Data Source: from January 2008 to July 2022
Consolidated Returns as of 31 Jul 2022
Category: Fixed Income
ETF: iShares Short Treasury Bond (SHV)

In the last 10 Years, the iShares Short Treasury Bond (SHV) ETF obtained a 0.58% compound annual return, with a 0.29% standard deviation.

The ETF is related to the following investment themes:

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

Historical Returns as of Jul 31, 2022

Historical returns and stats of iShares Short Treasury Bond (SHV) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES SHORT TREASURY BOND (SHV) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 2008 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
0.09
0.10
0.00
1 - 0
3M
0.08
-2.34
-0.08
Jun 2022 - Jun 2022
2 - 1
6M
-0.02
-5.13
-0.11
Feb 2022 - Jun 2022
2 - 4
YTD
-0.10
-6.00
-0.19
Jan 2022 - Jun 2022
2 - 5
1Y
-0.17
-8.01
0.17
-0.26
Aug 2021 - Jun 2022
4 - 8
33% pos
3Y(*)
0.49
-4.21
0.36
-0.30
May 2020 - Jun 2022
21 - 15
58% pos
5Y(*)
1.00
-2.79
0.36
-0.30
May 2020 - Jun 2022
45 - 15
75% pos
10Y(*)
0.58
-1.97
0.29
-0.30
May 2020 - Jun 2022
85 - 35
71% pos
MAX(*)
01 Jan 2008
0.61
-1.73
0.35
-0.30
May 2020 - Jun 2022
120 - 55
69% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%

Correlations as of Jul 31, 2022

Monthly correlations of iShares Short Treasury Bond (SHV) ETF vs the main Asset Classes, over different timeframes.

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

ISHARES SHORT TREASURY BOND (SHV) ETF
Monthly correlations as of 31 Jul 2022
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Correlation vs SHV
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 2008
US Total Stock Market
VTI
0.60
-0.19
-0.16
-0.24
US Large Cap
SPY
0.59
-0.18
-0.15
-0.23
US Small Cap
IJR
0.77
-0.28
-0.24
-0.25
US REITs
VNQ
0.48
-0.15
-0.09
-0.15
US Technology
QQQ
0.52
-0.07
-0.07
-0.21
Preferred Stocks
PFF
0.83
-0.15
-0.13
-0.18
EAFE Stocks
EFA
0.72
-0.19
-0.14
-0.20
World All Countries
VT
0.63
-0.21
-0.16
-0.23
Emerging Markets
EEM
0.44
-0.17
-0.06
-0.19
Europe
VGK
0.67
-0.20
-0.15
-0.20
Pacific
VPL
0.80
-0.17
-0.13
-0.19
Latin America
FLLA
0.32
-0.24
-0.09
-0.21
US Total Bond Market
BND
0.69
0.36
0.30
0.23
Long Term Treasuries
TLT
0.23
0.44
0.33
0.31
US Cash
BIL
0.12
0.90
0.88
0.70
TIPS
TIP
0.62
0.12
0.19
0.02
Investment Grade Bonds
LQD
0.76
0.16
0.16
0.02
High Yield Bonds
HYG
0.86
-0.10
-0.06
-0.18
International Bond Market
BNDX
0.58
0.23
0.15
-0.07
Emerging Market Bonds
EMB
0.73
-0.07
-0.03
-0.05
Gold
GLD
-0.22
0.14
0.20
0.08
Commodities
DBC
0.06
-0.46
-0.16
-0.23

Capital Growth as of Jul 31, 2022

An investment of 1000$, since August 2012, now would be worth 1059.42$, with a total return of 5.94% (0.58% annualized).

The Inflation Adjusted Capital now would be 819.23$, with a net total return of -18.08% (-1.97% annualized).
An investment of 1000$, since January 2008, now would be worth 1093.13$, with a total return of 9.31% (0.61% annualized).

The Inflation Adjusted Capital now would be 774.94$, with a net total return of -22.51% (-1.73% annualized).

Drawdowns

Worst drawdowns since August 2012.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-0.30% May 2020 Jun 2022 26 in progress 1 27
-0.07% Nov 2016 Nov 2016 1 Dec 2016 1 2
-0.05% Oct 2015 Dec 2015 3 Jan 2016 1 4
-0.03% Jan 2013 Feb 2013 2 Sep 2013 7 9
-0.02% Jul 2015 Jul 2015 1 Sep 2015 2 3
-0.02% Jul 2014 Sep 2014 3 Oct 2014 1 4
-0.02% Oct 2013 Oct 2013 1 Feb 2014 4 5
-0.02% Nov 2014 Dec 2014 2 Feb 2015 2 4
-0.02% Sep 2012 Oct 2012 2 Dec 2012 2 4
-0.01% Mar 2015 Mar 2015 1 Jun 2015 3 4
-0.01% May 2016 May 2016 1 Jun 2016 1 2
-0.00% Apr 2017 Apr 2017 1 May 2017 1 2

