- Issuer
- Goldman Sachs
- Inception Date
- Jul 7, 2020
- Region
- North America (U.S.)
- Category
- Corporate Bonds
- 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
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Returns By Period
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.79%
- 1M
- 1.13%
- 6M
- 7.71%
- YTD
- 9.79%
- 1Y
- 20.06%
- 3Y*
- 18.60%
- 5Y*
- 11.43%
- 10Y*
- 13.27%
GSIG Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.36% | 0.63% | -0.90% | 0.47% | 0.11% | 0.03% | 0.68% | ||||||
| 2025 | 0.53% | 0.95% | 0.41% | 0.70% | 0.16% | 0.89% | 0.09% | 1.11% | 0.42% | 0.32% | 0.57% | 0.35% | 6.69% |
| 2024 | 0.34% | -0.48% | 0.73% | -0.69% | 1.01% | 0.53% | 1.52% | 1.18% | 0.97% | -0.94% | 0.64% | -0.14% | 4.72% |
| 2023 | 1.59% | -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
- R²
- 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
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.
| GSIG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.21 | — |
| Martin ratioReturn relative to average drawdown | — | 9.61 | — |
Dividends
Dividend History
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF provided a 4.00% dividend yield over the last twelve months, with an annual payout of $1.89 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.89 | $2.20 | $2.15 | $1.64 | $1.01 | $0.52 | $0.23 |
Dividend yield | 4.00% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -9.57%Oct 2022 | 1y 2mo | 1y 7mo | 2y 10moAug 2021 - Jun 2024 |
2026 pullback2026 | -1.46%Mar 2026 | 24d | — | 4mo 14dMar 2026 - now |
2025 selloff2025 | -1.22%Apr 2025 | 7d | 17d | 24dApr 2025 - Apr 2025 |
2024 pullback2024 | -1.18%Nov 2024 | 1mo 7d | 3mo 5d | 4mo 12dSep 2024 - Feb 2025 |
2021 pullback2021 | -1.06%Mar 2021 | 24d | 2mo 26d | 3mo 20dFeb 2021 - Jun 2021 |
Drawdown Indicators
| GSIG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -1.24% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.09% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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