Phylogenetic relationships in recent, rapid radiations can be difficult to resolve due to incomplete lineage sorting and reliance on genetic markers that evolve slowly relative to the rate of speciation. By incorporating hundreds to thousands of unlinked loci, phylogenomic analyses have the potential to mitigate these difficulties. Here, we attempt to resolve phylogenetic relationships among eight shrew species (genus Crocidura) from the Philippines, a phylogenetic problem that has proven intractable with small (< 10 loci) data sets. We sequenced hundreds of ultraconserved elements and whole mitochondrial genomes in these species and estimated phylogenies using concatenation, summary coalescent, and hierarchical coalescent methods. The concatenated approach recovered a maximally supported and fully resolved tree. In contrast, the coalescent-based approaches produced similar topologies, but each had several poorly supported nodes. Using simulations, we demonstrate that the concatenated tree could be positively misleading. Our simulations also show that the tree shape we tend to infer, which involves a series of short internal branches, is difficult to resolve, even if substitution models are known and multiple individuals per species are sampled. As such, the low support we obtained for backbone relationships in our coalescent-based inferences reflects a real and appropriate lack of certainty. Our results illuminate the challenges of estimating a bifurcating tree in a rapid and recent radiation, providing a rare empirical example of a nearly simultaneous series of speciation events in a terrestrial animal lineage as it spreads across an oceanic archipelago.