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GTOQ vs. XLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GTOQ vs. XLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco High Yield Systematic Bond ETF (GTOQ) and Invesco S&P 500 Top 50 ETF (XLG). 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 1.57% return, which is significantly lower than XLG's 8.03% return.


GTOQ

1D
0.09%
1M
0.63%
YTD
1.57%
6M
2.16%
1Y
6.99%
3Y*
9.02%
5Y*
3.98%
10Y*

XLG

1D
0.42%
1M
4.19%
YTD
8.03%
6M
7.64%
1Y
28.88%
3Y*
24.70%
5Y*
16.34%
10Y*
17.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTOQ vs. XLG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GTOQ
Invesco High Yield Systematic Bond ETF
1.57%8.04%8.13%14.17%-12.17%5.37%0.38%
XLG
Invesco S&P 500 Top 50 ETF
8.03%19.51%33.49%38.16%-24.29%30.77%2.78%

Correlation

The correlation between GTOQ and XLG is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.55

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

0.58

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2020

0.57

The correlation between GTOQ and XLG has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.

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Return for Risk

GTOQ vs. XLG — Risk / Return Rank

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

GTOQ
GTOQ Risk / Return Rank: 5858
Overall Rank
GTOQ Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GTOQ Sortino Ratio Rank: 6363
Sortino Ratio Rank
GTOQ Omega Ratio Rank: 6262
Omega Ratio Rank
GTOQ Calmar Ratio Rank: 4949
Calmar Ratio Rank
GTOQ Martin Ratio Rank: 5959
Martin Ratio Rank

XLG
XLG Risk / Return Rank: 6060
Overall Rank
XLG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XLG Sortino Ratio Rank: 6565
Sortino Ratio Rank
XLG Omega Ratio Rank: 6565
Omega Ratio Rank
XLG Calmar Ratio Rank: 4848
Calmar Ratio Rank
XLG Martin Ratio Rank: 5252
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.

GTOQ vs. XLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco High Yield Systematic Bond ETF (GTOQ) and Invesco S&P 500 Top 50 ETF (XLG). 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.


GTOQXLGDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.37

1.38

-0.01

Calmar ratioReturn relative to maximum drawdown

2.38

2.34

+0.04

Martin ratioReturn relative to average drawdown

10.21

8.77

+1.45

GTOQ vs. XLG - Sharpe Ratio Comparison

The current GTOQ Sharpe Ratio is 1.95, which is comparable to the XLG Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of GTOQ and XLG, 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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Sharpe Ratios by Period


GTOQXLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

2.18

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.88

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.63

+0.15

Drawdowns

GTOQ vs. XLG - Drawdown Comparison

The maximum GTOQ drawdown since its inception was -15.96%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for GTOQ and XLG.


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Drawdown Indicators


GTOQXLGDifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-52.39%

+36.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-12.41%

+9.46%

Max Drawdown (3Y)

Largest decline over 3 years

-5.25%

-20.70%

+15.45%

Max Drawdown (5Y)

Largest decline over 5 years

-15.96%

-28.02%

+12.06%

Max Drawdown (10Y)

Largest decline over 10 years

-30.46%

Current Drawdown

Current decline from peak

-0.13%

-1.02%

+0.89%

Average Drawdown

Average peak-to-trough decline

-3.31%

-7.64%

+4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

3.30%

-2.61%

Volatility

GTOQ vs. XLG - Volatility Comparison

The current volatility for Invesco High Yield Systematic Bond ETF (GTOQ) is 0.97%, while Invesco S&P 500 Top 50 ETF (XLG) has a volatility of 3.19%. This indicates that GTOQ experiences smaller price fluctuations and is considered to be less risky than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTOQXLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

3.19%

-2.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

9.81%

-7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.60%

13.32%

-9.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.71%

18.68%

-12.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

18.84%

-13.32%

GTOQ vs. XLG - Expense Ratio Comparison

GTOQ has a 0.39% expense ratio, which is higher than XLG's 0.20% expense ratio.


Dividends

GTOQ vs. XLG - Dividend Comparison

GTOQ's dividend yield for the trailing twelve months is around 6.80%, more than XLG's 0.60% yield.


PositionTTM20252024202320222021202020192018201720162015
GTOQ
Invesco High Yield Systematic Bond ETF
6.80%7.04%7.20%6.76%6.17%4.86%0.00%0.00%0.00%0.00%0.00%0.00%
XLG
Invesco S&P 500 Top 50 ETF
0.60%0.64%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%

Frequently Asked Questions


GTOQ and XLG have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLG has higher volatility (3.19%) compared to GTOQ (0.97%). In terms of maximum drawdown, GTOQ dropped -15.96% vs XLG's -52.39%.

On 5-year performance, XLG leads with 16.34% vs 3.98% for GTOQ. On fees, XLG is cheaper at 0.20% per year. On volatility, GTOQ has been the lower-risk option at 0.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XLG has performed better with a 16.34% return vs 3.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLG is cheaper with a 0.20% expense ratio, compared with 0.39% for GTOQ.

GTOQ has the higher dividend yield at 6.80%, compared with 0.60% for XLG.

GTOQ is categorized as High Yield Bonds, while XLG is S&P 500. Their fees differ too: 0.39% for GTOQ and 0.20% for XLG.

XLG currently has the higher Sharpe Ratio (2.18 vs 1.95), 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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