PortfoliosLab logoPortfoliosLab logo
GSY vs. SHV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSY vs. SHV - Performance Comparison

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

Loading graphics...

GSY vs. SHV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSY
Invesco Ultra Short Duration ETF
0.80%4.96%5.95%5.99%0.01%0.03%1.88%3.39%2.18%1.86%
SHV
iShares Short Treasury Bond ETF
0.81%4.21%5.12%5.04%0.94%-0.10%0.81%2.36%1.72%0.67%

Returns By Period

The year-to-date returns for both investments are quite close, with GSY having a 0.80% return and SHV slightly higher at 0.81%. Over the past 10 years, GSY has outperformed SHV with an annualized return of 2.84%, while SHV has yielded a comparatively lower 2.17% annualized return.


GSY

1D
0.04%
1M
0.08%
YTD
0.80%
6M
1.92%
1Y
4.52%
3Y*
5.49%
5Y*
3.51%
10Y*
2.84%

SHV

1D
0.01%
1M
0.28%
YTD
0.81%
6M
1.82%
1Y
3.99%
3Y*
4.68%
5Y*
3.19%
10Y*
2.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


GSY vs. SHV - Expense Ratio Comparison

GSY has a 0.22% expense ratio, which is higher than SHV's 0.15% 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%.


Return for Risk

GSY vs. SHV — 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: 100100
Sortino Ratio Rank
GSY Omega Ratio Rank: 100100
Omega Ratio Rank
GSY Calmar Ratio Rank: 9999
Calmar Ratio Rank
GSY Martin Ratio Rank: 9999
Martin Ratio Rank

SHV
SHV Risk / Return Rank: 100100
Overall Rank
SHV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SHV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SHV Omega Ratio Rank: 100100
Omega Ratio Rank
SHV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SHV Martin Ratio Rank: 100100
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. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Ultra Short Duration ETF (GSY) and iShares Short Treasury Bond ETF (SHV). 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.


GSYSHVDifference

Sharpe ratio

Return per unit of total volatility

10.64

19.56

-8.92

Sortino ratio

Return per unit of downside risk

24.03

153.08

-129.05

Omega ratio

Gain probability vs. loss probability

6.27

55.01

-48.74

Calmar ratio

Return relative to maximum drawdown

25.29

441.03

-415.74

Martin ratio

Return relative to average drawdown

176.75

2,478.85

-2,302.11

GSY vs. SHV - Sharpe Ratio Comparison

The current GSY Sharpe Ratio is 10.64, which is lower than the SHV Sharpe Ratio of 19.56. The chart below compares the historical Sharpe Ratios of GSY and SHV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GSYSHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.64

19.56

-8.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

6.07

11.07

-5.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.33

7.88

-5.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

4.43

-3.98

Correlation

The correlation between GSY and SHV is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GSY vs. SHV - Dividend Comparison

GSY's dividend yield for the trailing twelve months is around 4.43%, more than SHV's 3.98% yield.


TTM20252024202320222021202020192018201720162015
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%
SHV
iShares Short Treasury Bond ETF
3.98%4.09%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%

Drawdowns

GSY vs. SHV - Drawdown Comparison

The maximum GSY drawdown since its inception was -12.14%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for GSY and SHV.


Loading graphics...

Drawdown Indicators


GSYSHVDifference

Max Drawdown

Largest peak-to-trough decline

-12.14%

-0.45%

-11.69%

Max Drawdown (1Y)

Largest decline over 1 year

-0.18%

-0.01%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-1.48%

-0.42%

-1.06%

Max Drawdown (10Y)

Largest decline over 10 years

-5.25%

-0.45%

-4.80%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.41%

-0.03%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

0.00%

+0.03%

Volatility

GSY vs. SHV - Volatility Comparison

Invesco Ultra Short Duration ETF (GSY) has a higher volatility of 0.15% compared to iShares Short Treasury Bond ETF (SHV) at 0.05%. This indicates that GSY's price experiences larger fluctuations and is considered to be riskier than SHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GSYSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

0.05%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

0.28%

0.13%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

0.43%

0.21%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

0.29%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.22%

0.28%

+0.94%