The pen and its nib are very important here. I have a Parker Sonnet (F) that will show shading with used dishwater.
I have found (for my own uses) that the Jinhao X-450 is a middle-of-the-road pen for showing shading. Some inks it does, others it doesn't. I use it to judge if an ink shades or not. In fact, I have now put together a matched set of three X-450s for ink testing and mixing.
The paper is also important. Some papers absorb the ink so fast, it doesn't get a chance to build up a layer that shows the shading. Other papers are so hard and un-absorbent that the ink flows and levels out before it dries, also hiding the shading. I now use OCE Topcolour or Clairefontaine DCP for ink testing because these papers seem to have the best balance of absorbency and hardness.
So for example, using the above pen and paper, I have these results --
Shaders --
Diamine Mediterranean Blue
PR American Blue
Parker Penman Sapphire
my Faux Penman Sapphire #5b
non-Shaders --
PR Lake Placid Blue
Diamine Imperial Blue
I have one PR and one Diamine in each group.
These are my results with my setup. Yours may vary.