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GSY vs. USDU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSY vs. USDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Ultra Short Duration ETF (GSY) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU). 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 1.76% return, which is significantly lower than USDU's 3.14% return. Both investments have delivered pretty close results over the past 10 years, with GSY having a 2.86% annualized return and USDU not far ahead at 2.94%.


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%

USDU

1D
0.38%
1M
1.76%
YTD
3.14%
6M
2.92%
1Y
5.37%
3Y*
5.46%
5Y*
5.25%
10Y*
2.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSY vs. USDU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
3.14%-3.14%14.56%3.10%7.67%4.07%-5.43%1.54%5.40%-7.44%

Correlation

The correlation between GSY and USDU is -0.32, 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

-0.32

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

-0.34

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

-0.29

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

-0.19

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2013

-0.15

The correlation between GSY and USDU shifts across timeframes, from -0.34 (3 years) to -0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GSY vs. USDU — 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: 9999
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

USDU
USDU Risk / Return Rank: 2929
Overall Rank
USDU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
USDU Sortino Ratio Rank: 2727
Sortino Ratio Rank
USDU Omega Ratio Rank: 2626
Omega Ratio Rank
USDU Calmar Ratio Rank: 3131
Calmar Ratio Rank
USDU Martin Ratio Rank: 3030
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. USDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Ultra Short Duration ETF (GSY) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU). 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.


GSYUSDUDifference
Sharpe ratioReturn per unit of total volatility

+9.86

Sortino ratioReturn per unit of downside risk

+23.85

Omega ratioGain probability vs. loss probability

6.08

1.18

+4.90

Calmar ratioReturn relative to maximum drawdown

74.67

1.51

+73.16

Martin ratioReturn relative to average drawdown

350.46

4.10

+346.36

GSY vs. USDU - Sharpe Ratio Comparison

The current GSY Sharpe Ratio is 10.83, which is higher than the USDU Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of GSY and USDU, 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. USDU - Drawdown Comparison

The maximum GSY drawdown since its inception was -12.14%, smaller than the maximum USDU drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for GSY and USDU.


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Drawdown Indicators


GSYUSDUDifference

Max Drawdown

Largest peak-to-trough decline

-12.14%

-14.54%

+2.40%

Max Drawdown (1Y)

Largest decline over 1 year

-0.06%

-3.64%

+3.58%

Max Drawdown (3Y)

Largest decline over 3 years

-0.18%

-7.73%

+7.55%

Max Drawdown (5Y)

Largest decline over 5 years

-1.48%

-9.28%

+7.80%

Max Drawdown (10Y)

Largest decline over 10 years

-5.25%

-14.54%

+9.29%

Current Drawdown

Current decline from peak

-0.02%

-1.06%

+1.04%

Average Drawdown

Average peak-to-trough decline

-2.38%

-4.71%

+2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.34%

-1.33%

Volatility

GSY vs. USDU - Volatility Comparison

The current volatility for Invesco Ultra Short Duration ETF (GSY) is 0.15%, while WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) has a volatility of 1.43%. This indicates that GSY experiences smaller price fluctuations and is considered to be less risky than USDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSYUSDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

1.43%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

0.31%

4.42%

-4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

0.41%

5.66%

-5.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

6.62%

-6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.22%

7.45%

-6.23%

GSY vs. USDU - Expense Ratio Comparison

GSY has a 0.22% expense ratio, which is lower than USDU's 0.51% expense ratio.


Dividends

GSY vs. USDU - Dividend Comparison

GSY's dividend yield for the trailing twelve months is around 4.33%, more than USDU's 3.71% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
3.71%3.83%3.97%6.99%7.83%0.00%0.69%3.06%0.88%0.00%0.00%6.48%

Frequently Asked Questions


GSY and USDU have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USDU has higher volatility (1.43%) compared to GSY (0.15%). In terms of maximum drawdown, GSY dropped -12.14% vs USDU's -14.54%.

On 10-year performance, USDU leads with 2.94% vs 2.86% for GSY. 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, USDU has performed better with a 2.94% return vs 2.86%. 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 0.51% for USDU.

GSY has the higher dividend yield at 4.33%, compared with 3.71% for USDU.

GSY is categorized as Ultrashort Bond, while USDU is Currency. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.22% for GSY and 0.51% for USDU.

GSY currently has the higher Sharpe Ratio (10.83 vs 0.97), 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 USDU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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