CBUS vs. GBIL

Last updated Aug 1, 2026

CBUS (Cibus Global LLC) is a stock, while GBIL (Goldman Sachs Access Treasury 0-1 Year ETF) is Government Bonds fund tracking the FTSE US Treasury 0-1 Year Composite Select Index. Over the past 3 years, CBUS returned -54.33%/yr vs 4.57%/yr for GBIL. Their -0.02 correlation means they have often moved in opposite directions in the past.

Performance

CBUS vs. GBIL - Performance Comparison

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

Returns By Period

In the year-to-date period, CBUS achieves a 10.92% return, which is significantly higher than GBIL's 1.99% return.

CBUS

• 1D: 0.00%
• 1M: 38.85%
• 6M: -1.03%
• YTD: 10.92%
• 1Y: 29.53%
• 3Y*: -54.33%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -58.62%

GBIL

• 1D: 0.02%
• 1M: 0.27%
• 6M: 1.73%
• YTD: 1.99%
• 1Y: 3.73%
• 3Y*: 4.57%
• 5Y*: 3.44%
• 10Y*: —
• ALL TIME*: 2.30%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CBUS Cibus Global LLC	$275.78K	$894.32K	$557.94K
GBIL Goldman Sachs Access Treasury 0-1 Year ETF	$53.17M	$51.25M	$70.01M

CBUS vs. GBIL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CBUS Cibus Global LLC	10.92%	-37.41%	-85.85%	-37.65%
GBIL Goldman Sachs Access Treasury 0-1 Year ETF	1.99%	4.12%	5.24%	3.16%

Correlation

The correlation between CBUS and GBIL is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.02
Correlation (3Y) Balances recent behavior with more history.	-0.02
Correlation (All Time) Calculated using the full available price history since Jun 1, 2023	-0.02

Return for Risk

CBUS vs. GBIL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CBUS

CBUS Risk / Return Rank: 58
CBUS Sharpe Ratio Rank: 56
CBUS Sortino Ratio Rank: 64
CBUS Omega Ratio Rank: 62
CBUS Calmar Ratio Rank: 56
CBUS Martin Ratio Rank: 54

GBIL

GBIL Risk / Return Rank: 100
GBIL Sharpe Ratio Rank: 100
GBIL Sortino Ratio Rank: 100
GBIL Omega Ratio Rank: 100
GBIL Calmar Ratio Rank: 100
GBIL Martin Ratio Rank: 100

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CBUS vs. GBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cibus Global LLC (CBUS) 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.

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.

	CBUS	GBIL	Difference
Sharpe ratio: Return per unit of total volatility	0.28	17.26	-16.98
Sortino ratio: Return per unit of downside risk	1.22	154.10	-152.88
Omega ratio: Gain probability vs. loss probability	1.15	95.18	-94.03
Calmar ratio: Return relative to maximum drawdown	0.43	192.70	-192.27
Martin ratio: Return relative to average drawdown	0.78	2,308.02	-2,307.24

CBUS vs. GBIL - Sharpe Ratio Comparison

The current CBUS Sharpe Ratio is 0.28, which is lower than the GBIL Sharpe Ratio of 17.26. The chart below compares the historical Sharpe Ratios of CBUS 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.

Drawdowns

CBUS vs. GBIL - Drawdown Comparison

The maximum CBUS drawdown since its inception was -96.32%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for CBUS and GBIL.

Drawdown Indicators

	CBUS	GBIL	Difference
Max Drawdown Largest peak-to-trough decline	-96.32%	-0.76%	-95.56%
Max Drawdown (1Y) Largest decline over 1 year	-70.37%	-0.02%	-70.35%
Max Drawdown (3Y) Largest decline over 3 years	-94.92%	-0.76%	-94.16%
Max Drawdown (5Y) Largest decline over 5 years	—	-0.76%	—
Current Drawdown Current decline from peak	-93.87%	0.00%	-93.87%
Average Drawdown Average peak-to-trough decline	-76.14%	-0.04%	-76.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	39.00%	0.00%	+39.00%

Volatility

CBUS vs. GBIL - Volatility Comparison

Cibus Global LLC (CBUS) has a higher volatility of 34.53% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.07%. This indicates that CBUS'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.

Volatility by Period

	CBUS	GBIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	34.53%	0.07%	+34.46%
Volatility (6M) Calculated over the trailing 6-month period	88.61%	0.14%	+88.47%
Volatility (1Y) Calculated over the trailing 1-year period	108.74%	0.22%	+108.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	109.51%	0.58%	+108.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	109.51%	0.47%	+109.04%

Dividends

CBUS vs. GBIL - Dividend Comparison

CBUS has not paid dividends to shareholders, while GBIL's dividend yield for the trailing twelve months is around 3.71%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CBUS Cibus Global LLC	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	3.36%	4.02%	4.93%	4.77%	1.37%	0.00%	0.81%	2.20%	1.70%	0.74%	0.11%

Frequently Asked Questions

Can I hold both CBUS and GBIL in my portfolio?

CBUS and GBIL have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CBUS or GBIL?

CBUS has higher volatility (34.53%) compared to GBIL (0.07%). In terms of maximum drawdown, CBUS dropped -96.32% vs GBIL's -0.76%.

Which has better risk-adjusted returns?

GBIL currently has the higher Sharpe Ratio (17.26 vs 0.28), 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.