GSY vs. BRK-B

Last updated Jun 14, 2026

GSY (Invesco Ultra Short Duration ETF) is Ultrashort Bond fund actively managed by Invesco, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, GSY returned 2.86%/yr vs 13.22%/yr for BRK-B. At a 0.01 correlation, their price movements are largely independent.

Performance

GSY vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Ultra Short Duration ETF (GSY) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GSY achieves a 1.72% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, GSY has underperformed BRK-B with an annualized return of 2.86%, while BRK-B has yielded a comparatively higher 13.22% annualized return.

GSY

• 1D: 0.00%
• 1M: 0.36%
• YTD: 1.72%
• 6M: 1.96%
• 1Y: 4.49%
• 3Y*: 5.48%
• 5Y*: 3.68%
• 10Y*: 2.86%

BRK-B

• 1D: 0.71%
• 1M: 1.07%
• YTD: -2.67%
• 6M: -2.06%
• 1Y: 0.35%
• 3Y*: 13.30%
• 5Y*: 11.27%
• 10Y*: 13.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GSY vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GSY Invesco Ultra Short Duration ETF	1.72%	4.96%	5.95%	5.99%	0.01%	0.03%	1.88%	3.39%	2.18%	1.86%
BRK-B Berkshire Hathaway Inc.	-2.67%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between GSY and BRK-B is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.01
Correlation (10Y) Calculated over the trailing 10-year period	0.00
Correlation (All Time) Calculated using the full available price history since Feb 12, 2008	0.01

Return for Risk

GSY vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GSY

GSY Risk / Return Rank: 99
GSY Sharpe Ratio Rank: 100
GSY Sortino Ratio Rank: 99
GSY Omega Ratio Rank: 99
GSY Calmar Ratio Rank: 100
GSY Martin Ratio Rank: 100

BRK-B

BRK-B Risk / Return Rank: 39
BRK-B Sharpe Ratio Rank: 42
BRK-B Sortino Ratio Rank: 34
BRK-B Omega Ratio Rank: 33
BRK-B Calmar Ratio Rank: 42
BRK-B Martin Ratio Rank: 42

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.

GSY vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Ultra Short Duration ETF (GSY) and Berkshire Hathaway Inc. (BRK-B). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GSY	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	11.20	-0.02	+11.22
Sortino ratio: Return per unit of downside risk	27.35	0.08	+27.27
Omega ratio: Gain probability vs. loss probability	6.54	1.01	+5.53
Calmar ratio: Return relative to maximum drawdown	75.72	-0.02	+75.74
Martin ratio: Return relative to average drawdown	373.96	-0.05	+374.01

GSY vs. BRK-B - Sharpe Ratio Comparison

The current GSY Sharpe Ratio is 11.20, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of GSY and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GSY vs. BRK-B - Drawdown Comparison

The maximum GSY drawdown since its inception was -12.14%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for GSY and BRK-B.

Drawdown Indicators

	GSY	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-12.14%	-53.86%	+41.72%
Max Drawdown (1Y) Largest decline over 1 year	-0.06%	-9.42%	+9.36%
Max Drawdown (3Y) Largest decline over 3 years	-0.18%	-14.95%	+14.77%
Max Drawdown (5Y) Largest decline over 5 years	-1.48%	-26.58%	+25.10%
Max Drawdown (10Y) Largest decline over 10 years	-5.25%	-29.57%	+24.32%
Current Drawdown Current decline from peak	0.00%	-9.36%	+9.36%
Average Drawdown Average peak-to-trough decline	-2.38%	-11.07%	+8.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	4.53%	-4.52%

Volatility

GSY vs. BRK-B - Volatility Comparison

The current volatility for Invesco Ultra Short Duration ETF (GSY) is 0.15%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.95%. This indicates that GSY experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSY	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.15%	3.95%	-3.80%
Volatility (6M) Calculated over the trailing 6-month period	0.31%	10.78%	-10.47%
Volatility (1Y) Calculated over the trailing 1-year period	0.40%	14.38%	-13.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.58%	17.12%	-16.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.22%	19.44%	-18.22%

Dividends

GSY vs. BRK-B - Dividend Comparison

GSY's dividend yield for the trailing twelve months is around 4.34%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GSY Invesco Ultra Short Duration ETF	4.34%	4.56%	5.31%	4.95%	1.70%	0.58%	1.45%	2.71%	2.30%	1.80%	1.21%	1.17%

Frequently Asked Questions

Can I hold both GSY and BRK-B in my portfolio?

GSY and BRK-B have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GSY or BRK-B?

BRK-B has higher volatility (3.95%) compared to GSY (0.15%). In terms of maximum drawdown, GSY dropped -12.14% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

GSY currently has the higher Sharpe Ratio (11.20 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.