Data Source: from January 1977 to August 2022
Consolidated Returns as of 31 Aug 2022
Live Update: Sep 23 2022
Category: Fixed Income
ETF: iShares 1-3 Year Treasury Bond (SHY)
ETF • LIVE PERFORMANCE (USD currency)
0.12%
1 Day
Sep 23 2022
1.18%
Current Month
September 2022

In the last 30 Years, the iShares 1-3 Year Treasury Bond (SHY) ETF obtained a 3.15% compound annual return, with a 1.81% standard deviation.

In 2021, the ETF granted a 0.26% dividend yield. If you are interested in getting periodic income, please refer to the iShares 1-3 Year Treasury Bond (SHY) ETF: 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 part of the following Lazy Portfolios:

Portfolio Name Author SHY Weight
Ultimate Buy&Hold FundAdvice 12.0%
Short Term Treasury 100.0%
No Brainer Portfolio Bill Bernstein 25.0%
Warren Buffett Portfolio 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 Portfolio Paul Boyer 25.0%
Golden Butterfly with Bitcoin 20.0%

Historical Returns as of Aug 31, 2022

Historical returns and stats of iShares 1-3 Year Treasury Bond (SHY) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES 1-3 YEAR TREASURY BOND (SHY) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from January 1977 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Aug 2022
-0.81
-0.77
-0.81
Aug 2022 - Aug 2022
0 - 1
3M
-1.00
-2.29
-1.00
Jun 2022 - Aug 2022
1 - 2
6M
-2.29
-6.40
-2.29
Mar 2022 - Aug 2022
2 - 4
YTD
-3.38
-9.05
-3.38
Jan 2022 - Aug 2022
2 - 6
1Y
-4.06
-11.38
1.78
-4.06
Sep 2021 - Aug 2022
2 - 10
17% pos
3Y(*)
-0.29
-4.95
1.58
-4.10
Jun 2021 - Aug 2022
16 - 20
44% pos
5Y(*)
0.62
-3.08
1.45
-4.10
Jun 2021 - Aug 2022
30 - 30
50% pos
10Y(*)
0.58
-1.91
1.14
-4.10
Jun 2021 - Aug 2022
69 - 51
58% pos
15Y(*)
1.32
-1.05
1.35
-4.10
Jun 2021 - Aug 2022
112 - 68
62% pos
20Y(*)
1.70
-0.78
1.42
-4.10
Jun 2021 - Aug 2022
155 - 85
65% pos
25Y(*)
2.71
0.23
1.67
-4.10
Jun 2021 - Aug 2022
206 - 94
69% pos
30Y(*)
3.15
0.63
1.81
-4.10
Jun 2021 - Aug 2022
252 - 108
70% pos
MAX(*)
01 Jan 1977
5.38
1.69
3.03
-4.26
Jul 1980 - Nov 1980
404 - 144
74% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54% , 30Y: 2.51%

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

Correlations as of Aug 31, 2022

Monthly correlations of iShares 1-3 Year Treasury Bond (SHY) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

ISHARES 1-3 YEAR TREASURY BOND (SHY) ETF
Monthly correlations as of 31 Aug 2022
Swipe left to see all data
Correlation vs SHY
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.29
-0.13
-0.15
-0.18
-0.17
US Large Cap
SPY
0.28
-0.12
-0.14
-0.15
-0.15
US Small Cap
IJR
0.49
-0.19
-0.21
-0.21
-0.21
US REITs
VNQ
0.08
-0.09
0.03
-0.05
-0.04
US Technology
QQQ
0.28
0.01
-0.02
-0.19
-0.19
Preferred Stocks
PFF
0.54
0.04
0.08
0.08
0.09
EAFE Stocks
EFA
0.41
-0.11
-0.09
-0.15
-0.14
World All Countries
VT
0.32
-0.14
-0.13
-0.18
-0.17
Emerging Markets
EEM
0.33
-0.13
-0.05
-0.11
-0.11
Europe
VGK
0.39
-0.10
-0.08
-0.12
-0.12
Pacific
VPL
0.45
-0.11
-0.09
-0.13
-0.11
Latin America
FLLA
-0.06
-0.32
-0.19
-0.18
-0.19
US Total Bond Market
BND
0.80
0.70
0.71
0.73
0.73
Long Term Treasuries
TLT
0.51
0.69
0.66
0.58
0.57
US Cash
BIL
-0.28
0.41
0.31
0.40
0.41
TIPS
TIP
0.60
0.50
0.52
0.62
0.62
Investment Grade Bonds
LQD
0.74
0.45
0.48
0.48
0.48
High Yield Bonds
HYG
0.63
0.08
0.09
0.01
0.02
International Bond Market
BNDX
0.68
0.52
0.51
0.46
0.47
Emerging Market Bonds
EMB
0.48
0.08
0.16
0.12
0.12
Gold
GLD
-0.27
0.21
0.28
0.14
0.14
Commodities
DBC
-0.25
-0.50
-0.35
-0.03
-0.03

Capital Growth as of Aug 31, 2022

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) ETF: Dividend Yield page.

