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GSY vs. SH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSY vs. SH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Ultra Short Duration ETF (GSY) and ProShares Short S&P500 (SH). 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 higher than SH's -6.39% return. Over the past 10 years, GSY has outperformed SH with an annualized return of 2.86%, while SH has yielded a comparatively lower -12.83% annualized return.


GSY

1D
0.00%
1M
0.38%
YTD
1.72%
6M
1.96%
1Y
4.49%
3Y*
5.48%
5Y*
3.68%
10Y*
2.86%

SH

1D
-0.50%
1M
0.03%
YTD
-6.39%
6M
-6.43%
1Y
-15.90%
3Y*
-11.96%
5Y*
-8.68%
10Y*
-12.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSY vs. SH - 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%
SH
ProShares Short S&P500
-6.39%-11.35%-13.52%-14.80%18.98%-24.21%-25.09%-22.12%4.93%-17.36%

Correlation

The correlation between GSY and SH is -0.20, 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

-0.20

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

-0.14

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

-0.10

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2008

-0.02

The correlation between GSY and SH shifts across timeframes, from -0.20 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GSY vs. SH — 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

SH
SH Risk / Return Rank: 11
Overall Rank
SH Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SH Sortino Ratio Rank: 11
Sortino Ratio Rank
SH Omega Ratio Rank: 11
Omega Ratio Rank
SH Calmar Ratio Rank: 22
Calmar Ratio Rank
SH 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. SH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Ultra Short Duration ETF (GSY) and ProShares Short S&P500 (SH). 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.


GSYSHDifference
Sharpe ratioReturn per unit of total volatility

+12.42

Sortino ratioReturn per unit of downside risk

+29.10

Omega ratioGain probability vs. loss probability

6.54

0.81

+5.73

Calmar ratioReturn relative to maximum drawdown

75.72

-0.82

+76.54

Martin ratioReturn relative to average drawdown

373.96

-1.47

+375.43

GSY vs. SH - Sharpe Ratio Comparison

The current GSY Sharpe Ratio is 11.20, which is higher than the SH Sharpe Ratio of -1.22. The chart below compares the historical Sharpe Ratios of GSY and SH, 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. SH - Drawdown Comparison

The maximum GSY drawdown since its inception was -12.14%, smaller than the maximum SH drawdown of -94.66%. Use the drawdown chart below to compare losses from any high point for GSY and SH.


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Drawdown Indicators


GSYSHDifference

Max Drawdown

Largest peak-to-trough decline

-12.14%

-94.66%

+82.52%

Max Drawdown (1Y)

Largest decline over 1 year

-0.06%

-18.16%

+18.10%

Max Drawdown (3Y)

Largest decline over 3 years

-0.18%

-38.82%

+38.64%

Max Drawdown (5Y)

Largest decline over 5 years

-1.48%

-44.53%

+43.05%

Max Drawdown (10Y)

Largest decline over 10 years

-5.25%

-76.12%

+70.87%

Current Drawdown

Current decline from peak

0.00%

-94.53%

+94.53%

Average Drawdown

Average peak-to-trough decline

-2.38%

-67.75%

+65.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

10.13%

-10.12%

Volatility

GSY vs. SH - Volatility Comparison

The current volatility for Invesco Ultra Short Duration ETF (GSY) is 0.15%, while ProShares Short S&P500 (SH) has a volatility of 4.33%. This indicates that GSY experiences smaller price fluctuations and is considered to be less risky than SH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSYSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

4.33%

-4.18%

Volatility (6M)

Calculated over the trailing 6-month period

0.31%

9.59%

-9.28%

Volatility (1Y)

Calculated over the trailing 1-year period

0.40%

12.28%

-11.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

16.91%

-16.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.22%

18.04%

-16.82%

GSY vs. SH - Expense Ratio Comparison

GSY has a 0.22% expense ratio, which is lower than SH's 0.90% expense ratio.


Dividends

GSY vs. SH - Dividend Comparison

GSY's dividend yield for the trailing twelve months is around 4.34%, less than SH's 4.43% 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%
SH
ProShares Short S&P500
4.43%4.49%6.20%5.37%1.08%0.00%0.16%1.76%1.01%0.06%0.00%0.00%

Frequently Asked Questions


GSY and SH 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.

SH has higher volatility (4.33%) compared to GSY (0.15%). In terms of maximum drawdown, GSY dropped -12.14% vs SH's -94.66%.

On 10-year performance, GSY leads with 2.86% vs -12.83% for SH. On fees, GSY is cheaper at 0.22% 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, GSY has performed better with a 2.86% return vs -12.83%. 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 0.90% for SH.

SH has the higher dividend yield at 4.43%, compared with 4.34% for GSY.

GSY is categorized as Ultrashort Bond, while SH is Inverse Equities. They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.22% for GSY and 0.90% for SH.

GSY currently has the higher Sharpe Ratio (11.20 vs -1.22), 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 SH

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