Data Source: from January 1871 to September 2023 (~153 years)
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Category: Fixed Income
ETF: iShares 1-3 Year Treasury Bond (SHY)
ETF • LIVE PERFORMANCE (USD currency)
0.36%
1 Day
Oct 02 2023, 04:00PM Eastern Time
0.36%
Current Month
October 2023
In the last 30 Years, the iShares 1-3 Year Treasury Bond (SHY) ETF obtained a 2.95% compound annual return, with a 1.80% standard deviation.
Table of contents
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▾ |
|---|---|---|
| Short Term Treasury | 100.00% | |
| Robo Advisor 0 | Betterment | 80.00% |
| Robo Advisor 10 | Betterment | 61.40% |
| Sheltered Sam 0/100 | Bill Bernstein | 60.00% |
| Sheltered Sam 10/90 | Bill Bernstein | 54.00% |
| Sheltered Sam 20/80 | Bill Bernstein | 48.00% |
| Robo Advisor 20 | Betterment | 42.80% |
| Sheltered Sam 30/70 | Bill Bernstein | 42.00% |
| Coward's Portfolio | Bill Bernstein | 40.00% |
| Big Rocks Portfolio | Larry Swedroe | 40.00% |
| Sheltered Sam 40/60 | Bill Bernstein | 36.00% |
| Andrew Tobias Portfolio | Andrew Tobias | 33.33% |
| Ideal Index | Frank Armstrong | 30.00% |
| Sheltered Sam 50/50 | Bill Bernstein | 30.00% |
| No Brainer Portfolio | Bill Bernstein | 25.00% |
| Paul Boyer Portfolio | Paul Boyer | 25.00% |
| Sheltered Sam 60/40 | Bill Bernstein | 24.00% |
| Golden Butterfly | Tyler | 20.00% |
| Dynamic 40/60 Income | 20.00% | |
| Dynamic 60/40 Income | 20.00% | |
| Golden Butterfly with Bitcoin | 20.00% | |
| Sheltered Sam 70/30 | Bill Bernstein | 18.00% |
| Ultimate Buy&Hold | FundAdvice | 12.00% |
| Sheltered Sam 80/20 | Bill Bernstein | 12.00% |
| Warren Buffett Portfolio | Warren Buffett | 10.00% |
| Sheltered Sam 90/10 | Bill Bernstein | 6.00% |
Investment Returns as of Sep 30, 2023
The iShares 1-3 Year Treasury Bond (SHY) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ISHARES 1-3 YEAR TREASURY BOND (SHY) ETF
Consolidated returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Oct 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~153Y) |
|||
| iShares 1-3 Year Treasury Bond (SHY) ETF | -0.36 | -0.36 | -0.08 | 0.00 | 2.12 | 0.87 | 0.65 | 2.95 | 4.42 | |||
| US Inflation Adjusted return | -0.08 | -1.69 | -1.28 | -3.00 | -2.04 | 0.41 | 2.25 | |||||
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Aug 2023.
Waiting for updates, inflation of Sep 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.44%
, 5Y: 3.99%
, 10Y: 2.75%
, 30Y: 2.53%
Live update: World Markets and Indexes
In 2022, the iShares 1-3 Year Treasury Bond (SHY) ETF granted a 1.24% 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.
Capital Growth as of Sep 30, 2023
An investment of 1$, since October 1993,
now would be worth 2.40$, with a total return of 139.56% (2.95% annualized).
The Inflation Adjusted Capital now would be 1.13$, with a net total return of 13.22% (0.41% annualized).
The Inflation Adjusted Capital now would be 1.13$, with a net total return of 13.22% (0.41% annualized).
An investment of 1$, since January 1871,
now would be worth 738.83$, with a total return of 73782.69% (4.42% annualized).
The Inflation Adjusted Capital now would be 30.02$, with a net total return of 2901.54% (2.25% annualized).
The Inflation Adjusted Capital now would be 30.02$, with a net total return of 2901.54% (2.25% annualized).
