Last Update: 31 Dec 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 1.17% compound annual return, with a 0.91% standard deviation.

In 2020, the portfolio granted a 0.96% dividend yield. If you are interested in getting periodic income, please refer to the iShares 1-3 Year Treasury Bond (SHY): Dividend Yield page.

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%
Big Rocks Portfolio Larry Swedroe 40.0%
Andrew Tobias Portfolio Andrew Tobias 33.3%
Dynamic 40/60 Income 20.0%
Dynamic 60/40 Income 20.0%
Paul Boyer Permanent Portfolio Paul Boyer 25.0%

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares 1-3 Year Treasury Bond (SHY): Dividend Yield page.

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
Dec 2020		 Standard
Deviation *		 Max
Drawdown		 Months
Pos - Neg
1M
+0.04%
0.00%
1 - 0
3M
+0.02%
-0.05%
Oct 2020 - Oct 2020
2 - 1
6M
+0.09%
-0.07%
Aug 2020 - Oct 2020
4 - 2
YTD
+3.03%
1.41%
-0.08%
May 2020 - May 2020
9 - 3
1Y
+3.03%
1.41%
-0.08%
May 2020 - May 2020
9 - 3
3Y
+2.62%
annualized
1.19%
-0.39%
Jan 2018 - Feb 2018
25 - 11
5Y
+1.79%
annualized
1.10%
-0.91%
Sep 2017 - Feb 2018
39 - 21
10Y
+1.17%
annualized
0.91%
-0.91%
Sep 2017 - Feb 2018
78 - 42
MAX
01 Jan 1977
+5.69%
annualized
3.04%
-4.26%
Jul 1980 - Nov 1980
402 - 126

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

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

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
 +5.89% +25.82%
Oct 1981 - Sep 1982 		-0.51%
May 2017 - Apr 2018 		2.71%
2 Years
 +5.92% +19.29%
May 1981 - Apr 1983 		-0.17%
Aug 2016 - Jul 2018 		0.99%
3 Years
 +5.94% +17.24%
Mar 1980 - Feb 1983 		+0.17%
May 2015 - Apr 2018 		0.00%
5 Years
 +6.02% +15.57%
Sep 1981 - Aug 1986 		+0.32%
May 2013 - Apr 2018 		0.00%
7 Years
 +5.99% +13.80%
Mar 1980 - Feb 1987 		+0.39%
Oct 2011 - Sep 2018 		0.00%
10 Years
 +5.94% +11.72%
Mar 1980 - Feb 1990 		+0.78%
Dec 2008 - Nov 2018 		0.00%
15 Years
 +5.91% +10.33%
Nov 1978 - Oct 1993 		+1.80%
Oct 2003 - Sep 2018 		0.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

iShares 1-3 Year Treasury Bond (SHY) ETF Seasonality

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Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average 0.5 0.2 0.4 0.5 0.5 0.5 0.5 0.5 0.6 0.6 0.5 0.5
Best 1.7
2008 		1.6
1995 		2.7
1981 		7.9
1980 		3.7
1980 		2.1
1989 		3.8
1982 		3.1
1982 		2.3
1982 		4.9
1981 		5.1
1981 		3.0
1980
Worst -1.1
1977 		-4.0
1980 		-0.9
1994 		-1.7
1981 		-0.9
1984 		-0.6
1982 		-0.7
1981 		-2.1
1980 		-0.5
1987 		-2.6
1979 		-0.8
2001 		-1.1
1981
Gain
Frequency		 82 68 75 82 75 84 77 80 75 73 66 77

Detail of Monthly Returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
 +3.03% 0.6 0.9 1.2 0.3 -0.1 0.0 0.1 0.0 0.0 -0.1 0.0 0.0
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.

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