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GTOQ vs. IBHE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GTOQ vs. IBHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco High Yield Systematic Bond ETF (GTOQ) and iShares iBonds 2025 Term High Yield & Income ETF (IBHE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GTOQ

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

IBHE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
2.00%
3Y*
5.93%
5Y*
3.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTOQ vs. IBHE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GTOQ
Invesco High Yield Systematic Bond ETF
1.79%8.04%8.13%14.17%-12.17%5.37%0.38%
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
0.00%4.45%7.62%10.32%-4.08%4.40%1.30%

Correlation

The correlation between GTOQ and IBHE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.36

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

0.47

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2020

0.46

Over the past year, the correlation between GTOQ and IBHE has dropped to 0.07 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

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Return for Risk

GTOQ vs. IBHE — 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

IBHE

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. IBHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco High Yield Systematic Bond ETF (GTOQ) and iShares iBonds 2025 Term High Yield & Income ETF (IBHE). 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.


GTOQIBHEDifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-4.77

Omega ratioGain probability vs. loss probability

1.33

2.32

-0.98

Calmar ratioReturn relative to maximum drawdown

2.22

25.02

-22.80

Martin ratioReturn relative to average drawdown

9.50

98.47

-88.97

GTOQ vs. IBHE - Sharpe Ratio Comparison

The current GTOQ Sharpe Ratio is 1.79, which is lower than the IBHE Sharpe Ratio of 3.89. The chart below compares the historical Sharpe Ratios of GTOQ and IBHE, 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

GTOQ vs. IBHE - Drawdown Comparison

The maximum GTOQ drawdown since its inception was -15.96%, smaller than the maximum IBHE drawdown of -26.91%. Use the drawdown chart below to compare losses from any high point for GTOQ and IBHE.


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Drawdown Indicators


GTOQIBHEDifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-26.91%

+10.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-0.11%

-2.84%

Max Drawdown (3Y)

Largest decline over 3 years

-5.25%

-0.94%

-4.31%

Max Drawdown (5Y)

Largest decline over 5 years

-15.96%

-8.51%

-7.45%

Current Drawdown

Current decline from peak

-0.23%

0.00%

-0.23%

Average Drawdown

Average peak-to-trough decline

-3.28%

-1.42%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.05%

+0.64%

Volatility

GTOQ vs. IBHE - Volatility Comparison

Invesco High Yield Systematic Bond ETF (GTOQ) has a higher volatility of 0.95% compared to iShares iBonds 2025 Term High Yield & Income ETF (IBHE) at 0.00%. This indicates that GTOQ's price experiences larger fluctuations and is considered to be riskier than IBHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTOQIBHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

0.00%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

0.38%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

0.74%

+2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.72%

4.87%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

11.52%

-6.01%

GTOQ vs. IBHE - Expense Ratio Comparison

GTOQ has a 0.39% expense ratio, which is higher than IBHE's 0.35% expense ratio.


Dividends

GTOQ vs. IBHE - Dividend Comparison

GTOQ's dividend yield for the trailing twelve months is around 7.40%, while IBHE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
GTOQ
Invesco High Yield Systematic Bond ETF
7.40%7.04%7.20%6.76%6.17%4.86%0.00%0.00%
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
2.29%4.53%6.92%7.17%5.77%4.84%5.74%3.73%

Frequently Asked Questions


GTOQ and IBHE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GTOQ has higher volatility (0.95%) compared to IBHE (0.00%). In terms of maximum drawdown, GTOQ dropped -15.96% vs IBHE's -26.91%.

On 5-year performance, IBHE leads with 3.89% vs 3.89% for GTOQ. On fees, IBHE is cheaper at 0.35% per year. On volatility, IBHE has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IBHE has performed better with a 3.89% return vs 3.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBHE is cheaper with a 0.35% expense ratio, compared with 0.39% for GTOQ.

GTOQ has the higher dividend yield at 7.40%, compared with 2.29% for IBHE.

They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for GTOQ and 0.35% for IBHE.

IBHE currently has the higher Sharpe Ratio (3.89 vs 1.79), 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

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