Readings that may interest you
Investment Metrics as of Sep 30, 2023
Metrics of iShares 1-3 Year Treasury Bond (SHY) ETF, updated as of 30 September 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ISHARES 1-3 YEAR TREASURY BOND (SHY) ETF
Advanced Metrics
Data Source: 1 January 1871 - 30 September 2023 (~153 years)
Swipe left to see all data
| Metrics as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~153Y) |
|
| Investment Return (%) | -0.08 | 0.64 | 0.00 | 2.12 | -1.07 | 0.87 | 0.65 | 1.57 | 2.95 | 4.42 |
| Infl. Adjusted Return (%) details | -0.08 | 0.01 | -1.69 | -1.28 | -6.37 | -3.00 | -2.04 | -0.97 | 0.41 | 2.25 |
| US Inflation (%) | 0.00 | 0.63 | 1.72 | 3.44 | 5.66 | 3.99 | 2.75 | 2.56 | 2.53 | 2.12 |
| Waiting for updates, inflation of Sep 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -0.99 | -5.36 | -5.36 | -5.36 | -5.36 | -5.36 | -8.52 | |||
| Start to Recovery (# months) details | 2 | 28* | 28* | 28* | 28* | 28* | 13 | |||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 1971 04 | |||
| Start to Bottom (# months) | 1 | 17 | 17 | 17 | 17 | 17 | 4 | |||
| Bottom (yyyy mm) | 2023 02 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 1971 07 | |||
| Bottom to End (# months) | 1 | 11 | 11 | 11 | 11 | 11 | 9 | |||
| End (yyyy mm) | 2023 03 | - | - | - | - | - | 1972 04 | |||
| Longest Drawdown Depth (%) | -0.87 |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-5.36 | |||
| Start to Recovery (# months) details | 5* | 28* | ||||||||
| Start (yyyy mm) | 2023 05 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | |||
| Start to Bottom (# months) | 2 | 17 | 17 | 17 | 17 | 17 | 17 | |||
| Bottom (yyyy mm) | 2023 06 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | |||
| Bottom to End (# months) | 3 | 11 | 11 | 11 | 11 | 11 | 11 | |||
| End (yyyy mm) | - | - | - | - | - | - | - | |||
| Longest negative period (# months) details | 5* | 36* | 47 | 47 | 47 | 47 | 47 | |||
| Period Start (yyyy mm) | 2023 05 | 2020 10 | 2019 09 | 2019 09 | 2019 09 | 2019 09 | 2019 09 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2023 07 | 2023 07 | 2023 07 | 2023 07 | 2023 07 | |||
| Annualized Return (%) | -0.57 | -1.07 | -0.08 | -0.08 | -0.08 | -0.08 | -0.08 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -1.96 | -17.94 | -19.15 | -19.67 | -23.58 | -23.58 | -45.12 | |||
| Start to Recovery (# months) details | 9* | 36* | 41* | 104* | 177* | 177* | 153 | |||
| Start (yyyy mm) | 2023 01 | 2020 10 | 2020 05 | 2015 02 | 2009 01 | 2009 01 | 1915 04 | |||
| Start to Bottom (# months) | 6 | 33 | 38 | 101 | 174 | 174 | 63 | |||
| Bottom (yyyy mm) | 2023 06 | 2023 06 | 2023 06 | 2023 06 | 2023 06 | 2023 06 | 1920 06 | |||
| Bottom to End (# months) | 3 | 3 | 3 | 3 | 3 | 3 | 90 | |||
| End (yyyy mm) | - | - | - | - | - | - | 1927 12 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-42.58 | |||
