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GSY vs. XHLF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSY vs. XHLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Ultra Short Duration ETF (GSY) and BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF). 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 1.79% return, which is significantly higher than XHLF's 1.51% return.


GSY

1D
0.03%
1M
0.35%
YTD
1.79%
6M
1.87%
1Y
4.45%
3Y*
5.42%
5Y*
3.69%
10Y*
2.86%

XHLF

1D
0.00%
1M
0.20%
YTD
1.51%
6M
1.61%
1Y
3.81%
3Y*
4.57%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSY vs. XHLF - Yearly Performance Comparison


2026 (YTD)2025202420232022
GSY
Invesco Ultra Short Duration ETF
1.79%4.96%5.95%5.99%0.83%
XHLF
BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
1.51%4.21%5.04%4.90%0.89%

Correlation

The correlation between GSY and XHLF is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2022

0.34

Over the past year, the correlation between GSY and XHLF has dropped to 0.12 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

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Return for Risk

GSY vs. XHLF — 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

XHLF
XHLF Risk / Return Rank: 100100
Overall Rank
XHLF Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
XHLF Sortino Ratio Rank: 100100
Sortino Ratio Rank
XHLF Omega Ratio Rank: 9999
Omega Ratio Rank
XHLF Calmar Ratio Rank: 100100
Calmar Ratio Rank
XHLF 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. XHLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Ultra Short Duration ETF (GSY) and BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF). 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.


GSYXHLFDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-18.18

Omega ratioGain probability vs. loss probability

6.07

10.92

-4.84

Calmar ratioReturn relative to maximum drawdown

74.56

96.20

-21.64

Martin ratioReturn relative to average drawdown

349.93

638.15

-288.22

GSY vs. XHLF - Sharpe Ratio Comparison

The current GSY Sharpe Ratio is 10.83, which is comparable to the XHLF Sharpe Ratio of 12.03. The chart below compares the historical Sharpe Ratios of GSY and XHLF, 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. XHLF - Drawdown Comparison

The maximum GSY drawdown since its inception was -12.14%, which is greater than XHLF's maximum drawdown of -0.11%. Use the drawdown chart below to compare losses from any high point for GSY and XHLF.


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Drawdown Indicators


GSYXHLFDifference

Max Drawdown

Largest peak-to-trough decline

-12.14%

-0.11%

-12.03%

Max Drawdown (1Y)

Largest decline over 1 year

-0.06%

-0.04%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-0.18%

-0.06%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-5.25%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.38%

-0.01%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.01%

0.00%

Volatility

GSY vs. XHLF - Volatility Comparison

Invesco Ultra Short Duration ETF (GSY) has a higher volatility of 0.15% compared to BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) at 0.09%. This indicates that GSY's price experiences larger fluctuations and is considered to be riskier than XHLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSYXHLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

0.09%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.31%

0.22%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

0.41%

0.32%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

0.42%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.22%

0.42%

+0.80%

GSY vs. XHLF - Expense Ratio Comparison

GSY has a 0.22% expense ratio, which is higher than XHLF's 0.03% 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. XHLF - Dividend Comparison

GSY's dividend yield for the trailing twelve months is around 4.70%, more than XHLF's 3.84% yield.


PositionTTM20252024202320222021202020192018201720162015
GSY
Invesco Ultra Short Duration ETF
4.70%4.56%5.31%4.95%1.70%0.58%1.45%2.71%2.30%1.80%1.21%1.17%
XHLF
BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
3.84%3.98%4.96%4.50%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GSY and XHLF have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSY has higher volatility (0.15%) compared to XHLF (0.09%). In terms of maximum drawdown, GSY dropped -12.14% vs XHLF's -0.11%.

On 3-year performance, GSY leads with 5.42% vs 4.57% for XHLF. On fees, XHLF is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GSY has performed better with a 5.42% return vs 4.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XHLF is cheaper with a 0.03% expense ratio, compared with 0.22% for GSY.

GSY has the higher dividend yield at 4.70%, compared with 3.84% for XHLF.

GSY is categorized as Ultrashort Bond, while XHLF is Government Bonds. They also come from different issuers: Invesco and BondBloxx. Their fees differ too: 0.22% for GSY and 0.03% for XHLF.

XHLF currently has the higher Sharpe Ratio (12.03 vs 10.83), 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.

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