VGSH vs. SHY - ETF Comparison
VGSH - Vanguard Short-Term Treasury ETF
The Vanguard Short-Term Treasury ETF (VGSH) is a fixed income fund that tracks the Bloomberg US Treasury (1-3 Y) index, providing exposure to short-term government bonds with maturities between one to three years. With a low interest rate exposure, this ETF offers a safe haven appeal, minimizing credit risk and interest rate risk. It can be used to tilt exposure towards Treasury bonds, decreasing the effective duration of a portfolio and minimizing overall volatility.
SHY - iShares 1-3 Year Treasury Bond ETF
The iShares 1-3 Year Treasury Bond ETF is a fixed income fund that provides exposure to short-term US Treasury bonds with maturities between 1-3 years. It offers a low-risk investment option with a relatively low expected return, making it a suitable safe haven for investors during volatile markets.
| VGSH | SHY | |
|---|---|---|
| Fund Name | Vanguard Short-Term Treasury ETF | iShares 1-3 Year Treasury Bond ETF |
| Fund Provider | Vanguard | BlackRock |
| Index | Bloomberg US Treasury (1-3 Y) (Inception 4/30/1996) | ICE BofA US Treasury Bond (1-3 Y) |
| Asset Class | Bonds | Bonds |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.04% | 0.15% |
| Inception Date | 2009-11-19 | 2002-07-22 |
| Number Of Holdings | 97 | 110 |
| Currency | USD | USD |
| Region | United States | United States |
| Bond Type | Government Bonds | Government Bonds |
| Leveraged | Non-leveraged | Non-leveraged |
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Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Performance Analysis
The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.
Cumulative Returns
End of Year Returns Table
End of Year Returns
Risk Analysis
The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.
Drawdowns
Drawdowns Table
Monte Carlo Simulation
The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.
IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.