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Inception Date
Jul 7, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$9M

Share Price Chart


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Performance

GSIG Performance Chart

Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) is up 0.7% since the beginning of the year. GSIG is currently trading at $47 per share. Investors who bought $1,000 worth of GSIG shares 5 years ago would now be looking at an investment worth $1,114.


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S&P 500 Index

Returns By Period

Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) has returned 0.68% so far this year and 4.17% over the past 12 months.


Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF

1D
0.01%
1M
0.20%
YTD
0.68%
6M
0.89%
1Y
4.17%
3Y*
5.39%
5Y*
2.18%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSIG Monthly Returns History

Based on dividend-adjusted daily data since Jul 9, 2020, GSIG's average daily return is +0.01%, while the average monthly return is +0.18%. At this rate, an investment would double in approximately 32.1 years.

Historically, 63% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +2.4%, while the worst month was Sep 2022 at -2.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, GSIG closed higher 53% of trading days. The best single day was Nov 10, 2022 with a return of +1.1%, while the worst single day was Jun 13, 2022 at -0.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.36%0.63%-0.90%0.47%0.11%0.03%0.68%
20250.53%0.95%0.41%0.70%0.16%0.89%0.09%1.11%0.42%0.32%0.57%0.35%6.69%
20240.34%-0.48%0.73%-0.69%1.01%0.53%1.52%1.18%0.97%-0.94%0.64%-0.14%4.72%
20231.59%-1.26%1.60%0.55%-0.46%-0.16%0.62%0.08%-0.64%-0.11%2.36%1.79%6.06%
2022-1.25%-0.70%-1.86%-1.54%0.92%-1.26%1.64%-1.64%-2.10%-0.16%2.04%0.05%-5.80%
2021-0.12%-0.42%-0.07%0.33%0.34%-0.09%0.31%-0.11%-0.26%-0.48%-0.34%0.11%-0.81%

Benchmark Metrics

Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF has an annualized alpha of 1.35%, beta of 0.05, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since July 09, 2020.

  • This ETF participated in 13.87% of S&P 500 Index downside but only 10.46% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.05 may look defensive, but with R2 of 0.10 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.10 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.35%
Beta
0.05
0.10
Upside Capture
10.46%
Downside Capture
13.87%

Expense Ratio

GSIG has an expense ratio of 0.14%, which is considered low.


Return for Risk

Risk / Return Rank

GSIG ranks 78 for risk / return — better than 78% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


GSIG Risk / Return Rank: 7878
Overall Rank
GSIG Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GSIG Sortino Ratio Rank: 8888
Sortino Ratio Rank
GSIG Omega Ratio Rank: 8686
Omega Ratio Rank
GSIG Calmar Ratio Rank: 6565
Calmar Ratio Rank
GSIG Martin Ratio Rank: 7171
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) and compare them to S&P 500 Index.

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.


GSIGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.50

1.37

+0.14

Calmar ratioReturn relative to maximum drawdown

3.13

2.78

+0.35

Martin ratioReturn relative to average drawdown

12.77

12.44

+0.33

Dividends

Dividend History

Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF provided a 4.34% dividend yield over the last twelve months, with an annual payout of $2.05 per share. The fund has been increasing its distributions for 5 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.00202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$2.05$2.20$2.15$1.64$1.01$0.52$0.23

Dividend yield

4.34%4.61%4.59%3.51%2.21%1.04%0.45%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.17$0.13$0.15$0.14$0.17$0.77
2025$0.00$0.17$0.19$0.19$0.18$0.18$0.16$0.19$0.15$0.19$0.23$0.37$2.20
2024$0.00$0.16$0.17$0.16$0.19$0.18$0.16$0.19$0.18$0.18$0.18$0.37$2.15
2023$0.00$0.08$0.09$0.11$0.09$0.15$0.15$0.16$0.16$0.12$0.17$0.36$1.64
2022$0.00$0.05$0.05$0.05$0.06$0.07$0.07$0.09$0.09$0.08$0.09$0.32$1.01
2021$0.00$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.11$0.52

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF was 9.57%, occurring on Oct 20, 2022. Recovery took 407 trading sessions.

The current Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF drawdown is 0.31%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-9.57%Oct 2022
1y 2mo1y 7mo
2y 10moAug 2021 - Jun 2024
2026 pullback2026
-1.46%Mar 2026
24d
3mo 23dMar 2026 - now
2025 selloff2025
-1.22%Apr 2025
7d17d
24dApr 2025 - Apr 2025
2024 pullback2024
-1.18%Nov 2024
1mo 7d3mo 5d
4mo 12dSep 2024 - Feb 2025
2021 pullback2021
-1.06%Mar 2021
24d2mo 26d
3mo 20dFeb 2021 - Jun 2021

Drawdown Indicators


GSIGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-9.57%

-56.78%

+47.21%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-9.10%

+7.64%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

-18.90%

+17.44%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

-25.43%

+15.86%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.31%

-1.80%

+1.49%

Average Drawdown

Average peak-to-trough decline

-2.10%

-10.71%

+8.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

2.03%

-1.67%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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