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GSY vs. BTAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSY vs. BTAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Ultra Short Duration ETF (GSY) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSY achieves a 2.11% return, which is significantly higher than BTAL's -15.84% return. Over the past 10 years, GSY has outperformed BTAL with an annualized return of 2.88%, while BTAL has yielded a comparatively lower -4.60% annualized return.


GSY

1D
0.02%
1M
0.35%
6M
1.91%
YTD
2.11%
1Y
4.34%
3Y*
5.39%
5Y*
3.75%
10Y*
2.88%
ALL TIME*
1.96%

BTAL

1D
0.00%
1M
10.49%
6M
-12.25%
YTD
-15.84%
1Y
-25.57%
3Y*
-9.44%
5Y*
-4.30%
10Y*
-4.60%
ALL TIME*
-3.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSY vs. BTAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSY
Invesco Ultra Short Duration ETF
2.11%4.96%5.95%5.99%0.01%0.03%1.88%3.39%2.18%1.86%
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-15.84%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%

Correlation

The correlation between GSY and BTAL is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (3Y)
Calculated over the trailing 3-year period

-0.11

Correlation (5Y)
Calculated over the trailing 5-year period

-0.12

Correlation (10Y)
Calculated over the trailing 10-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2011

-0.03

The correlation between GSY and BTAL shifts across timeframes, from -0.17 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GSY vs. BTAL — Risk / Return Rank

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

GSY
GSY Risk / Return Rank: 9999
Overall Rank
GSY Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
GSY Sortino Ratio Rank: 9999
Sortino Ratio Rank
GSY Omega Ratio Rank: 9999
Omega Ratio Rank
GSY Calmar Ratio Rank: 100100
Calmar Ratio Rank
GSY Martin Ratio Rank: 100100
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 22
Overall Rank
BTAL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 22
Sortino Ratio Rank
BTAL Omega Ratio Rank: 22
Omega Ratio Rank
BTAL Calmar Ratio Rank: 33
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
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.

GSY vs. BTAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Ultra Short Duration ETF (GSY) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). 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.


GSYBTALDifference
Sharpe ratioReturn per unit of total volatility

+11.64

Sortino ratioReturn per unit of downside risk

+25.78

Omega ratioGain probability vs. loss probability

5.84

0.83

+5.01

Calmar ratioReturn relative to maximum drawdown

72.75

-0.74

+73.49

Martin ratioReturn relative to average drawdown

324.54

-1.39

+325.93

GSY vs. BTAL - Sharpe Ratio Comparison

The current GSY Sharpe Ratio is 10.54, which is higher than the BTAL Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of GSY and BTAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GSY vs. BTAL - Drawdown Comparison

The maximum GSY drawdown since its inception was -12.14%, smaller than the maximum BTAL drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for GSY and BTAL.


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Drawdown Indicators


GSYBTALDifference

Max Drawdown

Largest peak-to-trough decline

-12.14%

-52.70%

+40.56%

Max Drawdown (1Y)

Largest decline over 1 year

-0.06%

-34.57%

+34.51%

Max Drawdown (3Y)

Largest decline over 3 years

-0.18%

-47.83%

+47.65%

Max Drawdown (5Y)

Largest decline over 5 years

-1.48%

-47.83%

+46.35%

Max Drawdown (10Y)

Largest decline over 10 years

-5.25%

-52.70%

+47.45%

Current Drawdown

Current decline from peak

0.00%

-47.55%

+47.55%

Average Drawdown

Average peak-to-trough decline

-2.37%

-22.19%

+19.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

18.40%

-18.39%

Volatility

GSY vs. BTAL - Volatility Comparison

The current volatility for Invesco Ultra Short Duration ETF (GSY) is 0.13%, while AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a volatility of 7.95%. This indicates that GSY experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSYBTALDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

7.95%

-7.82%

Volatility (6M)

Calculated over the trailing 6-month period

0.32%

17.50%

-17.18%

Volatility (1Y)

Calculated over the trailing 1-year period

0.41%

23.51%

-23.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.59%

19.27%

-18.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.22%

17.40%

-16.18%

GSY vs. BTAL - Expense Ratio Comparison

GSY has a 0.22% expense ratio, which is lower than BTAL's 1.40% expense ratio.


Dividends

GSY vs. BTAL - Dividend Comparison

GSY's dividend yield for the trailing twelve months is around 4.64%, more than BTAL's 2.96% yield.


PositionTTM20252024202320222021202020192018201720162015
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
2.96%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%0.00%0.00%0.00%
GSY
Invesco Ultra Short Duration ETF
4.64%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


GSY and BTAL have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (7.95%) compared to GSY (0.13%). In terms of maximum drawdown, GSY dropped -12.14% vs BTAL's -52.70%.

On 10-year performance, GSY leads with 2.88% vs -4.60% for BTAL. On fees, GSY is cheaper at 0.22% per year. On volatility, GSY has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GSY has performed better with a 2.88% return vs -4.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSY is cheaper with a 0.22% expense ratio, compared with 1.40% for BTAL.

GSY has the higher dividend yield at 4.64%, compared with 2.96% for BTAL.

GSY is categorized as Ultrashort Bond, while BTAL is Equity Market Neutral. They also come from different issuers: Invesco and AGF. Their fees differ too: 0.22% for GSY and 1.40% for BTAL.

GSY currently has the higher Sharpe Ratio (10.54 vs -1.09), 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.

Portfolio Optimizer

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