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GBIL vs. AIPO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBIL vs. AIPO - Performance Comparison

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

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Returns By Period

In the year-to-date period, GBIL achieves a 2.00% return, which is significantly lower than AIPO's 33.86% return.


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%

AIPO

1D
3.42%
1M
-4.58%
6M
20.17%
YTD
33.86%
1Y
46.89%
3Y*
5Y*
10Y*
ALL TIME*
45.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$42.27M$38.04M$47.00M
$54.62M$52.46M$69.99M

GBIL vs. AIPO - Yearly Performance Comparison


Correlation

The correlation between GBIL and AIPO is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.14

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2025

-0.14

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Return for Risk

GBIL vs. AIPO — Risk / Return Rank

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

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

AIPO
AIPO Risk / Return Rank: 5050
Overall Rank
AIPO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
AIPO Sortino Ratio Rank: 4747
Sortino Ratio Rank
AIPO Omega Ratio Rank: 4747
Omega Ratio Rank
AIPO Calmar Ratio Rank: 5353
Calmar Ratio Rank
AIPO Martin Ratio Rank: 5454
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.

GBIL vs. AIPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) and Defiance AI & Power Infrastructure ETF (AIPO). 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.


GBILAIPODifference
Sharpe ratioReturn per unit of total volatility

+16.85

Sortino ratioReturn per unit of downside risk

+148.59

Omega ratioGain probability vs. loss probability

92.87

1.22

+91.65

Calmar ratioReturn relative to maximum drawdown

187.90

1.93

+185.97

Martin ratioReturn relative to average drawdown

2,250.52

6.41

+2,244.11

GBIL vs. AIPO - Sharpe Ratio Comparison

The current GBIL Sharpe Ratio is 18.10, which is higher than the AIPO Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of GBIL and AIPO, 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

GBIL vs. AIPO - Drawdown Comparison

The maximum GBIL drawdown since its inception was -0.76%, smaller than the maximum AIPO drawdown of -24.36%. Use the drawdown chart below to compare losses from any high point for GBIL and AIPO.


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Drawdown Indicators


GBILAIPODifference

Max Drawdown

Largest peak-to-trough decline

-0.76%

-24.36%

+23.60%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-24.36%

+24.34%

Max Drawdown (3Y)

Largest decline over 3 years

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-0.76%

Current Drawdown

Current decline from peak

0.00%

-14.84%

+14.84%

Average Drawdown

Average peak-to-trough decline

-0.04%

-5.31%

+5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

7.33%

-7.33%

Volatility

GBIL vs. AIPO - Volatility Comparison

The current volatility for Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) is 0.06%, while Defiance AI & Power Infrastructure ETF (AIPO) has a volatility of 14.74%. This indicates that GBIL experiences smaller price fluctuations and is considered to be less risky than AIPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBILAIPODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

14.74%

-14.68%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

29.87%

-29.73%

Volatility (1Y)

Calculated over the trailing 1-year period

0.21%

37.61%

-37.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

37.27%

-36.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.47%

37.27%

-36.80%

GBIL vs. AIPO - Expense Ratio Comparison

GBIL has a 0.12% expense ratio, which is lower than AIPO's 0.69% expense ratio.


Dividends

GBIL vs. AIPO - Dividend Comparison

GBIL's dividend yield for the trailing twelve months is around 3.68%, more than AIPO's 0.01% yield.


PositionTTM2025202420232022202120202019201820172016
AIPO
Defiance AI & Power Infrastructure ETF
0.01%0.01%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
3.68%4.02%4.93%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%

Frequently Asked Questions


GBIL and AIPO have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIPO has higher volatility (14.74%) compared to GBIL (0.06%). In terms of maximum drawdown, GBIL dropped -0.76% vs AIPO's -24.36%.

On 1-year performance, AIPO leads with 46.89% vs 3.74% for GBIL. On fees, GBIL is cheaper at 0.12% 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 1-year period, AIPO has performed better with a 46.89% return vs 3.74%. 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 0.69% for AIPO.

GBIL has the higher dividend yield at 3.68%, compared with 0.01% for AIPO.

GBIL is categorized as Government Bonds, while AIPO is Artificial Intelligence. GBIL tracks FTSE US Treasury 0-1 Year Composite Select Index, while AIPO tracks MarketVector™ US Listed AI and Power Infrastructure Index. They also come from different issuers: Goldman Sachs and Defiance. Their fees differ too: 0.12% for GBIL and 0.69% for AIPO.

GBIL currently has the higher Sharpe Ratio (18.10 vs 1.26), 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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