EDV vs. GBIL
EDV (Vanguard Extended Duration Treasury ETF) and GBIL (Goldman Sachs Access Treasury 0-1 Year ETF) are both Government Bonds funds - EDV tracks the Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index while GBIL tracks the FTSE US Treasury 0-1 Year Composite Select Index. Both are passively managed. Over the past 5 years, EDV returned -12.82%/yr vs 3.43%/yr for GBIL. Their 0.13 correlation means their historical movements had little consistent relationship. EDV charges 0.05%/yr vs 0.12%/yr for GBIL.
Performance
EDV vs. GBIL - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EDV
GBIL
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.
| EDV | GBIL | Difference | |
|---|---|---|---|
| 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 |
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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
| EDV | GBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -56.76% | 0.00% | -56.76% |
Average DrawdownAverage peak-to-trough decline | -23.70% | -0.04% | -23.66% |
Ulcer IndexDepth 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
| EDV | GBIL | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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