An investment of 1000$, since September 1992, now would be worth 2535.73$, with a total return of 153.57% (3.15% annualized).

The Inflation Adjusted Capital now would be 1206.35$, with a net total return of 20.63% (0.63% annualized).
An investment of 1000$, since January 1977, now would be worth 10945.81$, with a total return of 994.58% (5.38% annualized).

The Inflation Adjusted Capital now would be 2150.94$, with a net total return of 115.09% (1.69% annualized).

Drawdowns

Worst drawdowns since September 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-4.10% Jun 2021 Aug 2022 15 in progress 15
-2.23% Feb 1994 Apr 1994 3 Jan 1995 9 12
-1.21% Oct 1992 Nov 1992 2 Jan 1993 2 4
-1.18% Apr 2008 May 2008 2 Sep 2008 4 6
-1.11% Feb 1996 Apr 1996 3 Jul 1996 3 6
-1.09% Nov 2001 Dec 2001 2 Feb 2002 2 4
-1.09% Apr 2004 Jun 2004 3 Oct 2004 4 7
-0.90% Sep 2017 Feb 2018 6 Nov 2018 9 15
-0.88% Feb 1999 Feb 1999 1 Apr 1999 2 3
-0.84% Dec 2009 Dec 2009 1 Feb 2010 2 3
-0.82% Mar 2002 Mar 2002 1 Apr 2002 1 2
-0.67% Jul 2016 Nov 2016 5 Aug 2017 9 14
-0.66% Nov 2002 Nov 2002 1 Dec 2002 1 2
-0.64% Nov 2004 Feb 2005 4 May 2005 3 7
-0.58% Jan 2009 Feb 2009 2 Aug 2009 6 8
-0.55% Jul 2003 Aug 2003 2 Sep 2003 1 3
-0.55% Oct 2015 Dec 2015 3 Jan 2016 1 4
-0.49% Nov 2010 Mar 2011 5 Apr 2011 1 6
-0.47% Oct 2003 Nov 2003 2 Dec 2003 1 3
-0.45% May 1993 May 1993 1 Jun 1993 1 2

Worst drawdowns since January 1977.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-4.26% Jul 1980 Nov 1980 5 Mar 1981 4 9
-4.10% Jun 2021 Aug 2022 15 in progress 15
-4.03% Feb 1980 Feb 1980 1 Apr 1980 2 3
-2.55% Oct 1979 Oct 1979 1 Dec 1979 2 3
-2.23% Feb 1994 Apr 1994 3 Jan 1995 9 12
-1.70% Apr 1981 Apr 1981 1 May 1981 1 2
-1.21% Oct 1992 Nov 1992 2 Jan 1993 2 4
-1.18% Apr 2008 May 2008 2 Sep 2008 4 6
-1.13% Dec 1981 Dec 1981 1 Mar 1982 3 4
-1.11% Feb 1996 Apr 1996 3 Jul 1996 3 6
-1.11% Jan 1977 Jan 1977 1 Mar 1977 2 3
-1.09% Nov 2001 Dec 2001 2 Feb 2002 2 4
-1.09% Apr 2004 Jun 2004 3 Oct 2004 4 7
-0.99% Apr 1987 Apr 1987 1 Jun 1987 2 3
-0.98% Aug 1989 Aug 1989 1 Oct 1989 2 3
-0.91% May 1984 May 1984 1 Jul 1984 2 3
-0.90% Sep 2017 Feb 2018 6 Nov 2018 9 15
-0.88% Feb 1999 Feb 1999 1 Apr 1999 2 3
-0.88% Jul 1981 Aug 1981 2 Sep 1981 1 3
-0.84% Dec 2009 Dec 2009 1 Feb 2010 2 3

Rolling Returns ( more details)

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

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
5.63 25.82
Oct 1981 - Sep 1982
-4.06
Sep 2021 - Aug 2022
5.21%
2 Years
5.72 19.29
May 1981 - Apr 1983
-2.05
Sep 2020 - Aug 2022
2.29%
3 Years
5.78 17.24
Mar 1980 - Feb 1983
-0.29
Sep 2019 - Aug 2022
0.19%
5 Years
5.82 15.57
Sep 1981 - Aug 1986
0.32
May 2013 - Apr 2018
0.00%
7 Years
5.78 13.80
Mar 1980 - Feb 1987
0.39
Oct 2011 - Sep 2018
0.00%
10 Years
5.71 11.72
Mar 1980 - Feb 1990
0.58
Sep 2012 - Aug 2022
0.00%
15 Years
5.69 10.33
Nov 1978 - Oct 1993
1.32
Sep 2007 - Aug 2022
0.00%
20 Years
5.66 9.22
Nov 1978 - Oct 1998
1.70
Sep 2002 - Aug 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares 1-3 Year Treasury Bond (SHY) ETF: Rolling Returns page.

