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Issuer
Invesco
Inception Date
Dec 9, 2022
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$12M

Share Price Chart


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Performance

GTOH Performance Chart

Invesco Short Duration High Yield ETF (GTOH) is up 1.7% since the beginning of the year. GTOH is currently trading at $25 per share.


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S&P 500 Index

Returns By Period

Invesco Short Duration High Yield ETF (GTOH) has returned 1.66% so far this year and 6.97% over the past 12 months.


Invesco Short Duration High Yield ETF

1D
-0.20%
1M
0.42%
YTD
1.66%
6M
1.83%
1Y
6.97%
3Y*
7.86%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTOH Monthly Returns History

Based on dividend-adjusted daily data since Dec 9, 2022, GTOH's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.

Historically, 72% of months were positive and 28% were negative. The best month was Nov 2023 with a return of +3.6%, while the worst month was Feb 2023 at -2.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, GTOH closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +1.9%, while the worst single day was Feb 21, 2023 at -1.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.71%0.39%-1.04%1.22%0.54%-0.16%1.66%
20251.22%0.35%-0.84%-0.27%1.94%1.71%0.06%1.14%0.95%0.26%0.77%0.38%7.91%
20240.30%0.15%1.33%-0.96%1.33%0.75%1.52%1.50%1.13%-0.78%1.02%-0.86%6.57%
20233.03%-2.20%1.97%0.58%-1.22%1.69%1.13%0.12%-1.03%-0.67%3.59%3.26%10.54%
2022-1.34%-1.34%

Benchmark Metrics

Invesco Short Duration High Yield ETF has an annualized alpha of 3.09%, beta of 0.20, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since December 12, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (28.04%) than losses (27.34%) - typical of diversified or defensive assets.
  • Beta of 0.20 may look defensive, but with R2 of 0.47 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.47 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
3.09%
Beta
0.20
0.47
Upside Capture
28.04%
Downside Capture
27.34%

Expense Ratio

GTOH has an expense ratio of 0.48%, placing it in the medium range.


Return for Risk

Risk / Return Rank

GTOH ranks 75 for risk / return — better than 75% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


GTOH Risk / Return Rank: 7575
Overall Rank
GTOH Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GTOH Sortino Ratio Rank: 8282
Sortino Ratio Rank
GTOH Omega Ratio Rank: 7777
Omega Ratio Rank
GTOH Calmar Ratio Rank: 6262
Calmar Ratio Rank
GTOH Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco Short Duration High Yield ETF (GTOH) and compare them to S&P 500 Index.


GTOHBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.34

2.24

+0.10

Sortino ratio

Return per unit of downside risk

3.63

3.07

+0.55

Omega ratio

Gain probability vs. loss probability

1.45

1.41

+0.05

Calmar ratio

Return relative to maximum drawdown

3.06

2.93

+0.13

Martin ratio

Return relative to average drawdown

15.02

13.52

+1.50

Dividends

Dividend History

Invesco Short Duration High Yield ETF provided a 6.24% dividend yield over the last twelve months, with an annual payout of $1.59 per share.


6.60%6.65%6.70%6.75%6.80%$0.00$0.50$1.00$1.50202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$1.59$1.69$1.73$1.74

Dividend yield

6.24%6.57%6.81%6.81%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.13$0.12$0.12$0.12$0.11$0.00$0.60
2025$0.14$0.14$0.14$0.14$0.14$0.13$0.13$0.13$0.13$0.12$0.13$0.22$1.69
2024$0.15$0.14$0.14$0.14$0.14$0.15$0.14$0.14$0.15$0.14$0.15$0.14$1.73
2023$0.16$0.00$0.15$0.16$0.15$0.15$0.15$0.15$0.15$0.16$0.15$0.20$1.74

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Short Duration High Yield 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 Short Duration High Yield ETF was 4.77%, occurring on Feb 21, 2023. Recovery took 98 trading sessions.

The current Invesco Short Duration High Yield ETF drawdown is 0.20%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 pullback2023
-4.77%Feb 2023
18d4mo 22d
5mo 10dFeb 2023 - Jul 2023
2025 selloff2025
-4.13%Apr 2025
2mo 1d1mo 4d
3mo 5dFeb 2025 - May 2025
2023 pullback2023
-2.92%Oct 2023
1mo 5d14d
1mo 19dSep 2023 - Nov 2023
Bear market2022
-2.87%Dec 2022
14d12d
26dDec 2022 - Jan 2023
2026 pullback2026
-2.29%Mar 2026
28d18d
1mo 16dFeb 2026 - Apr 2026

Drawdown Indicators


GTOHBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-4.77%

-56.78%

+52.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.29%

-9.10%

+6.81%

Max Drawdown (3Y)

Largest decline over 3 years

-4.13%

-18.90%

+14.77%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.20%

-0.74%

+0.54%

Average Drawdown

Average peak-to-trough decline

-0.67%

-10.72%

+10.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

1.97%

-1.50%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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