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IBHD vs. GSY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBHD and GSY is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

IBHD vs. GSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2024 Term High Yield & Income ETF (IBHD) and Invesco Ultra Short Duration ETF (GSY). The values are adjusted to include any dividend payments, if applicable.

16.00%18.00%20.00%22.00%24.00%26.00%28.00%NovemberDecember2025FebruaryMarchApril
27.04%
18.36%
IBHD
GSY

Key characteristics

Returns By Period


IBHD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GSY

YTD

1.49%

1M

0.33%

6M

2.42%

1Y

5.80%

5Y*

3.08%

10Y*

2.50%

*Annualized

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IBHD vs. GSY - Expense Ratio Comparison

IBHD has a 0.35% expense ratio, which is higher than GSY's 0.22% expense ratio.


Expense ratio chart for IBHD: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBHD: 0.35%
Expense ratio chart for GSY: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GSY: 0.22%

Risk-Adjusted Performance

IBHD vs. GSY — Risk-Adjusted Performance Rank

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

IBHD
The Risk-Adjusted Performance Rank of IBHD is 9898
Overall Rank
The Sharpe Ratio Rank of IBHD is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of IBHD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of IBHD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of IBHD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of IBHD is 9999
Martin Ratio Rank

GSY
The Risk-Adjusted Performance Rank of GSY is 100100
Overall Rank
The Sharpe Ratio Rank of GSY is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of GSY is 100100
Sortino Ratio Rank
The Omega Ratio Rank of GSY is 9999
Omega Ratio Rank
The Calmar Ratio Rank of GSY is 100100
Calmar Ratio Rank
The Martin Ratio Rank of GSY is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBHD vs. GSY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2024 Term High Yield & Income ETF (IBHD) and Invesco Ultra Short Duration ETF (GSY). 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.


The chart of Sharpe ratio for IBHD, currently valued at 4.89, compared to the broader market-1.000.001.002.003.004.00
IBHD: 4.89
GSY: 11.18
The chart of Sortino ratio for IBHD, currently valued at 9.86, compared to the broader market-2.000.002.004.006.008.00
IBHD: 9.86
GSY: 27.29
The chart of Omega ratio for IBHD, currently valued at 2.72, compared to the broader market0.501.001.502.00
IBHD: 2.72
GSY: 6.10
The chart of Calmar ratio for IBHD, currently valued at 28.85, compared to the broader market0.002.004.006.008.0010.0012.00
IBHD: 28.85
GSY: 32.43
The chart of Martin ratio for IBHD, currently valued at 115.05, compared to the broader market0.0020.0040.0060.00
IBHD: 115.05
GSY: 212.00


Rolling 12-month Sharpe Ratio4.006.008.0010.0012.00NovemberDecember2025FebruaryMarchApril
4.89
11.18
IBHD
GSY

Dividends

IBHD vs. GSY - Dividend Comparison

IBHD has not paid dividends to shareholders, while GSY's dividend yield for the trailing twelve months is around 5.11%.


TTM20242023202220212020201920182017201620152014
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
3.87%5.53%6.90%4.90%4.43%5.49%3.59%0.00%0.00%0.00%0.00%0.00%
GSY
Invesco Ultra Short Duration ETF
5.11%5.31%4.95%1.70%0.58%1.45%2.71%2.30%1.80%1.30%1.17%1.29%

Drawdowns

IBHD vs. GSY - Drawdown Comparison


-0.15%-0.10%-0.05%0.00%NovemberDecember2025FebruaryMarchApril00
IBHD
GSY

Volatility

IBHD vs. GSY - Volatility Comparison

The current volatility for iShares iBonds 2024 Term High Yield & Income ETF (IBHD) is 0.00%, while Invesco Ultra Short Duration ETF (GSY) has a volatility of 0.21%. This indicates that IBHD experiences smaller price fluctuations and is considered to be less risky than GSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.05%0.10%0.15%0.20%0.25%NovemberDecember2025FebruaryMarchApril0
0.21%
IBHD
GSY