| Start to Recovery (# months) details | 555 | |||||||||
| Start (yyyy mm) | 2023 01 | 2020 10 | 2020 05 | 2015 02 | 2009 01 | 2009 01 | 1939 06 | |||
| Start to Bottom (# months) | 6 | 33 | 38 | 101 | 174 | 174 | 169 | |||
| Bottom (yyyy mm) | 2023 06 | 2023 06 | 2023 06 | 2023 06 | 2023 06 | 2023 06 | 1953 06 | |||
| Bottom to End (# months) | 3 | 3 | 3 | 3 | 3 | 3 | 386 | |||
| End (yyyy mm) | - | - | - | - | - | - | 1985 08 | |||
| Longest negative period (# months) details | 12* | 36* | 60* | 120* | 240* | 305* | 625 | |||
| Period Start (yyyy mm) | 2022 10 | 2020 10 | 2018 10 | 2013 10 | 2003 10 | 1998 05 | 1933 03 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 1985 03 | |||
| Annualized Return (%) | -1.28 | -6.37 | -3.00 | -2.04 | -0.97 | -0.01 | 0.00 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 2.27 | 1.94 | 1.83 | 1.40 | 1.46 | 1.80 | 3.47 | |||
| Sharpe Ratio | -1.02 | -1.38 | -0.38 | -0.22 | 0.22 | 0.40 | 0.12 | |||
| Sortino Ratio | -1.53 | -1.98 | -0.53 | -0.32 | 0.33 | 0.62 | 0.19 | |||
| Ulcer Index | 0.42 | 2.84 | 2.21 | 1.59 | 1.15 | 0.98 | 1.20 | |||
| Ratio: Return / Standard Deviation | 0.94 | -0.55 | 0.48 | 0.46 | 1.07 | 1.64 | 1.28 | |||
| Ratio: Return / Deepest Drawdown | 2.14 | -0.20 | 0.16 | 0.12 | 0.29 | 0.55 | 0.52 | |||
| % Positive Months details | 58% | 41% | 55% | 55% | 63% | 69% | 70% | |||
| Positive Months | 7 | 15 | 33 | 67 | 153 | 249 | 1289 | |||
| Negative Months | 5 | 21 | 27 | 53 | 87 | 111 | 544 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 0.65 | 2.56 | 6.01 | 11.72 | ||||||
| Worst 10 Years Return (%) - Annualized | 0.45 | 0.45 | 0.45 | |||||||
| Best 10 Years Return (%) - Annualized | -2.04 | 0.62 | 3.48 | 9.41 | ||||||
| Worst 10 Years Return (%) - Annualized | -2.07 | -2.07 | -4.85 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 12.11 | 8.27 | 6.92 | 6.01 | 4.20 | 2.95 | ||||
| Worst Rolling Return (%) - Annualized | -5.11 | -1.26 | 0.32 | 0.45 | 1.55 | |||||
| % Positive Periods | 89% | 95% | 100% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 9.47 | 5.65 | 4.47 | 3.48 | 1.83 | 0.41 | ||||
| Worst Rolling Return (%) - Annualized | -12.30 | -6.65 | -3.32 | -2.07 | -0.99 | |||||
| % Positive Periods | 52% | 53% | 58% | 69% | 80% | 100% | ||||
| Over all the available data source (Jan 1871 - Sep 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 25.82 | 17.24 | 15.57 | 11.72 | 9.50 | 8.27 | ||||
| Worst Rolling Return (%) - Annualized | -5.42 | -1.26 | 0.32 | 0.45 | 1.09 | 1.88 | ||||
| % Positive Periods | 92% | 98% | 100% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 30.38 | 17.20 | 16.30 | 9.41 | 8.80 | 6.81 | ||||
| Worst Rolling Return (%) - Annualized | -19.03 | -12.29 | -11.10 | -4.85 | -2.62 | -1.04 | ||||
