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GTOQ vs. DADS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GTOQ vs. DADS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco High Yield Systematic Bond ETF (GTOQ) and Digital Asset Debt Strategy ETF (DADS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GTOQ achieves a 1.79% return, which is significantly lower than DADS's 14.99% return.


GTOQ

1D
-0.19%
1M
0.51%
YTD
1.79%
6M
2.02%
1Y
6.53%
3Y*
9.00%
5Y*
3.89%
10Y*

DADS

1D
-0.07%
1M
1.58%
YTD
14.99%
6M
12.45%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTOQ vs. DADS - Yearly Performance Comparison


Correlation

The correlation between GTOQ and DADS is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 5, 2025

0.55

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Return for Risk

GTOQ vs. DADS — Risk / Return Rank

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

GTOQ
GTOQ Risk / Return Rank: 5454
Overall Rank
GTOQ Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GTOQ Sortino Ratio Rank: 5757
Sortino Ratio Rank
GTOQ Omega Ratio Rank: 5555
Omega Ratio Rank
GTOQ Calmar Ratio Rank: 4646
Calmar Ratio Rank
GTOQ Martin Ratio Rank: 5656
Martin Ratio Rank

DADS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

GTOQ vs. DADS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco High Yield Systematic Bond ETF (GTOQ) and Digital Asset Debt Strategy ETF (DADS). 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.


GTOQDADSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.22

Martin ratioReturn relative to average drawdown

9.50

GTOQ vs. DADS - Sharpe Ratio Comparison


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Drawdowns

GTOQ vs. DADS - Drawdown Comparison

The maximum GTOQ drawdown since its inception was -15.96%, smaller than the maximum DADS drawdown of -17.07%. Use the drawdown chart below to compare losses from any high point for GTOQ and DADS.


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Drawdown Indicators


GTOQDADSDifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-17.07%

+1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-5.25%

Max Drawdown (5Y)

Largest decline over 5 years

-15.96%

Current Drawdown

Current decline from peak

-0.23%

-2.25%

+2.02%

Average Drawdown

Average peak-to-trough decline

-3.28%

-7.37%

+4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

Volatility

GTOQ vs. DADS - Volatility Comparison


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Volatility by Period


GTOQDADSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

17.72%

-14.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.72%

17.72%

-12.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

17.72%

-12.21%

GTOQ vs. DADS - Expense Ratio Comparison

GTOQ has a 0.39% expense ratio, which is lower than DADS's 1.04% expense ratio.


Dividends

GTOQ vs. DADS - Dividend Comparison

GTOQ's dividend yield for the trailing twelve months is around 7.40%, more than DADS's 2.75% yield.


PositionTTM20252024202320222021
DADS
Digital Asset Debt Strategy ETF
2.75%1.83%0.00%0.00%0.00%0.00%
GTOQ
Invesco High Yield Systematic Bond ETF
7.40%7.04%7.20%6.76%6.17%4.86%

Frequently Asked Questions


GTOQ and DADS have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GTOQ is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GTOQ is cheaper with a 0.39% expense ratio, compared with 1.04% for DADS.

GTOQ has the higher dividend yield at 7.40%, compared with 2.75% for DADS.

They also come from different issuers: Invesco and Alphabit. Their fees differ too: 0.39% for GTOQ and 1.04% for DADS.

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