0.3 -0.2
2014
 +0.45% 0.2 0.0 -0.1 0.1 0.2 -0.1 -0.1 0.2 -0.1 0.3 0.1 -0.3
2013
 +0.21% 0.0 0.1 0.0 0.1 -0.1 -0.1 0.2 -0.1 0.2 0.1 0.1 -0.2
2012
 +0.28% 0.1 -0.1 -0.1 0.2 0.1 -0.1 0.2 0.0 0.0 -0.1 0.1 0.0
2011
 +1.44% 0.1 -0.1 -0.1 0.5 0.4 0.0 0.3 0.3 -0.1 0.0 0.0 0.1
2010
 +2.28% 0.8 0.2 -0.3 0.3 0.5 0.4 0.2 0.2 0.1 0.2 -0.2 -0.2
2009
 +0.35% -0.4 -0.2 0.5 -0.2 0.1 -0.1 0.1 0.4 0.2 0.1 0.6 -0.8
2008
 +6.62% 1.7 1.0 0.3 -0.8 -0.4 0.2 0.4 0.5 0.8 1.1 1.1 0.6
2007
 +7.35% 0.2 0.7 0.5 0.3 -0.1 0.5 0.9 1.1 0.6 0.5 1.8 0.3
2006
 +3.89% 0.2 0.0 0.2 0.2 0.2 0.2 0.7 0.8 0.4 0.4 0.5 0.1
2005
 +1.53% 0.0 -0.3 0.0 0.5 0.4 0.3 -0.4 0.7 -0.3 -0.1 0.4 0.4
2004
 +0.66% 0.1 0.5 0.3 -1.1 0.0 0.0 0.3 0.7 -0.1 0.3 -0.6 0.2
2003
 +2.22% -0.1 0.4 0.2 0.2 0.4 0.2 -0.5 -0.1 1.0 -0.4 -0.1 1.1
2002
 +8.02% 0.4 0.7 -0.8 1.5 0.6 0.9 1.5 0.9 1.2 0.0 -0.7 1.5
2001
 +7.80% 1.3 0.8 0.8 0.1 0.4 0.3 1.4 0.8 1.7 1.1 -0.8 -0.3
2000
 +8.83% -0.2 0.8 0.7 0.2 0.3 1.3 0.6 0.9 0.8 0.6 1.2 1.4
1999
 +1.85% 0.4 -0.9 0.7 0.3 -0.3 0.1 0.1 0.1 0.8 0.3 0.2 0.0
1998
 +7.36% 1.1 -0.1 0.4 0.5 0.6 0.5 0.4 1.6 1.8 0.3 -0.2 0.3
1997
 +6.51% 0.4 0.2 -0.2 0.9 0.7 0.7 1.2 0.0 0.8 0.8 0.2 0.7
1996
 +4.39% 0.9 -0.7 -0.2 -0.2 0.1 0.9 0.3 0.3 1.0 1.3 0.9 -0.1
1995
 +12.11% 1.6 1.6 0.5 1.0 2.0 0.6 0.2 0.6 0.6 0.9 1.0 0.8
1994
 -0.48% 0.7 -0.9 -0.9 -0.5 0.1 0.2 1.0 0.3 -0.4 0.3 -0.6 0.2
1993
 +6.31% 1.4 1.3 0.2 0.9 -0.5 0.9 0.0 1.1 0.4 0.1 -0.1 0.5
1992
 +6.75% -0.5 0.2 -0.3 1.0 1.2 1.2 1.5 1.2 1.1 -1.1 -0.1 1.1
1991
 +11.49% 0.8 0.6 0.6 1.0 0.8 0.2 0.7 1.4 1.2 1.0 0.8 1.8
1990
 +9.92% -0.1 0.4 0.3 0.2 1.6 1.2 1.3 0.4 0.8 1.1 1.1 1.3
1989
 +11.48% 0.8 0.0 0.5 1.7 1.5 2.1 1.7 -1.0 0.6 1.8 0.8 0.4
1988
 +5.67% 1.7 0.8 0.1 0.0 -0.2 1.0 0.0 0.1 1.2 1.0 -0.4 0.2
1987
 +4.78% 0.6 0.5 0.2 -1.0 0.1 1.0 0.4 0.0 -0.5 2.6 0.4 0.6
1986
 +10.35% 0.7 1.2 2.1 0.7 -0.4 1.6 1.0 1.7 -0.3 0.8 0.6 0.3
1985
 +13.83% 1.1 -0.5 1.3 1.8 2.6 1.2 0.1 0.8 0.9 1.1 1.2 1.6
1984
 +14.01% 1.4 0.2 -0.2 0.5 -0.9 0.8 2.1 1.1 1.9 2.7 2.0 1.7
1983
 +8.00% 0.6 1.3 -0.2 1.8 -0.4 0.5 -0.6 0.7 2.1 0.7 0.8 0.6
1982
 +22.12% 0.1 0.9 1.1 2.1 1.8 -0.6 3.8 3.1 2.3 3.4 0.6 1.7
1981
 +14.26% 0.8 -0.3 2.7 -1.7 2.0 0.8 -0.7 -0.1 1.5 4.9 5.1 -1.1
1980
 +8.81% 0.0 -4.0 1.4 7.9 3.7 1.3 -0.6 -2.1 -0.4 -0.6 -0.7 3.0
1979
 +8.08% 1.4 0.4 1.1 0.5 1.5 1.9 0.1 -0.2 0.4 -2.6 2.3 1.1
1978
 +3.35% 0.2 0.4 0.4 0.2 0.4 0.0 0.7 0.7 0.3 -0.7 0.7 0.0
1977
 +2.91% -1.1 0.7 0.6 0.3 0.4 0.7 -0.3 0.4 0.1 -0.2 0.8 0.4

ETF Returns, up to December 2002, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Share this page