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EDV vs. GBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDV vs. GBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Duration Treasury ETF (EDV) 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, EDV achieves a -5.76% return, which is significantly lower than GBIL's 2.00% return.


EDV

1D
0.47%
1M
-5.91%
6M
-5.09%
YTD
-5.76%
1Y
-5.56%
3Y*
-4.58%
5Y*
-12.82%
10Y*
-4.40%
ALL TIME*
2.37%

GBIL

1D
0.01%
1M
0.28%
6M
1.72%
YTD
2.00%
1Y
3.74%
3Y*
4.54%
5Y*
3.43%
10Y*
ALL TIME*
2.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$91.73M$72.86M$67.75M
$54.62M$52.46M$69.99M

EDV vs. GBIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDV
Vanguard Extended Duration Treasury ETF
-5.76%0.65%-12.78%1.65%-39.15%-6.19%23.59%18.67%-3.40%13.94%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
2.00%4.12%5.24%4.91%1.05%-0.08%0.79%2.31%1.78%0.69%

Correlation

The correlation between EDV and GBIL is 0.06, 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.

0.06

Correlation (3Y)
Balances recent behavior with more history.

0.14

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.16

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2016

0.13

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Return for Risk

EDV vs. GBIL — Risk / Return Rank

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

EDV
EDV Risk / Return Rank: 66
Overall Rank
EDV Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EDV Sortino Ratio Rank: 66
Sortino Ratio Rank
EDV Omega Ratio Rank: 66
Omega Ratio Rank
EDV Calmar Ratio Rank: 66
Calmar Ratio Rank
EDV Martin Ratio Rank: 55
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) 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.

EDV vs. GBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) 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.


EDVGBILDifference
Sharpe ratioReturn per unit of total volatility

-18.50

Sortino ratioReturn per unit of downside risk

-150.80

Omega ratioGain probability vs. loss probability

0.95

92.87

-91.93

Calmar ratioReturn relative to maximum drawdown

-0.42

187.90

-188.32

Martin ratioReturn relative to average drawdown

-0.87

2,250.52

-2,251.40

EDV vs. GBIL - Sharpe Ratio Comparison

The current EDV Sharpe Ratio is -0.40, which is lower than the GBIL Sharpe Ratio of 18.10. The chart below compares the historical Sharpe Ratios of EDV 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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Drawdowns

EDV vs. GBIL - Drawdown Comparison

The maximum EDV drawdown since its inception was -59.96%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for EDV and GBIL.


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Drawdown Indicators


EDVGBILDifference

Max Drawdown

Largest peak-to-trough decline

-59.96%

-0.76%

-59.20%

Max Drawdown (1Y)

Largest decline over 1 year

-13.24%

-0.02%

-13.22%

Max Drawdown (3Y)

Largest decline over 3 years

-22.74%

-0.76%

-21.98%

Max Drawdown (5Y)

Largest decline over 5 years

-55.03%

-0.76%

-54.27%

Max Drawdown (10Y)

Largest decline over 10 years

-59.96%

Current Drawdown

Current decline from peak

-56.76%

0.00%

-56.76%

Average Drawdown

Average peak-to-trough decline

-23.70%

-0.04%

-23.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.39%

0.00%

+6.39%

Volatility

EDV vs. GBIL - Volatility Comparison

Vanguard Extended Duration Treasury ETF (EDV) has a higher volatility of 3.91% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.06%. This indicates that EDV'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


EDVGBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

0.06%

+3.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

0.14%

+10.07%

Volatility (1Y)

Calculated over the trailing 1-year period

14.01%

0.21%

+13.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.52%

0.58%

+20.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.74%

0.47%

+19.27%

EDV vs. GBIL - Expense Ratio Comparison

EDV has a 0.05% expense ratio, which is lower than GBIL's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EDV vs. GBIL - Dividend Comparison

EDV's dividend yield for the trailing twelve months is around 5.42%, more than GBIL's 3.68% yield.


PositionTTM20252024202320222021202020192018201720162015
EDV
Vanguard Extended Duration Treasury ETF
5.42%4.94%4.65%3.81%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
3.68%4.02%4.93%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%0.00%

Frequently Asked Questions


EDV and GBIL have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDV has higher volatility (3.91%) compared to GBIL (0.06%). In terms of maximum drawdown, EDV dropped -59.96% vs GBIL's -0.76%.

On 5-year performance, GBIL leads with 3.43% vs -12.82% for EDV. On fees, EDV is cheaper at 0.05% per year. On volatility, GBIL has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GBIL has performed better with a 3.43% return vs -12.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EDV is cheaper with a 0.05% expense ratio, compared with 0.12% for GBIL.

EDV has the higher dividend yield at 5.42%, compared with 3.68% for GBIL.

EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while GBIL tracks FTSE US Treasury 0-1 Year Composite Select Index. They also come from different issuers: Vanguard and Goldman Sachs. Their fees differ too: 0.05% for EDV and 0.12% for GBIL.

GBIL currently has the higher Sharpe Ratio (18.10 vs -0.40), 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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