GSY vs. META

Last updated Jun 20, 2026

GSY (Invesco Ultra Short Duration ETF) is Ultrashort Bond fund actively managed by Invesco, while META (Meta Platforms, Inc.) is a stock. Over the past 10 years, GSY returned 2.86%/yr vs 17.78%/yr for META. At a 0.02 correlation, their price movements are largely independent.

Performance

GSY vs. META - Performance Comparison

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

Returns By Period

In the year-to-date period, GSY achieves a 1.76% return, which is significantly higher than META's -12.40% return. Over the past 10 years, GSY has underperformed META with an annualized return of 2.86%, while META has yielded a comparatively higher 17.78% annualized return.

GSY

• 1D: 0.04%
• 1M: 0.32%
• YTD: 1.76%
• 6M: 1.90%
• 1Y: 4.41%
• 3Y*: 5.46%
• 5Y*: 3.69%
• 10Y*: 2.86%

META

• 1D: 1.70%
• 1M: -4.88%
• YTD: -12.40%
• 6M: -12.22%
• 1Y: -15.13%
• 3Y*: 27.49%
• 5Y*: 12.05%
• 10Y*: 17.78%

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

GSY vs. META - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GSY Invesco Ultra Short Duration ETF	1.76%	4.96%	5.95%	5.99%	0.01%	0.03%	1.88%	3.39%	2.18%	1.86%
META Meta Platforms, Inc.	-12.40%	13.09%	66.05%	194.13%	-64.22%	23.13%	33.09%	56.57%	-25.71%	53.38%

Correlation

The correlation between GSY and META is 0.08, 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	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (10Y) Calculated over the trailing 10-year period	0.04
Correlation (All Time) Calculated using the full available price history since May 18, 2012	0.02

Return for Risk

GSY vs. META — 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: 99
GSY Sortino Ratio Rank: 99
GSY Omega Ratio Rank: 99
GSY Calmar Ratio Rank: 100
GSY Martin Ratio Rank: 100

META

META Risk / Return Rank: 22
META Sharpe Ratio Rank: 22
META Sortino Ratio Rank: 21
META Omega Ratio Rank: 21
META Calmar Ratio Rank: 25
META Martin Ratio Rank: 20

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. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Ultra Short Duration ETF (GSY) and Meta Platforms, Inc. (META). 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	META	Difference
Sharpe ratio: Return per unit of total volatility	10.83	-0.47	+11.30
Sortino ratio: Return per unit of downside risk	25.31	-0.47	+25.78
Omega ratio: Gain probability vs. loss probability	6.08	0.94	+5.14
Calmar ratio: Return relative to maximum drawdown	74.67	-0.51	+75.17
Martin ratio: Return relative to average drawdown	350.46	-1.03	+351.49

GSY vs. META - Sharpe Ratio Comparison

The current GSY Sharpe Ratio is 10.83, which is higher than the META Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of GSY and META, 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. META - Drawdown Comparison

The maximum GSY drawdown since its inception was -12.14%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for GSY and META.

Drawdown Indicators

	GSY	META	Difference
Max Drawdown Largest peak-to-trough decline	-12.14%	-76.74%	+64.60%
Max Drawdown (1Y) Largest decline over 1 year	-0.06%	-33.30%	+33.24%
Max Drawdown (3Y) Largest decline over 3 years	-0.18%	-34.15%	+33.97%
Max Drawdown (5Y) Largest decline over 5 years	-1.48%	-76.74%	+75.26%
Max Drawdown (10Y) Largest decline over 10 years	-5.25%	-76.74%	+71.49%
Current Drawdown Current decline from peak	-0.02%	-26.69%	+26.67%
Average Drawdown Average peak-to-trough decline	-2.38%	-15.84%	+13.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	16.38%	-16.37%

Volatility

GSY vs. META - Volatility Comparison

The current volatility for Invesco Ultra Short Duration ETF (GSY) is 0.15%, while Meta Platforms, Inc. (META) has a volatility of 12.77%. This indicates that GSY experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSY	META	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.15%	12.77%	-12.62%
Volatility (6M) Calculated over the trailing 6-month period	0.31%	27.88%	-27.57%
Volatility (1Y) Calculated over the trailing 1-year period	0.41%	36.16%	-35.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.58%	44.16%	-43.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.22%	38.74%	-37.52%

Dividends

GSY vs. META - Dividend Comparison

GSY's dividend yield for the trailing twelve months is around 4.33%, more than META's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GSY Invesco Ultra Short Duration ETF	4.33%	4.56%	5.31%	4.95%	1.70%	0.58%	1.45%	2.71%	2.30%	1.80%	1.21%	1.17%
META Meta Platforms, Inc.	0.36%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GSY and META in my portfolio?

GSY and META have a correlation of 0.08, 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 META?

META has higher volatility (12.77%) compared to GSY (0.15%). In terms of maximum drawdown, GSY dropped -12.14% vs META's -76.74%.

Which has better risk-adjusted returns?

GSY currently has the higher Sharpe Ratio (10.83 vs -0.47), 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.