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UYLD vs. GSY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UYLD vs. GSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak Ultrashort Income ETF (UYLD) and Invesco Ultra Short Duration ETF (GSY). The values are adjusted to include any dividend payments, if applicable.

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UYLD vs. GSY - Yearly Performance Comparison


2026 (YTD)2025202420232022
UYLD
Angel Oak Ultrashort Income ETF
0.87%5.36%6.10%6.90%1.12%
GSY
Invesco Ultra Short Duration ETF
0.80%4.96%5.95%5.99%1.08%

Returns By Period

In the year-to-date period, UYLD achieves a 0.87% return, which is significantly higher than GSY's 0.80% return.


UYLD

1D
0.07%
1M
0.10%
YTD
0.87%
6M
2.10%
1Y
4.90%
3Y*
5.82%
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UYLD vs. GSY - Expense Ratio Comparison

UYLD has a 0.29% expense ratio, which is higher than GSY's 0.22% expense ratio.


Return for Risk

UYLD vs. GSY — Risk / Return Rank

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

UYLD
UYLD Risk / Return Rank: 9999
Overall Rank
UYLD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
UYLD Sortino Ratio Rank: 9999
Sortino Ratio Rank
UYLD Omega Ratio Rank: 9999
Omega Ratio Rank
UYLD Calmar Ratio Rank: 9999
Calmar Ratio Rank
UYLD Martin Ratio Rank: 9999
Martin Ratio Rank

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

UYLD vs. GSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak Ultrashort Income ETF (UYLD) 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.


UYLDGSYDifference

Sharpe ratio

Return per unit of total volatility

7.82

10.64

-2.82

Sortino ratio

Return per unit of downside risk

16.14

24.03

-7.89

Omega ratio

Gain probability vs. loss probability

3.57

6.27

-2.70

Calmar ratio

Return relative to maximum drawdown

26.19

25.29

+0.90

Martin ratio

Return relative to average drawdown

156.31

176.75

-20.44

UYLD vs. GSY - Sharpe Ratio Comparison

The current UYLD Sharpe Ratio is 7.82, which is comparable to the GSY Sharpe Ratio of 10.64. The chart below compares the historical Sharpe Ratios of UYLD and GSY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UYLDGSYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.82

10.64

-2.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

6.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.33

Sharpe Ratio (All Time)

Calculated using the full available price history

5.97

0.45

+5.52

Correlation

The correlation between UYLD and GSY is 0.34, 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

UYLD vs. GSY - Dividend Comparison

UYLD's dividend yield for the trailing twelve months is around 4.90%, more than GSY's 4.43% yield.


TTM20252024202320222021202020192018201720162015
UYLD
Angel Oak Ultrashort Income ETF
4.90%5.07%4.97%5.92%0.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

UYLD vs. GSY - Drawdown Comparison

The maximum UYLD drawdown since its inception was -0.54%, smaller than the maximum GSY drawdown of -12.14%. Use the drawdown chart below to compare losses from any high point for UYLD and GSY.


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Drawdown Indicators


UYLDGSYDifference

Max Drawdown

Largest peak-to-trough decline

-0.54%

-12.14%

+11.60%

Max Drawdown (1Y)

Largest decline over 1 year

-0.19%

-0.18%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-5.25%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.04%

-2.41%

+2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

0.03%

0.00%

Volatility

UYLD vs. GSY - Volatility Comparison

Angel Oak Ultrashort Income ETF (UYLD) has a higher volatility of 0.19% compared to Invesco Ultra Short Duration ETF (GSY) at 0.15%. This indicates that UYLD'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


UYLDGSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

0.15%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

0.38%

0.28%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

0.63%

0.43%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.00%

0.58%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.00%

1.22%

-0.22%