Seasonality

iShares 1-3 Year Treasury Bond (SHY) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.44
80%
0.17
65%
0.34
72%
0.48
80%
0.49
74%
0.50
78%
0.46
76%
0.43
76%
0.54
71%
0.53
71%
0.45
64%
0.47
76%
Best
Year
1.7
1988
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
Year
-1.1
1977
-4.0
1980
-1.4
2022
-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
Statistics calculated for the period Jan 1977 - Aug 2022

Monthly/Yearly Returns

iShares 1-3 Year Treasury Bond (SHY) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
404 Positive Months (74%) - 144 Negative Months (26%)
Jan 1977 - Aug 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-3.38 -9.05 -0.7 -0.4 -1.4 -0.5 0.6 -0.6 0.4 -0.8
2021
-0.72 -7.24 0.0 -0.1 -0.1 0.1 0.1 -0.2 0.2 0.0 -0.1 -0.3 -0.1 -0.2
2020
+3.03 +1.65 0.6 0.9 1.2 0.3 -0.1 0.0 0.1 0.0 0.0 0.0 0.0 0.0
2019
+3.38 +1.07 0.3 0.1 0.6 0.2 0.7 0.5 -0.1 0.8 -0.1 0.3 0.0 0.2
2018
+1.46 -0.44 -0.3 -0.1 0.2 -0.2 0.4 0.0 -0.1 0.3 -0.1 0.2 0.4 0.8
2017
+0.26 -1.81 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 -1.23 0.7 0.1 0.1 0.0 -0.1 0.6 0.0 -0.2 0.1 0.0 -0.5 0.1
2015
+0.43 -0.30 0.6 -0.3 0.2 0.0 0.0 0.0 0.0 0.0 0.3 -0.1 -0.3 -0.1
2014
+0.45 -0.31 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 -1.27 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 -1.44 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 -1.48 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 +0.77 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 -2.31 -0.4 -0.1 0.5 -0.2 0.1 -0.1 0.1 0.4 0.2 0.1 0.6 -0.8
2008
+6.62 +6.52 1.7 1.0 0.3 -0.8 -0.3 0.2 0.4 0.5 0.8 1.1 1.1 0.6
2007
+7.35 +3.14 0.2 0.7 0.5 0.3 -0.1 0.5 0.9 1.0 0.6 0.5 1.8 0.3
2006
+3.89 +1.32 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 -1.82 0.0 -0.3 0.0 0.5 0.4 0.2 -0.4 0.7 -0.3 -0.1 0.4 0.3
2004
+0.66 -2.51 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 +0.33 -0.1 0.4 0.2 0.2 0.4 0.2 -0.5 0.0 1.0 -0.4 -0.1 1.1
2002
+8.02 +5.51 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 +6.15 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 +5.27 -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 -0.81 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 +5.66 1.1 -0.1 0.4 0.5 0.6 0.5 0.4 1.6 1.8 0.2 -0.2 0.3
1997
+6.51 +4.73 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 +1.04 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 +9.33 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 -3.07 0.7 -0.9 -0.9 -0.5 0.1 0.2 0.9 0.2 -0.4 0.3 -0.5 0.2
1993
+6.31 +3.46 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 +3.74 -0.5 0.2 -0.2 1.0 1.2 1.2 1.5 1.2 1.1 -1.1 -0.1 1.1
1991
+11.49 +8.18 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 +3.59 -0.1 0.4 0.3 0.1 1.6 1.2 1.3 0.4 0.8 1.1 1.1 1.3
1989
+11.48 +6.53 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 +1.20 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 +0.34 0.6 0.5 0.2 -1.0 0.1 1.0 0.3 0.0 -0.5 2.6 0.4 0.6
1986
+10.35 +9.15 0.6 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 +9.67 1.0 -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 +9.68 1.4 0.2 -0.1 0.5 -0.9 0.8 2.1 1.1 1.9 2.7 2.0 1.7
1983
+8.00 +4.05 0.6 1.3 -0.2 1.8 -0.4 0.5 -0.5 0.7 2.1 0.7 0.8 0.6
1982
+22.12 +17.62 0.1 0.8 1.1 2.1 1.8 -0.6 3.8 3.1 2.3 3.4 0.6 1.7
1981
+14.26 +4.90 0.7 -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 -3.30 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 -4.60 1.4 0.4 1.1 0.5 1.4 1.9 0.1 -0.2 0.4 -2.6 2.3 1.1
1978
+3.35 -5.20 0.1 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 -3.56 -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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