GOVZ vs SHYL

Comparison between ISHARES 25+ YEAR TREASURY STRIPS BOND ETF (GOVZ, ETF) and XTRACKERS SHORT DURATION HIGH YIELD BOND ETF (SHYL, ETF).

5-Year PerformanceSHYL has outperformed GOVZ, delivering a return of +4.9% compared to -11.6%

GOVZ vs SHYL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GOVZ(ETF)	SHYL(ETF)
Net Assets	$267M	$265M
Expense Ratio	0.10%	0.20%
Max Drawdown	66.13%	21.56%
Sharpe Ratio	0.02	0.70
5Y Beta	0.10	0.21
5Y Dividends CAGR	17.73%	2.27%

Net Assets

Winner

GOVZ

$267M

SHYL

$265M

Expense Ratio

Winner

GOVZ

0.10%

SHYL

0.20%

Max Drawdown

GOVZ

66.13%

Winner

SHYL

21.56%

Sharpe Ratio

GOVZ

0.02

Winner

SHYL

0.70

5Y Beta

Winner

GOVZ

0.10

SHYL

0.21

5Y Dividends CAGR

Winner

GOVZ

17.73%

SHYL

2.27%

GOVZ vs SHYL - Historical Returns

Returns include dividend reinvestment.

Period	GOVZ	SHYL
1 month	+4.92%	+0.92%
3 months	-0.75%	+2.10%
6 months	-0.34%	+2.05%
1 year	+4.05%	+6.02%
5 years(CAGR)	-11.60%	+4.90%
10 years(CAGR)	N/A	+4.82%
Max(CAGR)	-13.41%	+4.82%

Winner

GOVZ

+4.92%

SHYL

+0.92%

GOVZ

-0.75%

Winner

SHYL

+2.10%

GOVZ

-0.34%

Winner

SHYL

+2.05%

GOVZ

+4.05%

Winner

SHYL

+6.02%

5Y(CAGR)

GOVZ

-11.60%

Winner

SHYL

+4.90%

10Y(CAGR)

GOVZ

N/A

SHYL

+4.82%

Max(CAGR)

GOVZ

-13.41%

Winner

SHYL

+4.82%

GOVZ vs SHYL - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

Year	GOVZ	SHYL
2026	+0.06%	+1.50%
2025	-2.00%	+7.62%
2024	-15.35%	+8.82%
2023	-1.66%	+11.25%
2022	-38.84%	-5.15%
2021	-4.48%	+4.82%
2020	-5.61%	+3.53%
2019	N/A	+10.13%
2018	N/A	-0.67%

GOVZ vs SHYL Drawdown Comparison

The maximum drawdown for GOVZ was -59.65%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for SHYL was -19.27%, occurring on Mar 23, 2020. Recovery took 184 trading sessions.

The current GOVZ drawdown is -56.14%.

Rank	GOVZ	SHYL
#1	-59.65% Sep 24, 2020 - Oct 19, 2023	-19.27% Feb 20, 2020 - Nov 10, 2020
#2	N/A	-9.59% Dec 27, 2021 - Jul 13, 2023
#3	N/A	-4.92% Oct 1, 2018 - Jan 30, 2019
#4	N/A	-4.73% Feb 28, 2025 - May 12, 2025
#5	N/A	-2.74% Sep 14, 2023 - Nov 3, 2023
#6	N/A	-1.82% Jan 26, 2018 - Apr 13, 2018
#7	N/A	-1.79% Mar 20, 2024 - May 3, 2024
#8	N/A	-1.59% Jan 22, 2026 - Apr 8, 2026
#9	N/A	-1.57% Nov 9, 2021 - Dec 23, 2021
#10	N/A	-1.28% Dec 5, 2024 - Jan 15, 2025
#11	N/A	-1.22% Jul 29, 2019 - Aug 29, 2019
#12	N/A	-1.17% Dec 27, 2023 - Feb 23, 2024
#13	N/A	-1.15% Oct 2, 2025 - Oct 24, 2025
#14	N/A	-1.13% Apr 12, 2019 - Jun 11, 2019
#15	N/A	-1.11% Jul 31, 2024 - Aug 13, 2024

Correlation

Correlation between GOVZ and SHYL is -0.67 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.67

-101