| % Positive Periods | 62% | 69% | 71% | 74% | 83% | 87% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 30.57 | 19.58 | 9.56 | 4.96 | 4.30 | 5.10 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.41 | 2.20 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Correlations as of Sep 30, 2023
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
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 30 September 2023
Swipe left to see all data
| Correlation vs SHY | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
VTI
|
US Total Stock Market |
0.23
|
0.04
|
-0.02
|
-0.15
|
-0.14
|
|
SPY
|
US Large Cap |
0.28
|
0.06
|
0.00
|
-0.12
|
-0.11
|
|
IJR
|
US Small Cap |
-0.11
|
-0.11
|
-0.14
|
-0.19
|
-0.19
|
|
VNQ
|
US REITs |
0.29
|
0.06
|
0.12
|
-0.03
|
-0.01
|
|
QQQ
|
US Technology |
0.35
|
0.17
|
0.10
|
-0.15
|
-0.15
|
|
PFF
|
Preferred Stocks |
0.24
|
0.13
|
0.15
|
0.09
|
0.10
|
|
EFA
|
EAFE Stocks |
0.44
|
0.14
|
0.07
|
-0.13
|
-0.10
|
|
VT
|
World All Countries |
0.36
|
0.08
|
0.02
|
-0.15
|
-0.13
|
|
EEM
|
Emerging Markets |
0.51
|
0.17
|
0.12
|
-0.10
|
-0.07
|
|
VGK
|
Europe |
0.37
|
0.12
|
0.06
|
-0.10
|
-0.08
|
|
VPL
|
Pacific |
0.51
|
0.17
|
0.09
|
-0.11
|
-0.08
|
|
FLLA
|
Latin America |
0.11
|
-0.17
|
-0.13
|
-0.17
|
-0.17
|
|
BND
|
US Total Bond Market |
0.80
|
0.75
|
0.76
|
0.73
|
0.74
|
|
TLT
|
Long Term Treasuries |
0.68
|
0.69
|
0.67
|
0.59
|
0.59
|
|
BIL
|
US Cash |
0.03
|
0.22
|
0.19
|
0.39
|
0.38
|
|
TIP
|
TIPS |
0.75
|
0.60
|
0.61
|
0.62
|
0.63
|
|
LQD
|
Invest. Grade Bonds |
0.74
|
0.58
|
0.58
|
0.51
|
0.51
|
|
HYG
|
High Yield Bonds |
0.54
|
0.23
|
0.20
|
0.01
|
0.04
|
|
CWB
|
US Convertible Bonds |
0.12
|
0.01
|
0.00
|
-0.17
|
-0.15
|
|
BNDX
|
International Bonds |
0.68
|
0.61
|
0.58
|
0.47
|
0.49
|
|
EMB
|
Emerg. Market Bonds |
0.48
|
0.26
|
0.27
|
0.14
|
0.15
|
|
GLD
|
Gold |
0.85
|
0.41
|
0.40
|
0.19
|
0.17
|
|
DBC
|
Commodities |
0.23
|
-0.28
|
-0.21
|
-0.01
|
-0.01
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
ISHARES 1-3 YEAR TREASURY BOND (SHY) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1871 - 30 September 2023 (~153 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -5.36% | Jun 2021 | Oct 2022 | 17 | in progress | 11 | 28 | 3.21 |
| -2.23% | Feb 1994 | Apr 1994 | 3 | Jan 1995 | 9 | 12 | 1.33 |
| -1.18% | Apr 2008 | May 2008 | 2 | Sep 2008 | 4 | 6 | 0.68 |
| -1.11% | Feb 1996 | Apr 1996 | 3 | Jul 1996 | 3 | 6 | 0.72 |
| -1.09% | Nov 2001 | Dec 2001 | 2 | Feb 2002 | 2 | 4 | 0.68 |
| -1.09% | Apr 2004 | Jun 2004 | 3 | Oct 2004 | 4 | 7 | 0.72 |
| -0.90% | Sep 2017 | Feb 2018 | 6 | Nov 2018 | 9 | 15 | 0.52 |
| -0.88% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 | 0.45 |
| -0.84% | Dec 2009 | Dec 2009 | 1 | Feb 2010 | 2 | 3 | 0.42 |
| -0.82% | Mar 2002 | Mar 2002 | 1 | Apr 2002 | 1 | 2 | 0.47 |
| -0.67% | Jul 2016 | Nov 2016 | 5 | Aug 2017 | 9 | 14 | 0.33 |
| -0.66% | Nov 2002 | Nov 2002 | 1 | Dec 2002 | 1 | 2 | 0.38 |
| -0.64% | Nov 2004 | Feb 2005 | 4 | May 2005 | 3 | 7 | 0.42 |
