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SH vs. GSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SH vs. GSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short S&P500 (SH) and Invesco Ultra Short Duration ETF (GSY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SH achieves a -6.39% return, which is significantly lower than GSY's 1.72% return. Over the past 10 years, SH has underperformed GSY with an annualized return of -12.83%, while GSY has yielded a comparatively higher 2.86% annualized return.


SH

1D
-0.50%
1M
0.03%
YTD
-6.39%
6M
-6.43%
1Y
-15.90%
3Y*
-11.96%
5Y*
-8.68%
10Y*
-12.83%

GSY

1D
0.00%
1M
0.38%
YTD
1.72%
6M
1.96%
1Y
4.49%
3Y*
5.48%
5Y*
3.68%
10Y*
2.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SH vs. GSY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SH
ProShares Short S&P500
-6.39%-11.35%-13.52%-14.80%18.98%-24.21%-25.09%-22.12%4.93%-17.36%
GSY
Invesco Ultra Short Duration ETF
1.72%4.96%5.95%5.99%0.01%0.03%1.88%3.39%2.18%1.86%

Correlation

The correlation between SH and GSY is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

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

-0.14

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

-0.10

Correlation (10Y)
Calculated over the trailing 10-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2008

-0.02

The correlation between SH and GSY shifts across timeframes, from -0.20 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SH vs. GSY — Risk / Return Rank

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

SH
SH Risk / Return Rank: 11
Overall Rank
SH Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SH Sortino Ratio Rank: 11
Sortino Ratio Rank
SH Omega Ratio Rank: 11
Omega Ratio Rank
SH Calmar Ratio Rank: 22
Calmar Ratio Rank
SH Martin Ratio Rank: 11
Martin Ratio Rank

GSY
GSY Risk / Return Rank: 9999
Overall Rank
GSY Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
GSY Sortino Ratio Rank: 9999
Sortino Ratio Rank
GSY Omega Ratio Rank: 9999
Omega Ratio Rank
GSY Calmar Ratio Rank: 100100
Calmar Ratio Rank
GSY Martin Ratio Rank: 100100
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.

SH vs. GSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short S&P500 (SH) 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.

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.


SHGSYDifference
Sharpe ratioReturn per unit of total volatility

-12.42

Sortino ratioReturn per unit of downside risk

-29.10

Omega ratioGain probability vs. loss probability

0.81

6.54

-5.73

Calmar ratioReturn relative to maximum drawdown

-0.82

75.72

-76.54

Martin ratioReturn relative to average drawdown

-1.47

373.96

-375.43

SH vs. GSY - Sharpe Ratio Comparison

The current SH Sharpe Ratio is -1.22, which is lower than the GSY Sharpe Ratio of 11.20. The chart below compares the historical Sharpe Ratios of SH and GSY, 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

SH vs. GSY - Drawdown Comparison

The maximum SH drawdown since its inception was -94.66%, which is greater than GSY's maximum drawdown of -12.14%. Use the drawdown chart below to compare losses from any high point for SH and GSY.


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Drawdown Indicators


SHGSYDifference

Max Drawdown

Largest peak-to-trough decline

-94.66%

-12.14%

-82.52%

Max Drawdown (1Y)

Largest decline over 1 year

-18.16%

-0.06%

-18.10%

Max Drawdown (3Y)

Largest decline over 3 years

-38.82%

-0.18%

-38.64%

Max Drawdown (5Y)

Largest decline over 5 years

-44.53%

-1.48%

-43.05%

Max Drawdown (10Y)

Largest decline over 10 years

-76.12%

-5.25%

-70.87%

Current Drawdown

Current decline from peak

-94.53%

0.00%

-94.53%

Average Drawdown

Average peak-to-trough decline

-67.75%

-2.38%

-65.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.13%

0.01%

+10.12%

Volatility

SH vs. GSY - Volatility Comparison

ProShares Short S&P500 (SH) has a higher volatility of 4.33% compared to Invesco Ultra Short Duration ETF (GSY) at 0.15%. This indicates that SH'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


SHGSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

0.15%

+4.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

0.31%

+9.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

0.40%

+11.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

0.58%

+16.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

1.22%

+16.82%

SH vs. GSY - Expense Ratio Comparison

SH has a 0.90% expense ratio, which is higher than GSY's 0.22% expense ratio.


Dividends

SH vs. GSY - Dividend Comparison

SH's dividend yield for the trailing twelve months is around 4.43%, more than GSY's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
GSY
Invesco Ultra Short Duration ETF
4.34%4.56%5.31%4.95%1.70%0.58%1.45%2.71%2.30%1.80%1.21%1.17%
SH
ProShares Short S&P500
4.43%4.49%6.20%5.37%1.08%0.00%0.16%1.76%1.01%0.06%0.00%0.00%

Frequently Asked Questions


SH and GSY have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SH has higher volatility (4.33%) compared to GSY (0.15%). In terms of maximum drawdown, SH dropped -94.66% vs GSY's -12.14%.

On 10-year performance, GSY leads with 2.86% vs -12.83% for SH. On fees, GSY is cheaper at 0.22% per year. On volatility, GSY has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GSY has performed better with a 2.86% return vs -12.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSY is cheaper with a 0.22% expense ratio, compared with 0.90% for SH.

SH has the higher dividend yield at 4.43%, compared with 4.34% for GSY.

SH is categorized as Inverse Equities, while GSY is Ultrashort Bond. They also come from different issuers: ProShares and Invesco. Their fees differ too: 0.90% for SH and 0.22% for GSY.

GSY currently has the higher Sharpe Ratio (11.20 vs -1.22), 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

Find the right allocation for SH and GSY

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