GSY vs. EMNT
Compare and contrast key facts about Invesco Ultra Short Duration ETF (GSY) and PIMCO Enhanced Short Maturity Active ESG ETF (EMNT).
GSY and EMNT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSY is an actively managed fund by Invesco. It was launched on Feb 12, 2008. EMNT is an actively managed fund by PIMCO. It was launched on Dec 10, 2019.
Performance
GSY vs. EMNT - Performance Comparison
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GSY vs. EMNT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GSY Invesco Ultra Short Duration ETF | 0.82% | 4.96% | 5.95% | 5.99% | 0.01% | 0.03% | 1.88% | 0.17% |
EMNT PIMCO Enhanced Short Maturity Active ESG ETF | 1.02% | 4.74% | 5.79% | 5.84% | -0.57% | 0.11% | 2.08% | 0.09% |
Returns By Period
In the year-to-date period, GSY achieves a 0.82% return, which is significantly lower than EMNT's 1.02% return.
GSY
- 1D
- 0.02%
- 1M
- 0.10%
- YTD
- 0.82%
- 6M
- 1.89%
- 1Y
- 4.56%
- 3Y*
- 5.49%
- 5Y*
- 3.52%
- 10Y*
- 2.84%
EMNT
- 1D
- 0.06%
- 1M
- 0.32%
- YTD
- 1.02%
- 6M
- 2.07%
- 1Y
- 4.50%
- 3Y*
- 5.32%
- 5Y*
- 3.35%
- 10Y*
- —
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GSY vs. EMNT - Expense Ratio Comparison
GSY has a 0.22% expense ratio, which is lower than EMNT's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
GSY vs. EMNT — Risk / Return Rank
GSY
EMNT
GSY vs. EMNT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Ultra Short Duration ETF (GSY) and PIMCO Enhanced Short Maturity Active ESG ETF (EMNT). 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.
| GSY | EMNT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 10.78 | 11.02 | -0.24 |
Sortino ratioReturn per unit of downside risk | 24.39 | 22.95 | +1.44 |
Omega ratioGain probability vs. loss probability | 6.45 | 5.87 | +0.58 |
Calmar ratioReturn relative to maximum drawdown | 25.29 | 34.78 | -9.49 |
Martin ratioReturn relative to average drawdown | 176.96 | 231.75 | -54.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSY | EMNT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 10.78 | 11.02 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 6.07 | 4.09 | +1.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 2.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 3.46 | -3.01 |
Correlation
The correlation between GSY and EMNT is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GSY vs. EMNT - Dividend Comparison
GSY's dividend yield for the trailing twelve months is around 4.43%, more than EMNT's 4.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSY Invesco Ultra Short Duration ETF | 4.43% | 4.56% | 5.31% | 4.95% | 1.70% | 0.58% | 1.45% | 2.71% | 2.30% | 1.80% | 1.21% | 1.17% |
EMNT PIMCO Enhanced Short Maturity Active ESG ETF | 4.13% | 4.46% | 5.14% | 4.62% | 2.79% | 0.66% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GSY vs. EMNT - Drawdown Comparison
The maximum GSY drawdown since its inception was -12.14%, which is greater than EMNT's maximum drawdown of -2.28%. Use the drawdown chart below to compare losses from any high point for GSY and EMNT.
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Drawdown Indicators
| GSY | EMNT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.14% | -2.28% | -9.86% |
Max Drawdown (1Y)Largest decline over 1 year | -0.18% | -0.13% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -1.48% | -1.70% | +0.22% |
Max Drawdown (10Y)Largest decline over 10 years | -5.25% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -0.24% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | 0.02% | +0.01% |
Volatility
GSY vs. EMNT - Volatility Comparison
The current volatility for Invesco Ultra Short Duration ETF (GSY) is 0.15%, while PIMCO Enhanced Short Maturity Active ESG ETF (EMNT) has a volatility of 0.25%. This indicates that GSY experiences smaller price fluctuations and is considered to be less risky than EMNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSY | EMNT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.15% | 0.25% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 0.28% | 0.29% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.43% | 0.41% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.58% | 0.82% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.22% | 0.87% | +0.35% |