PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Invesco Ultra Short Duration ETF (GSY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46090A8870
CUSIP46090A887
IssuerInvesco
Inception DateFeb 12, 2008
RegionDeveloped Markets (Broad)
CategoryCorporate Bonds, Actively Managed
Index TrackedNo Index (Active)
Home Pagewww.invesco.com
Asset ClassBond

Expense Ratio

The Invesco Ultra Short Duration ETF has a high expense ratio of 0.22%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.22%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with GSY

Invesco Ultra Short Duration ETF

Popular comparisons: GSY vs. SHV, GSY vs. VNLA, GSY vs. NEAR, GSY vs. VMMSX, GSY vs. MINT, GSY vs. GBIL, GSY vs. ULST, GSY vs. ICIFX, GSY vs. IBHD, GSY vs. JPST

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco Ultra Short Duration ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
28.51%
291.38%
GSY (Invesco Ultra Short Duration ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco Ultra Short Duration ETF had a return of 1.38% year-to-date (YTD) and 6.21% in the last 12 months. Over the past 10 years, Invesco Ultra Short Duration ETF had an annualized return of 2.06%, while the S&P 500 had an annualized return of 10.89%, indicating that Invesco Ultra Short Duration ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.38%10.16%
1 month0.57%3.47%
6 months3.45%22.20%
1 year6.21%30.45%
5 years (annualized)2.35%13.16%
10 years (annualized)2.06%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.59%0.28%
20230.53%0.27%0.40%0.81%0.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Invesco Ultra Short Duration ETF (GSY) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
GSY
Invesco Ultra Short Duration ETF
9.21
^GSPC
S&P 500
2.79

Sharpe Ratio

The current Invesco Ultra Short Duration ETF Sharpe ratio is 9.21. A Sharpe ratio of 3.0 or higher is considered excellent.


Rolling 12-month Sharpe Ratio0.002.004.006.008.0010.00OctoberNovemberDecember2024FebruaryMarch
9.21
2.79
GSY (Invesco Ultra Short Duration ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Ultra Short Duration ETF granted a 5.37% dividend yield in the last twelve months. The annual payout for that period amounted to $2.68 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.68$2.47$0.84$0.29$0.77$1.47$1.22$1.01$0.65$0.58$0.64$0.57

Dividend yield

5.37%4.95%1.70%0.58%1.53%2.92%2.43%2.02%1.30%1.17%1.29%1.14%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Ultra Short Duration ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.22$0.23
2023$0.14$0.14$0.18$0.18$0.19$0.18$0.21$0.20$0.22$0.22$0.22$0.39
2022$0.02$0.02$0.02$0.03$0.04$0.05$0.06$0.07$0.09$0.11$0.11$0.21
2021$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02
2020$0.10$0.09$0.09$0.08$0.08$0.06$0.05$0.08$0.03$0.03$0.03$0.04
2019$0.12$0.09$0.13$0.12$0.12$0.12$0.12$0.10$0.21$0.11$0.11$0.12
2018$0.00$0.08$0.13$0.09$0.09$0.10$0.10$0.15$0.12$0.09$0.10$0.16
2017$0.00$0.06$0.05$0.06$0.06$0.06$0.11$0.12$0.07$0.06$0.06$0.32
2016$0.00$0.04$0.05$0.06$0.06$0.05$0.05$0.05$0.05$0.05$0.05$0.14
2015$0.00$0.05$0.05$0.05$0.05$0.05$0.04$0.04$0.04$0.03$0.04$0.13
2014$0.00$0.03$0.03$0.04$0.04$0.05$0.05$0.05$0.04$0.04$0.06$0.21
2013$0.04$0.06$0.05$0.05$0.05$0.04$0.04$0.04$0.04$0.04$0.12

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
GSY (Invesco Ultra Short Duration ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Ultra Short Duration ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Ultra Short Duration ETF was 12.14%, occurring on Dec 4, 2008. Recovery took 1851 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.14%Dec 4, 20081Dec 4, 20081851Jun 20, 20171852
-5.25%Mar 6, 202010Mar 19, 202047May 27, 202057
-3.29%Nov 21, 20084Dec 2, 20081Dec 3, 20085
-1.48%Sep 17, 2021189Jun 16, 2022141Jan 9, 2023330
-0.9%Sep 17, 20082Sep 18, 200819Oct 21, 200821

Volatility

Volatility Chart

The current Invesco Ultra Short Duration ETF volatility is 0.13%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
0.13%
2.80%
GSY (Invesco Ultra Short Duration ETF)
Benchmark (^GSPC)