LDUR vs. GSY
Compare and contrast key facts about PIMCO Enhanced Low Duration Active ETF (LDUR) and Invesco Ultra Short Duration ETF (GSY).
LDUR and GSY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LDUR is an actively managed fund by PIMCO. It was launched on Jan 22, 2014. GSY is an actively managed fund by Invesco. It was launched on Feb 12, 2008.
Performance
LDUR vs. GSY - Performance Comparison
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LDUR vs. GSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LDUR PIMCO Enhanced Low Duration Active ETF | 0.52% | 5.76% | 5.14% | 4.78% | -4.23% | -0.55% | 4.49% | 4.27% | 1.05% | 2.06% |
GSY Invesco Ultra Short Duration ETF | 0.80% | 4.96% | 5.95% | 5.99% | 0.01% | 0.03% | 1.88% | 3.39% | 2.18% | 1.86% |
Returns By Period
In the year-to-date period, LDUR achieves a 0.52% return, which is significantly lower than GSY's 0.80% return. Over the past 10 years, LDUR has underperformed GSY with an annualized return of 2.52%, while GSY has yielded a comparatively higher 2.84% annualized return.
LDUR
- 1D
- 0.18%
- 1M
- -0.36%
- YTD
- 0.52%
- 6M
- 1.83%
- 1Y
- 4.39%
- 3Y*
- 4.99%
- 5Y*
- 2.18%
- 10Y*
- 2.52%
GSY
- 1D
- 0.04%
- 1M
- 0.08%
- YTD
- 0.80%
- 6M
- 1.92%
- 1Y
- 4.52%
- 3Y*
- 5.49%
- 5Y*
- 3.51%
- 10Y*
- 2.84%
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LDUR vs. GSY - Expense Ratio Comparison
LDUR has a 0.54% expense ratio, which is higher than GSY's 0.22% expense ratio.
Return for Risk
LDUR vs. GSY — Risk / Return Rank
LDUR
GSY
LDUR vs. GSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Low Duration Active ETF (LDUR) 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.
| LDUR | GSY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.38 | 10.64 | -8.26 |
Sortino ratioReturn per unit of downside risk | 3.58 | 24.03 | -20.45 |
Omega ratioGain probability vs. loss probability | 1.47 | 6.27 | -4.80 |
Calmar ratioReturn relative to maximum drawdown | 3.72 | 25.29 | -21.57 |
Martin ratioReturn relative to average drawdown | 17.85 | 176.75 | -158.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LDUR | GSY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 10.64 | -8.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.08 | 6.07 | -4.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 2.33 | -1.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.45 | +0.41 |
Correlation
The correlation between LDUR and GSY is 0.26, 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.
Dividends
LDUR vs. GSY - Dividend Comparison
LDUR's dividend yield for the trailing twelve months is around 4.47%, which matches GSY's 4.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDUR PIMCO Enhanced Low Duration Active ETF | 4.47% | 4.60% | 4.77% | 4.11% | 2.22% | 0.90% | 2.15% | 3.14% | 2.66% | 2.08% | 1.85% | 2.92% |
GSY Invesco Ultra Short Duration ETF | 4.43% | 4.56% | 5.31% | 4.95% | 1.70% | 0.58% | 1.45% | 2.71% | 2.30% | 1.80% | 1.21% | 1.17% |
Drawdowns
LDUR vs. GSY - Drawdown Comparison
The maximum LDUR drawdown since its inception was -8.68%, smaller than the maximum GSY drawdown of -12.14%. Use the drawdown chart below to compare losses from any high point for LDUR and GSY.
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Drawdown Indicators
| LDUR | GSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.68% | -12.14% | +3.46% |
Max Drawdown (1Y)Largest decline over 1 year | -1.17% | -0.18% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -6.75% | -1.48% | -5.27% |
Max Drawdown (10Y)Largest decline over 10 years | -8.68% | -5.25% | -3.43% |
Current DrawdownCurrent decline from peak | -0.36% | 0.00% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -0.86% | -2.41% | +1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.24% | 0.03% | +0.21% |
Volatility
LDUR vs. GSY - Volatility Comparison
PIMCO Enhanced Low Duration Active ETF (LDUR) has a higher volatility of 0.75% compared to Invesco Ultra Short Duration ETF (GSY) at 0.15%. This indicates that LDUR's price experiences larger fluctuations and is considered to be riskier than GSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDUR | GSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.75% | 0.15% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 1.12% | 0.28% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.86% | 0.43% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.02% | 0.58% | +1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.79% | 1.22% | +1.57% |