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GSY vs. IEMG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSY vs. IEMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Ultra Short Duration ETF (GSY) and iShares Core MSCI Emerging Markets ETF (IEMG). 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 1.72% return, which is significantly lower than IEMG's 22.84% return. Over the past 10 years, GSY has underperformed IEMG with an annualized return of 2.86%, while IEMG has yielded a comparatively higher 10.42% 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%

IEMG

1D
0.61%
1M
0.34%
YTD
22.84%
6M
25.59%
1Y
44.83%
3Y*
21.33%
5Y*
7.15%
10Y*
10.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSY vs. IEMG - 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%
IEMG
iShares Core MSCI Emerging Markets ETF
22.84%32.56%6.50%11.52%-19.98%-0.64%17.87%17.81%-14.92%37.38%

Correlation

The correlation between GSY and IEMG is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.18

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

0.16

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

0.08

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2012

0.07

The correlation between GSY and IEMG shifts across timeframes, from 0.07 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GSY vs. IEMG — 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

IEMG
IEMG Risk / Return Rank: 7373
Overall Rank
IEMG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 6767
Sortino Ratio Rank
IEMG Omega Ratio Rank: 7676
Omega Ratio Rank
IEMG Calmar Ratio Rank: 7373
Calmar Ratio Rank
IEMG Martin Ratio Rank: 7373
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. IEMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Ultra Short Duration ETF (GSY) and iShares Core MSCI Emerging Markets ETF (IEMG). 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.


GSYIEMGDifference
Sharpe ratioReturn per unit of total volatility

+9.18

Sortino ratioReturn per unit of downside risk

+24.70

Omega ratioGain probability vs. loss probability

6.54

1.39

+5.15

Calmar ratioReturn relative to maximum drawdown

75.72

3.23

+72.48

Martin ratioReturn relative to average drawdown

373.96

11.89

+362.07

GSY vs. IEMG - Sharpe Ratio Comparison

The current GSY Sharpe Ratio is 11.20, which is higher than the IEMG Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of GSY and IEMG, 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. IEMG - Drawdown Comparison

The maximum GSY drawdown since its inception was -12.14%, smaller than the maximum IEMG drawdown of -38.71%. Use the drawdown chart below to compare losses from any high point for GSY and IEMG.


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Drawdown Indicators


GSYIEMGDifference

Max Drawdown

Largest peak-to-trough decline

-12.14%

-38.71%

+26.57%

Max Drawdown (1Y)

Largest decline over 1 year

-0.06%

-13.21%

+13.15%

Max Drawdown (3Y)

Largest decline over 3 years

-0.18%

-17.21%

+17.03%

Max Drawdown (5Y)

Largest decline over 5 years

-1.48%

-35.75%

+34.27%

Max Drawdown (10Y)

Largest decline over 10 years

-5.25%

-38.71%

+33.46%

Current Drawdown

Current decline from peak

0.00%

-3.98%

+3.98%

Average Drawdown

Average peak-to-trough decline

-2.38%

-12.95%

+10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

3.59%

-3.58%

Volatility

GSY vs. IEMG - Volatility Comparison

The current volatility for Invesco Ultra Short Duration ETF (GSY) is 0.15%, while iShares Core MSCI Emerging Markets ETF (IEMG) has a volatility of 10.60%. This indicates that GSY experiences smaller price fluctuations and is considered to be less risky than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSYIEMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

10.60%

-10.45%

Volatility (6M)

Calculated over the trailing 6-month period

0.31%

18.89%

-18.58%

Volatility (1Y)

Calculated over the trailing 1-year period

0.40%

21.08%

-20.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

18.73%

-18.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.22%

20.17%

-18.95%

GSY vs. IEMG - Expense Ratio Comparison

GSY has a 0.22% expense ratio, which is higher than IEMG's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GSY vs. IEMG - Dividend Comparison

GSY's dividend yield for the trailing twelve months is around 4.34%, more than IEMG's 2.24% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IEMG
iShares Core MSCI Emerging Markets ETF
2.24%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%

Frequently Asked Questions


GSY and IEMG have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEMG has higher volatility (10.60%) compared to GSY (0.15%). In terms of maximum drawdown, GSY dropped -12.14% vs IEMG's -38.71%.

On 10-year performance, IEMG leads with 10.42% vs 2.86% for GSY. On fees, IEMG is cheaper at 0.09% per year. On volatility, GSY has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IEMG has performed better with a 10.42% return vs 2.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEMG is cheaper with a 0.09% expense ratio, compared with 0.22% for GSY.

GSY has the higher dividend yield at 4.34%, compared with 2.24% for IEMG.

GSY is categorized as Ultrashort Bond, while IEMG is Emerging Markets Diversified. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.22% for GSY and 0.09% for IEMG.

GSY currently has the higher Sharpe Ratio (11.20 vs 2.03), 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 IEMG

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