| -0.58% | Jan 2009 | Feb 2009 | 2 | Aug 2009 | 6 | 8 | 0.29 |
| -0.55% | Jul 2003 | Aug 2003 | 2 | Sep 2003 | 1 | 3 | 0.37 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -23.58% | Jan 2009 | Jun 2023 | 174 | in progress | 3 | 177 | 9.84 |
| -6.26% | Jan 2004 | May 2006 | 29 | Dec 2007 | 19 | 48 | 3.81 |
| -4.01% | Mar 2008 | Jul 2008 | 5 | Nov 2008 | 4 | 9 | 2.48 |
| -3.65% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 | 2.42 |
| -2.42% | Feb 1996 | May 1996 | 4 | Oct 1996 | 5 | 9 | 1.51 |
| -1.49% | Feb 1999 | Jan 2000 | 12 | Jul 2000 | 6 | 18 | 1.11 |
| -1.42% | Nov 2001 | Mar 2002 | 5 | May 2002 | 2 | 7 | 0.62 |
| -1.38% | Jan 2003 | Aug 2003 | 8 | Dec 2003 | 4 | 12 | 0.84 |
| -0.80% | Oct 2002 | Nov 2002 | 2 | Dec 2002 | 1 | 3 | 0.41 |
| -0.58% | Dec 1996 | Mar 1997 | 4 | Apr 1997 | 1 | 5 | 0.25 |
| -0.48% | Oct 1993 | Nov 1993 | 2 | Dec 1993 | 1 | 3 | 0.29 |
| -0.35% | Apr 2001 | May 2001 | 2 | Jul 2001 | 2 | 4 | 0.23 |
| -0.25% | Feb 1998 | Feb 1998 | 1 | Apr 1998 | 2 | 3 | 0.13 |
| -0.17% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 | 0.10 |
| -0.15% | Nov 1998 | Nov 1998 | 1 | Dec 1998 | 1 | 2 | 0.09 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -8.52% | Apr 1971 | Jul 1971 | 4 | Apr 1972 | 9 | 13 | 3.84 |
| -7.53% | Jul 1895 | Feb 1896 | 8 | Nov 1896 | 9 | 17 | 4.75 |
| -6.84% | Mar 1970 | May 1970 | 3 | Nov 1970 | 6 | 9 | 3.57 |
| -6.17% | Sep 1931 | Jan 1932 | 5 | Jul 1932 | 6 | 11 | 2.87 |
| -5.89% | Feb 1898 | Apr 1898 | 3 | Jul 1898 | 3 | 6 | 3.47 |
| -5.48% | Jun 1939 | Sep 1939 | 4 | Mar 1941 | 18 | 22 | 2.34 |
| -5.36% | Jun 2021 | Oct 2022 | 17 | in progress | 11 | 28 | 3.21 |
| -4.59% | Jul 1958 | Sep 1958 | 3 | Mar 1960 | 18 | 21 | 2.73 |
| -4.40% | Jul 1873 | Oct 1873 | 4 | Dec 1873 | 2 | 6 | 2.62 |
| -4.27% | Jun 1902 | Jul 1902 | 2 | Sep 1902 | 2 | 4 | 2.73 |
| -4.26% | Jul 1980 | Nov 1980 | 5 | Mar 1981 | 4 | 9 | 2.25 |
| -4.14% | Sep 1968 | Dec 1968 | 4 | Apr 1969 | 4 | 8 | 2.07 |
| -4.03% | Feb 1980 | Feb 1980 | 1 | Apr 1980 | 2 | 3 | 2.42 |
| -3.84% | Mar 1975 | Apr 1975 | 2 | Jun 1975 | 2 | 4 | 2.19 |
| -3.69% | Jul 1871 | Feb 1872 | 8 | May 1872 | 3 | 11 | 1.95 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -45.12% | Apr 1915 | Jun 1920 | 63 | Dec 1927 | 90 | 153 | 21.17 |
| -42.58% | Jun 1939 | Jun 1953 | 169 | Aug 1985 | 386 | 555 | 27.94 |
| -23.58% | Jan 2009 | Jun 2023 | 174 | in progress | 3 | 177 | 9.84 |
| -17.77% | Jul 1879 | Jan 1880 | 7 | Jul 1883 | 42 | 49 | 9.78 |
| -15.92% | Aug 1897 | Apr 1900 | 33 | Jul 1904 | 51 | 84 | 9.02 |
| -12.11% | Jul 1892 | Feb 1893 | 8 | Aug 1893 | 6 | 14 | 6.60 |
| -10.30% | Jun 1908 | Apr 1910 | 23 | Oct 1910 | 6 | 29 | 5.32 |
| -9.00% | Jul 1876 | Jan 1877 | 7 | Jun 1877 | 5 | 12 | 4.44 |
| -8.87% | Jul 1933 | Sep 1937 | 51 | Apr 1939 | 19 | 70 | 4.60 |
| -8.81% | Sep 1871 | Mar 1872 | 7 | May 1873 | 14 | 21 | 5.22 |
