PortfoliosLab logoPortfoliosLab logo
GTOH vs. USHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GTOH vs. USHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Short Duration High Yield ETF (GTOH) and iShares Broad USD High Yield Corporate Bond ETF (USHY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GTOH achieves a 1.66% return, which is significantly higher than USHY's 1.42% return.


GTOH

1D
-0.20%
1M
0.42%
YTD
1.66%
6M
1.83%
1Y
6.97%
3Y*
7.86%
5Y*
10Y*

USHY

1D
-0.27%
1M
0.40%
YTD
1.42%
6M
1.77%
1Y
7.02%
3Y*
8.91%
5Y*
4.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTOH vs. USHY - Yearly Performance Comparison


2026 (YTD)2025202420232022
GTOH
Invesco Short Duration High Yield ETF
1.66%7.91%6.57%10.54%-1.34%
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.42%8.81%8.45%12.73%-1.20%

Correlation

The correlation between GTOH and USHY is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.84

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2022

0.85

The correlation between GTOH and USHY has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

GTOH vs. USHY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GTOH
GTOH Risk / Return Rank: 7575
Overall Rank
GTOH Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GTOH Sortino Ratio Rank: 8282
Sortino Ratio Rank
GTOH Omega Ratio Rank: 7777
Omega Ratio Rank
GTOH Calmar Ratio Rank: 6262
Calmar Ratio Rank
GTOH Martin Ratio Rank: 7878
Martin Ratio Rank

USHY
USHY Risk / Return Rank: 6060
Overall Rank
USHY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6161
Sortino Ratio Rank
USHY Omega Ratio Rank: 6060
Omega Ratio Rank
USHY Calmar Ratio Rank: 5858
Calmar Ratio Rank
USHY Martin Ratio Rank: 6969
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.

GTOH vs. USHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Short Duration High Yield ETF (GTOH) and iShares Broad USD High Yield Corporate Bond ETF (USHY). 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.


GTOHUSHYDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.45

1.37

+0.08

Calmar ratioReturn relative to maximum drawdown

3.06

2.90

+0.15

Martin ratioReturn relative to average drawdown

15.02

13.03

+1.99

GTOH vs. USHY - Sharpe Ratio Comparison

The current GTOH Sharpe Ratio is 2.34, which is comparable to the USHY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of GTOH and USHY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


GTOHUSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

1.93

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.63

0.58

+1.05

Drawdowns

GTOH vs. USHY - Drawdown Comparison

The maximum GTOH drawdown since its inception was -4.77%, smaller than the maximum USHY drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for GTOH and USHY.


Loading charts...

Drawdown Indicators


GTOHUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-4.77%

-22.44%

+17.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.29%

-2.43%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-4.13%

-4.66%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

Current Drawdown

Current decline from peak

-0.20%

-0.27%

+0.07%

Average Drawdown

Average peak-to-trough decline

-0.67%

-2.67%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

0.54%

-0.07%

Volatility

GTOH vs. USHY - Volatility Comparison

The current volatility for Invesco Short Duration High Yield ETF (GTOH) is 0.82%, while iShares Broad USD High Yield Corporate Bond ETF (USHY) has a volatility of 1.13%. This indicates that GTOH experiences smaller price fluctuations and is considered to be less risky than USHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GTOHUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

1.13%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

2.30%

2.91%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

2.99%

3.65%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

7.34%

-2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.47%

8.25%

-3.78%

GTOH vs. USHY - Expense Ratio Comparison

GTOH has a 0.48% expense ratio, which is higher than USHY's 0.15% expense ratio.


Dividends

GTOH vs. USHY - Dividend Comparison

GTOH's dividend yield for the trailing twelve months is around 6.24%, less than USHY's 6.92% yield.


PositionTTM202520242023202220212020201920182017
GTOH
Invesco Short Duration High Yield ETF
6.24%6.57%6.81%6.81%0.00%0.00%0.00%0.00%0.00%0.00%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.92%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%

Frequently Asked Questions


GTOH and USHY have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USHY has higher volatility (1.13%) compared to GTOH (0.82%). In terms of maximum drawdown, GTOH dropped -4.77% vs USHY's -22.44%.

On 3-year performance, USHY leads with 8.91% vs 7.86% for GTOH. On fees, USHY is cheaper at 0.15% per year. On volatility, GTOH has been the lower-risk option at 0.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USHY has performed better with a 8.91% return vs 7.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USHY is cheaper with a 0.15% expense ratio, compared with 0.48% for GTOH.

USHY has the higher dividend yield at 6.92%, compared with 6.24% for GTOH.

They also come from different issuers: Invesco and iShares. Their fees differ too: 0.48% for GTOH and 0.15% for USHY.

GTOH currently has the higher Sharpe Ratio (2.34 vs 1.93), 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 GTOH and USHY

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

Open Portfolio Optimizer