Worst drawdowns since January 2008.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-0.30% May 2020 Jun 2022 26 in progress 1 27
-0.12% Jan 2009 Feb 2009 2 Apr 2009 2 4
-0.07% Nov 2016 Nov 2016 1 Dec 2016 1 2
-0.06% Jul 2011 Jul 2011 1 Dec 2012 17 18
-0.05% Oct 2015 Dec 2015 3 Jan 2016 1 4
-0.05% May 2009 May 2009 1 Jun 2009 1 2
-0.03% Jan 2013 Feb 2013 2 Sep 2013 7 9
-0.02% Jul 2010 Jul 2010 1 Aug 2010 1 2
-0.02% Jul 2015 Jul 2015 1 Sep 2015 2 3
-0.02% Jan 2011 Jan 2011 1 Mar 2011 2 3
-0.02% Jul 2014 Sep 2014 3 Oct 2014 1 4
-0.02% Oct 2013 Oct 2013 1 Feb 2014 4 5
-0.02% Nov 2014 Dec 2014 2 Feb 2015 2 4
-0.02% Mar 2010 Apr 2010 2 Jun 2010 2 4
-0.01% May 2011 May 2011 1 Jun 2011 1 2
-0.01% Mar 2015 Mar 2015 1 Jun 2015 3 4
-0.01% May 2016 May 2016 1 Jun 2016 1 2
-0.01% Dec 2009 Dec 2009 1 Jan 2010 1 2
-0.00% Jul 2009 Jul 2009 1 Aug 2009 1 2
-0.00% Apr 2017 Apr 2017 1 May 2017 1 2

Rolling Returns ( more details)

iShares Short Treasury Bond (SHV) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
0.55 2.84
Jan 2008 - Dec 2008
-0.26
May 2021 - Apr 2022
13.41%
2 Years
0.54 2.29
Apr 2018 - Mar 2020
-0.14
Jul 2020 - Jun 2022
4.61%
3 Years
0.55 1.82
May 2017 - Apr 2020
0.00
Jan 2013 - Dec 2015
0.00%
5 Years
0.49 1.19
Jan 2016 - Dec 2020
0.02
Jan 2011 - Dec 2015
0.00%
7 Years
0.46 0.85
Jul 2013 - Jun 2020
0.06
Jan 2009 - Dec 2015
0.00%
10 Years
0.50 0.62
May 2010 - Apr 2020
0.31
Dec 2008 - Nov 2018
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 Short Treasury Bond (SHV) ETF: Rolling Returns page.

Seasonality

iShares Short Treasury Bond (SHV) 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 %
0.08
53%
0.04
73%
0.08
67%
0.04
80%
0.03
67%
0.05
73%
0.04
67%
0.05
86%
0.06
71%
0.05
57%
0.04
50%
0.05
79%
Best
Year
0.7
2008
0.2
2020
0.4
2020
0.2
2019
0.2
2019
0.2
2019
0.2
2008
0.2
2019
0.3
2008
0.3
2019
0.4
2008
0.2
2018
Worst
Year
-0.1
2022
-0.1
2009
0.0
2022
0.0
2022
0.0
2009
-0.1
2022
-0.1
2011
0.0
2021
0.0
2014
0.0
2015
-0.1
2016
0.0
2015
Statistics calculated for the period Jan 2008 - Jul 2022

Monthly/Yearly Returns

iShares Short Treasury Bond (SHV) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
120 Positive Months (69%) - 55 Negative Months (31%)
Jan 2008 - Jul 2022
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Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-0.10 -6.00 -0.1 0.0 0.0 0.0 0.1 -0.1 0.1
2021
-0.10 -6.67 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2020
+0.81 -0.55 0.2 0.2 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2019
+2.36 +0.07 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.3 0.1 0.2
2018
+1.72 -0.18 0.1 0.0 0.2 0.1 0.2 0.2 0.1 0.2 0.1 0.2 0.2 0.2
2017
+0.67 -1.41 0.1 0.0 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.1
2016
+0.41 -1.63 0.1 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.1 0.0 -0.1 0.1
2015
+0.00 -0.72 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2014
+0.00 -0.75 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2013
-0.00 -1.48 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2012
+0.03 -1.68 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2011
+0.07 -2.81 0.0 0.0 0.0 0.1 0.0 0.0 -0.1 0.0 0.0 0.0 0.0 0.0
2010
+0.12 -1.35 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2009
+0.16 -2.49 -0.1 -0.1 0.1 0.1 0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.0
2008
+2.84 +2.74 0.7 0.2 0.3 0.1 0.0 0.2 0.2 0.1 0.3 0.2 0.4 0.1
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