| -7.87% | Apr 1895 | Oct 1895 | 7 | May 1896 | 7 | 14 | 4.38 |
| -7.49% | May 1911 | Sep 1912 | 17 | Apr 1914 | 19 | 36 | 4.94 |
| -6.60% | Nov 1905 | Dec 1906 | 14 | Jan 1908 | 13 | 27 | 4.09 |
| -6.26% | Jan 2004 | May 2006 | 29 | Dec 2007 | 19 | 48 | 3.81 |
| -5.48% | Jul 1886 | Jan 1887 | 7 | May 1888 | 16 | 23 | 3.00 |
Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
ISHARES 1-3 YEAR TREASURY BOND (SHY) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1871 - 30 September 2023 (~153 years)
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -5.11 |
10/2021 09/2022 |
0.94$ | 0.20 | 1.00$ | 2.20 | 1.02$ | 6.99 | 1.06$ | 12.11 |
01/1995 12/1995 |
1.12$ | 2.12 | 10.89% |
| 2Y | -2.67 |
11/2020 10/2022 |
0.94$ | 0.44 | 1.00$ | 2.55 | 1.05$ | 6.54 | 1.13$ | 9.17 |
10/2000 09/2002 |
1.19$ | -1.56 | 7.42% |
| 3Y | -1.26 |
07/2020 06/2023 |
0.96$ | 0.53 | 1.01$ | 2.57 | 1.07$ | 6.16 | 1.19$ | 8.27 |
02/2000 01/2003 |
1.26$ | -1.07 | 4.31% |
| 5Y | 0.32 |
05/2013 04/2018 |
1.01$ | 0.68 | 1.03$ | 3.24 | 1.17$ | 5.90 | 1.33$ | 6.92 |
10/1997 09/2002 |
1.39$ | 0.87 | 0.00% |
| 7Y | 0.39 |
10/2011 09/2018 |
1.02$ | 0.73 | 1.05$ | 3.23 | 1.24$ | 5.61 | 1.46$ | 7.05 |
11/1994 10/2001 |
1.61$ | 0.62 | 0.00% |
| 10Y | 0.45 |
11/2012 10/2022 |
1.04$ | 1.00 | 1.10$ | 2.53 | 1.28$ | 4.92 | 1.61$ | 6.01 |
04/1994 03/2004 |
1.79$ | 0.65 | 0.00% |
| 15Y | 0.88 |
03/2008 02/2023 |
1.13$ | 1.83 | 1.31$ | 2.73 | 1.49$ | 4.67 | 1.98$ | 5.32 |
12/1994 11/2009 |
2.17$ | 0.92 | 0.00% |
| 20Y | 1.55 |
03/2003 02/2023 |
1.35$ | 1.92 | 1.46$ | 2.93 | 1.78$ | 3.99 | 2.18$ | 4.20 |
06/1994 05/2014 |
2.27$ | 1.57 | 0.00% |
| 30Y | 2.95 |
10/1993 09/2023 |
2.39$ | 2.95 | 2.39$ | 2.95 | 2.39$ | 2.95 | 2.39$ | 2.95 |
10/1993 09/2023 |
2.39$ | 2.95 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -12.30 |
10/2021 09/2022 |
0.87$ | -2.39 | 0.97$ | 0.48 | 1.00$ | 4.93 | 1.04$ | 9.47 |
11/2000 10/2001 |
1.09$ | -1.28 | 47.56% |
| 2Y | -9.03 |
11/2020 10/2022 |
0.82$ | -1.68 | 0.96$ | 0.31 | 1.00$ | 3.93 | 1.08$ | 6.95 |
10/2000 09/2002 |
1.14$ | -6.95 | 45.99% |
| 3Y | -6.65 |
07/2020 06/2023 |
0.81$ | -1.36 | 0.95$ | 0.51 | 1.01$ | 3.73 | 1.11$ | 5.65 |
02/2000 01/2003 |
1.17$ | -6.37 | 46.77% |
| 5Y | -3.32 |
11/2017 10/2022 |
0.84$ | -1.05 | 0.94$ | 0.47 | 1.02$ | 3.42 | 1.18$ | 4.47 |
10/1997 09/2002 |
1.24$ | -3.00 | 41.53% |
| 7Y | -2.90 |
03/2016 02/2023 |
0.81$ | -0.97 | 0.93$ | 0.79 | 1.05$ | 3.10 | 1.23$ | 4.44 |
12/1994 11/2001 |
1.35$ | -2.78 | 34.66% |
| 10Y | -2.07 |
03/2013 02/2023 |
0.81$ | -0.74 | 0.92$ | 0.43 | 1.04$ | 2.30 | 1.25$ | 3.48 |
04/1994 03/2004 |
1.40$ | -2.04 | 30.71% |
| 15Y | -1.46 |
03/2008 02/2023 |
0.80$ | -0.27 | 0.96$ | 0.69 | 1.10$ | 2.15 | 1.37$ | 2.77 |
12/1994 11/2009 |
1.50$ | -1.33 | 28.73% |
| 20Y | -0.99 |
07/2003 06/2023 |
0.81$ | -0.47 | 0.91$ | 0.78 | 1.16$ | 1.66 | 1.39$ | 1.83 |
01/1995 12/2014 |
