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AAAU vs. GBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAAU vs. GBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Physical Gold ETF (AAAU) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAAU achieves a 3.83% return, which is significantly higher than GBIL's 1.44% return.


AAAU

1D
0.87%
1M
-1.63%
YTD
3.83%
6M
6.34%
1Y
32.55%
3Y*
31.47%
5Y*
18.60%
10Y*

GBIL

1D
0.02%
1M
0.29%
YTD
1.44%
6M
1.75%
1Y
3.89%
3Y*
4.64%
5Y*
3.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAAU vs. GBIL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AAAU
Goldman Sachs Physical Gold ETF
3.83%64.06%26.91%12.96%-0.50%-4.01%25.02%18.17%9.20%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
1.44%4.12%5.24%4.91%1.05%-0.08%0.79%2.31%0.81%

Correlation

The correlation between AAAU and GBIL is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.05

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

0.13

Correlation (All Time)
Calculated using the full available price history since Aug 16, 2018

0.11

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Return for Risk

AAAU vs. GBIL — Risk / Return Rank

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

AAAU
AAAU Risk / Return Rank: 3434
Overall Rank
AAAU Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AAAU Sortino Ratio Rank: 3131
Sortino Ratio Rank
AAAU Omega Ratio Rank: 3939
Omega Ratio Rank
AAAU Calmar Ratio Rank: 3535
Calmar Ratio Rank
AAAU Martin Ratio Rank: 3030
Martin Ratio Rank

GBIL
GBIL Risk / Return Rank: 100100
Overall Rank
GBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
GBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
GBIL Omega Ratio Rank: 100100
Omega Ratio Rank
GBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
GBIL 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.

AAAU vs. GBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Physical Gold ETF (AAAU) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). 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.


AAAUGBILDifference
Sharpe ratioReturn per unit of total volatility

-15.65

Sortino ratioReturn per unit of downside risk

-100.71

Omega ratioGain probability vs. loss probability

1.25

39.22

-37.98

Calmar ratioReturn relative to maximum drawdown

1.71

195.39

-193.68

Martin ratioReturn relative to average drawdown

4.21

1,656.50

-1,652.29

AAAU vs. GBIL - Sharpe Ratio Comparison

The current AAAU Sharpe Ratio is 1.24, which is lower than the GBIL Sharpe Ratio of 16.89. The chart below compares the historical Sharpe Ratios of AAAU and GBIL, 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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Sharpe Ratios by Period


AAAUGBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

16.89

-15.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

5.78

-4.73

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

4.88

-3.78

Drawdowns

AAAU vs. GBIL - Drawdown Comparison

The maximum AAAU drawdown since its inception was -21.63%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for AAAU and GBIL.


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Drawdown Indicators


AAAUGBILDifference

Max Drawdown

Largest peak-to-trough decline

-21.63%

-0.76%

-20.87%

Max Drawdown (1Y)

Largest decline over 1 year

-19.13%

-0.02%

-19.11%

Max Drawdown (3Y)

Largest decline over 3 years

-19.13%

-0.76%

-18.37%

Max Drawdown (5Y)

Largest decline over 5 years

-20.94%

-0.76%

-20.18%

Current Drawdown

Current decline from peak

-16.97%

0.00%

-16.97%

Average Drawdown

Average peak-to-trough decline

-6.19%

-0.04%

-6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.76%

0.00%

+7.76%

Volatility

AAAU vs. GBIL - Volatility Comparison

Goldman Sachs Physical Gold ETF (AAAU) has a higher volatility of 5.51% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.04%. This indicates that AAAU's price experiences larger fluctuations and is considered to be riskier than GBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAAUGBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

0.04%

+5.47%

Volatility (6M)

Calculated over the trailing 6-month period

22.94%

0.14%

+22.80%

Volatility (1Y)

Calculated over the trailing 1-year period

26.33%

0.23%

+26.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

0.58%

+17.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

0.47%

+16.52%

AAAU vs. GBIL - Expense Ratio Comparison

AAAU has a 0.18% expense ratio, which is higher than GBIL's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AAAU vs. GBIL - Dividend Comparison

AAAU has not paid dividends to shareholders, while GBIL's dividend yield for the trailing twelve months is around 3.74%.


PositionTTM2025202420232022202120202019201820172016
AAAU
Goldman Sachs Physical Gold ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
3.74%4.02%4.93%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%

Frequently Asked Questions


AAAU and GBIL have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAAU has higher volatility (5.51%) compared to GBIL (0.04%). In terms of maximum drawdown, AAAU dropped -21.63% vs GBIL's -0.76%.

On 5-year performance, AAAU leads with 18.60% vs 3.32% for GBIL. On fees, GBIL is cheaper at 0.12% per year. On volatility, GBIL has been the lower-risk option at 0.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AAAU has performed better with a 18.60% return vs 3.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GBIL is cheaper with a 0.12% expense ratio, compared with 0.18% for AAAU.

GBIL has the higher dividend yield at 3.74%, compared with 0.00% for AAAU.

AAAU is categorized as Gold, while GBIL is Government Bonds. AAAU tracks LBMA Gold PM Price, while GBIL tracks FTSE US Treasury 0-1 Year Composite Select Index. Their fees differ too: 0.18% for AAAU and 0.12% for GBIL.

GBIL currently has the higher Sharpe Ratio (16.89 vs 1.24), 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

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