PortfoliosLab logoPortfoliosLab logo
ISIN
US3814303620
CUSIP
381430362
Inception Date
Oct 2, 2018
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
FTSE Goldman Sachs Treasury Inflation Protected USD Bond Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$276M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

GTIP Performance Chart

Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) is up 0.8% since the beginning of the year. GTIP is currently trading at $49 per share. Investors who bought $1,000 worth of GTIP shares 5 years ago would now be looking at an investment worth $1,046.


Loading charts...

S&P 500 Index

Returns By Period

Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) has returned 0.84% so far this year and 3.50% over the past 12 months.


Goldman Sachs Access Inflation Protected USD Bond ETF

1D
-0.49%
1M
-0.13%
YTD
0.84%
6M
0.90%
1Y
3.50%
3Y*
3.61%
5Y*
0.90%
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)

GTIP Monthly Returns History

Based on dividend-adjusted daily data since Oct 4, 2018, GTIP's average daily return is +0.01%, while the average monthly return is +0.28%. At this rate, an investment would double in approximately 20.7 years.

Historically, 62% of months were positive and 38% were negative. The best month was Jul 2022 with a return of +4.3%, while the worst month was Sep 2022 at -6.6%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, GTIP closed higher 52% of trading days. The best single day was Mar 20, 2020 with a return of +3.9%, while the worst single day was Mar 11, 2020 at -2.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.58%1.27%-1.35%1.09%0.15%-0.88%0.84%
20251.17%2.18%0.71%0.15%-0.70%1.03%0.04%1.59%0.42%0.30%0.29%-0.69%6.63%
20240.30%-0.92%0.74%-1.73%1.76%0.86%1.66%0.83%1.52%-1.85%0.51%-1.56%2.04%
20231.94%-1.20%3.04%-0.01%-1.20%-0.26%-0.04%-0.77%-1.91%-0.68%2.63%2.43%3.88%
2022-2.16%0.94%-1.89%-2.24%-0.87%-3.18%4.30%-2.63%-6.60%1.20%1.91%-1.21%-12.14%
20210.28%-1.56%-0.14%1.36%1.08%0.69%2.58%-0.11%-0.71%1.13%0.88%0.29%5.86%

Benchmark Metrics

Goldman Sachs Access Inflation Protected USD Bond ETF has an annualized alpha of 2.95%, beta of 0.03, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since October 04, 2018.

  • This ETF participated in 18.00% of S&P 500 Index downside but only 15.62% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.03 may look defensive, but with R2 of 0.01 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 0.01 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
2.95%
Beta
0.03
0.01
Upside Capture
15.62%
Downside Capture
18.00%

Expense Ratio

GTIP has an expense ratio of 0.12%, which is considered low.


Return for Risk

Risk / Return Rank

GTIP ranks 32 for risk / return — below 32% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


GTIP Risk / Return Rank: 3232
Overall Rank
GTIP Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GTIP Sortino Ratio Rank: 2929
Sortino Ratio Rank
GTIP Omega Ratio Rank: 2828
Omega Ratio Rank
GTIP Calmar Ratio Rank: 3636
Calmar Ratio Rank
GTIP Martin Ratio Rank: 3636
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 Inflation Protected USD Bond ETF (GTIP) 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.


GTIPBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.19

1.37

-0.18

Calmar ratioReturn relative to maximum drawdown

1.74

2.78

-1.04

Martin ratioReturn relative to average drawdown

5.43

12.44

-7.00

Dividends

Dividend History

Goldman Sachs Access Inflation Protected USD Bond ETF provided a 4.73% dividend yield over the last twelve months, with an annual payout of $2.30 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$2.30$2.25$1.70$1.36$3.13$2.23$0.60$1.23$0.33

Dividend yield

4.73%4.58%3.52%2.77%6.47%3.82%1.04%2.34%0.66%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs Access Inflation Protected USD Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.12$0.30$0.54$0.95
2025$0.00$0.00$0.06$0.39$0.29$0.17$0.22$0.17$0.22$0.15$0.21$0.38$2.25
2024$0.00$0.00$0.00$0.12$0.38$0.37$0.22$0.14$0.05$0.10$0.08$0.24$1.70
2023$0.00$0.00$0.00$0.04$0.25$0.14$0.23$0.12$0.15$0.08$0.22$0.13$1.36
2022$0.00$0.18$0.10$0.39$0.40$0.62$0.22$0.50$0.65$0.00$0.00$0.08$3.13
2021$0.00$0.00$0.00$0.12$0.22$0.26$0.35$0.29$0.39$0.17$0.03$0.41$2.23

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Goldman Sachs Access Inflation Protected USD 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 Inflation Protected USD Bond ETF was 14.31%, occurring on Oct 10, 2022. Recovery took 838 trading sessions.

The current Goldman Sachs Access Inflation Protected USD Bond ETF drawdown is 1.01%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-14.31%Oct 2022
11mo 4d3y 4mo
4y 3moNov 2021 - Feb 2026
COVID crash2020
-10.55%Mar 2020
9d2mo 24d
3mo 3dMar 2020 - Jun 2020
2021 pullback2021
-2.86%Feb 2021
27d2mo 9d
3mo 6dJan 2021 - May 2021
2019 pullback2019
-2.38%Sep 2019
14d3mo 22d
4mo 6dAug 2019 - Jan 2020
2026 pullback2026
-2.02%Mar 2026
25d1mo 5d
2moMar 2026 - May 2026

Drawdown Indicators


GTIPBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.31%

-56.78%

+42.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-9.10%

+7.08%

Max Drawdown (3Y)

Largest decline over 3 years

-4.47%

-18.90%

+14.43%

Max Drawdown (5Y)

Largest decline over 5 years

-14.31%

-25.43%

+11.12%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.01%

-1.80%

+0.79%

Average Drawdown

Average peak-to-trough decline

-4.21%

-10.71%

+6.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

2.03%

-1.38%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with GTIP

Add Goldman Sachs Access Inflation Protected USD Bond ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with GTIP