1.43$ | -0.97 | 19.83% |
| 30Y | 0.41 |
10/1993 09/2023 |
1.13$ | 0.41 | 1.13$ | 0.41 | 1.13$ | 0.41 | 1.13$ | 0.41 |
10/1993 09/2023 |
1.13$ | 0.41 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -5.42 |
08/1895 07/1896 |
0.94$ | 0.71 | 1.00$ | 4.07 | 1.04$ | 8.05 | 1.08$ | 25.82 |
10/1981 09/1982 |
1.25$ | 2.12 | 7.41% |
| 2Y | -2.67 |
11/2020 10/2022 |
0.94$ | 1.28 | 1.02$ | 4.12 | 1.08$ | 7.39 | 1.15$ | 19.29 |
05/1981 04/1983 |
1.42$ | -1.56 | 1.88% |
| 3Y | -1.26 |
07/2020 06/2023 |
0.96$ | 1.46 | 1.04$ | 4.34 | 1.13$ | 6.86 | 1.22$ | 17.24 |
03/1980 02/1983 |
1.61$ | -1.07 | 1.00% |
| 5Y | 0.32 |
05/2013 04/2018 |
1.01$ | 1.54 | 1.07$ | 4.35 | 1.23$ | 6.58 | 1.37$ | 15.57 |
09/1981 08/1986 |
2.06$ | 0.87 | 0.00% |
| 7Y | 0.39 |
10/2011 09/2018 |
1.02$ | 1.52 | 1.11$ | 4.36 | 1.34$ | 6.59 | 1.56$ | 13.80 |
03/1980 02/1987 |
2.47$ | 0.62 | 0.00% |
| 10Y | 0.45 |
11/2012 10/2022 |
1.04$ | 1.70 | 1.18$ | 4.42 | 1.54$ | 6.45 | 1.86$ | 11.72 |
03/1980 02/1990 |
3.02$ | 0.65 | 0.00% |
| 15Y | 0.88 |
03/2008 02/2023 |
1.13$ | 2.12 | 1.37$ | 4.41 | 1.90$ | 6.97 | 2.74$ | 10.33 |
11/1978 10/1993 |
4.37$ | 0.92 | 0.00% |
| 20Y | 1.09 |
07/1933 06/1953 |
1.24$ | 2.35 | 1.59$ | 4.31 | 2.32$ | 7.33 | 4.11$ | 9.50 |
08/1973 07/1993 |
6.14$ | 1.57 | 0.00% |
| 30Y | 1.88 |
11/1933 10/1963 |
1.74$ | 2.56 | 2.13$ | 4.34 | 3.57$ | 7.47 | 8.67$ | 8.27 |
08/1973 07/2003 |
10.84$ | 2.95 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -19.03 |
07/1919 06/1920 |
0.80$ | -3.91 | 0.96$ | 1.77 | 1.01$ | 9.42 | 1.09$ | 30.38 |
06/1877 05/1878 |
1.30$ | -1.28 | 37.32% |
| 2Y | -14.68 |
07/1918 06/1920 |
0.72$ | -2.44 | 0.95$ | 2.09 | 1.04$ | 7.52 | 1.15$ | 22.89 |
07/1920 06/1922 |
1.51$ | -6.95 | 33.04% |
| 3Y | -12.29 |
02/1917 01/1920 |
0.67$ | -1.98 | 0.94$ | 2.14 | 1.06$ | 7.45 | 1.24$ | 17.20 |
08/1873 07/1876 |
1.60$ | -6.37 | 30.03% |
| 5Y | -11.10 |
07/1915 06/1920 |
0.55$ | -1.27 | 0.93$ | 1.96 | 1.10$ | 7.16 | 1.41$ | 16.30 |
06/1873 05/1878 |
2.12$ | -3.00 | 28.58% |
| 7Y | -7.07 |
06/1913 05/1920 |
0.59$ | -1.39 | 0.90$ | 1.91 | 1.14$ | 6.63 | 1.56$ | 14.38 |
05/1872 04/1879 |
2.56$ | -2.78 | 25.60% |
| 10Y | -4.85 |
06/1941 05/1951 |
0.60$ | -1.18 | 0.88$ | 1.99 | 1.21$ | 6.33 | 1.84$ | 9.41 |
04/1871 03/1881 |
2.45$ | -2.04 | 25.85% |
| 15Y | -3.27 |
07/1938 06/1953 |
0.60$ | -0.49 | 0.92$ | 1.92 | 1.32$ | 5.07 | 2.10$ | 9.32 |
04/1871 03/1886 |
3.80$ | -1.33 | 19.65% |
| 20Y | -2.62 |
07/1933 06/1953 |
0.58$ | -0.22 | 0.95$ | 1.92 | 1.46$ | 4.56 | 2.43$ | 8.80 |
05/1872 04/1892 |
5.40$ | -0.97 | 16.81% |
| 30Y | -1.04 |
07/1933 06/1963 |
0.73$ | 0.27 | 1.08$ | 1.92 | 1.77$ | 3.50 | 2.80$ | 6.81 |
04/1871 03/1901 |
7.21$ | 0.41 | 12.69% |
| Annualized rolling and percentiles/median 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
In which months is it better to invest in iShares 1-3 Year Treasury Bond (SHY) ETF?
