PortfoliosLab logoPortfoliosLab logo
GSY vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

GSY vs. BTC-USD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, GSY achieves a 1.72% return, which is significantly higher than BTC-USD's -26.27% return. Over the past 10 years, GSY has underperformed BTC-USD with an annualized return of 2.86%, while BTC-USD has yielded a comparatively higher 57.23% 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%

BTC-USD

1D
1.71%
1M
-20.43%
YTD
-26.27%
6M
-28.52%
1Y
-39.20%
3Y*
36.94%
5Y*
9.74%
10Y*
57.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSY vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BTC-USD
Bitcoin
-26.27%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between GSY and BTC-USD is 0.01, 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

0.01

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

-0.02

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

0.01

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

0.02

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2012

0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GSY vs. BTC-USD — 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

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3737
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3030
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. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Ultra Short Duration ETF (GSY) and Bitcoin (BTC-USD). 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.


GSYBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+12.12

Sortino ratioReturn per unit of downside risk

+28.62

Omega ratioGain probability vs. loss probability

6.54

0.87

+5.67

Calmar ratioReturn relative to maximum drawdown

75.72

-0.77

+76.48

Martin ratioReturn relative to average drawdown

373.96

-1.33

+375.29

GSY vs. BTC-USD - Sharpe Ratio Comparison

The current GSY Sharpe Ratio is 11.20, which is higher than the BTC-USD Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of GSY and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GSY vs. BTC-USD - Drawdown Comparison

The maximum GSY drawdown since its inception was -12.14%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for GSY and BTC-USD.


Loading charts...

Drawdown Indicators


GSYBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-12.14%

-85.30%

+73.16%

Max Drawdown (1Y)

Largest decline over 1 year

-0.06%

-51.21%

+51.15%

Max Drawdown (3Y)

Largest decline over 3 years

-0.18%

-51.21%

+51.03%

Max Drawdown (5Y)

Largest decline over 5 years

-1.48%

-76.67%

+75.19%

Max Drawdown (10Y)

Largest decline over 10 years

-5.25%

-83.80%

+78.55%

Current Drawdown

Current decline from peak

0.00%

-48.27%

+48.27%

Average Drawdown

Average peak-to-trough decline

-2.38%

-42.36%

+39.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

35.16%

-35.15%

Volatility

GSY vs. BTC-USD - Volatility Comparison

The current volatility for Invesco Ultra Short Duration ETF (GSY) is 0.15%, while Bitcoin (BTC-USD) has a volatility of 11.97%. This indicates that GSY experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GSYBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

11.97%

-11.82%

Volatility (6M)

Calculated over the trailing 6-month period

0.31%

34.64%

-34.33%

Volatility (1Y)

Calculated over the trailing 1-year period

0.40%

35.59%

-35.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

44.57%

-43.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.22%

56.61%

-55.39%

Frequently Asked Questions


GSY and BTC-USD have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (11.97%) compared to GSY (0.15%). In terms of maximum drawdown, GSY dropped -12.14% vs BTC-USD's -85.30%.

GSY currently has the higher Sharpe Ratio (11.20 vs -0.92), 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

Find the right allocation for GSY and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer