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Asset Category: Cash (ICE Indices U.S. Treasury Short Bond Index (IDCOTS))
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Long-Term Performance: 4.53%
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Correlation to U.S. markets: -0.01
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S&P 500 Performance (US Large Cap Blend): 10.52% CAGR
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Back test timeframe: January 1972 – January 2024
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Oldest ETF back tested: iShares Short Treasury Bond ETF (SHV)
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Long-Term Performance: 1.17% CAGR
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Correlation to U.S. markets: -0.12
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S&P 500 Performance: 9.48% CAGR
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Back test timeframe: February 2007 – January 2024
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Number of ETFs available in this asset class: 60
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Number of ETFs in this asset class that are 5-years old or older: 16
- ETFs not considered for this article: ETFs with complex underlying assets such as swaps, ETFs with high volatility, and ETFs with durations greater than 1 year.
CASH (U.S. Treasury Short Bond Index (IDCOTS)) vs S&P 500: January 1972 – January 2024