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.
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 Gain Frequency |
0.19
80% |
-0.10
40% |
0.41
60% |
0.05
80% |
0.18
60% |
-0.16
40% |
0.18
80% |
0.07
40% |
-0.30
0% |
-0.01
40% |
0.20
60% |
0.17
80% |
| Best |
0.8 2023 |
0.9 2020 |
1.6 2023 |
0.3 2020 |
0.7 2019 |
0.5 2019 |
0.4 2022 |
0.8 2019 |
0.0 2020 |
0.3 2019 |
0.7 2022 |
0.8 2018 |
| Worst |
-0.7 2022 |
-1.0 2023 |
-1.4 2022 |
-0.5 2022 |
-0.4 2023 |
-0.6 2022 |
-0.1 2019 |
-0.8 2022 |
-1.2 2022 |
-0.3 2021 |
-0.1 2021 |
-0.2 2021 |
Monthly Seasonality over the period Feb 1871 - Sep 2023
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 Gain Frequency |
0.22
80% |
-0.07
50% |
0.27
70% |
0.04
80% |
0.15
70% |
-0.03
50% |
0.10
60% |
0.08
50% |
-0.15
20% |
0.00
40% |
0.02
50% |
0.03
50% |
| Best |
0.8 2023 |
0.9 2020 |
1.6 2023 |
0.3 2020 |
0.7 2019 |
0.6 2016 |
0.4 2022 |
0.8 2019 |
0.3 2015 |
0.3 2019 |
0.7 2022 |
0.8 2018 |
| Worst |
-0.7 2022 |
-1.0 2023 |
-1.4 2022 |
-0.5 2022 |
-0.4 2023 |
-0.6 2022 |
-0.1 2014 |
-0.8 2022 |
-1.2 2022 |
-0.3 2021 |
-0.5 2016 |
-0.3 2014 |
Monthly Seasonality over the period Feb 1871 - Sep 2023
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 Gain Frequency |
0.28
70% |
0.42
72% |
0.44
77% |
0.32
72% |
0.39
71% |
0.39
72% |
0.12
62% |
0.23
66% |
0.38
66% |
0.45
71% |
0.52
69% |
0.45
72% |
| Best |
5.6 1968 |
6.6 1970 |
4.9 1971 |
7.9 1980 |
3.7 1980 |
2.2 1970 |
3.8 1982 |
4.6 1971 |
4.0 1902 |
5.3 1969 |
6.8 1970 |
5.5 1873 |
| Worst |
-3.0 1896 |
-4.0 1980 |
-3.0 1898 |
-5.1 1970 |
-2.0 1971 |
-2.3 1902 |
-3.6 1875 |
-2.2 1958 |
-4.2 1939 |
-4.3 1895 |
-1.7 1933 |
-2.6 1969 |
Monthly Seasonality over the period Feb 1871 - Sep 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the iShares 1-3 Year Treasury Bond (SHY) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ISHARES 1-3 YEAR TREASURY BOND (SHY) ETF
Monthly Returns Distribution
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1871 - 30 September 2023 (~153 years)
249 Positive Months (69%) - 111 Negative Months (31%)
1289 Positive Months (70%) - 544 Negative Months (30%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2002, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets.
They have been derived using the historical series of equivalent ETFs / Assets.
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
