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GBIL vs. BILS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GBIL vs. BILS - 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 SPDR Bloomberg 3-12 Month T-Bill ETF (BILS). The values are adjusted to include any dividend payments, if applicable.

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GBIL vs. BILS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
0.80%4.12%5.24%4.91%1.05%-0.08%-0.01%
BILS
SPDR Bloomberg 3-12 Month T-Bill ETF
0.80%4.23%5.17%4.92%0.90%-0.08%0.00%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with GBIL at 0.80% and BILS at 0.80%.


GBIL

1D
0.01%
1M
0.26%
YTD
0.80%
6M
1.83%
1Y
3.99%
3Y*
4.66%
5Y*
3.19%
10Y*

BILS

1D
0.02%
1M
0.26%
YTD
0.80%
6M
1.82%
1Y
3.99%
3Y*
4.67%
5Y*
3.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GBIL vs. BILS - Expense Ratio Comparison

GBIL has a 0.12% expense ratio, which is lower than BILS's 0.14% 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%.


Return for Risk

GBIL vs. BILS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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

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

GBIL vs. BILS - 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 SPDR Bloomberg 3-12 Month T-Bill ETF (BILS). 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.


GBILBILSDifference

Sharpe ratio

Return per unit of total volatility

16.02

16.39

-0.37

Sortino ratio

Return per unit of downside risk

81.72

75.13

+6.59

Omega ratio

Gain probability vs. loss probability

24.01

26.69

-2.69

Calmar ratio

Return relative to maximum drawdown

199.80

132.67

+67.13

Martin ratio

Return relative to average drawdown

1,295.81

1,118.82

+176.99

GBIL vs. BILS - Sharpe Ratio Comparison

The current GBIL Sharpe Ratio is 16.02, which is comparable to the BILS Sharpe Ratio of 16.39. The chart below compares the historical Sharpe Ratios of GBIL and BILS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GBILBILSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

16.02

16.39

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

5.54

10.37

-4.83

Sharpe Ratio (All Time)

Calculated using the full available price history

4.79

9.65

-4.87

Correlation

The correlation between GBIL and BILS is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GBIL vs. BILS - Dividend Comparison

GBIL's dividend yield for the trailing twelve months is around 3.89%, less than BILS's 3.96% yield.


TTM2025202420232022202120202019201820172016
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
3.89%4.02%4.93%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%
BILS
SPDR Bloomberg 3-12 Month T-Bill ETF
3.96%4.08%5.01%4.98%1.61%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GBIL vs. BILS - Drawdown Comparison

The maximum GBIL drawdown since its inception was -0.76%, which is greater than BILS's maximum drawdown of -0.41%. Use the drawdown chart below to compare losses from any high point for GBIL and BILS.


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Drawdown Indicators


GBILBILSDifference

Max Drawdown

Largest peak-to-trough decline

-0.76%

-0.41%

-0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-0.03%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-0.76%

-0.40%

-0.36%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.04%

-0.04%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.00%

0.00%

Volatility

GBIL vs. BILS - Volatility Comparison

Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) has a higher volatility of 0.08% compared to SPDR Bloomberg 3-12 Month T-Bill ETF (BILS) at 0.05%. This indicates that GBIL's price experiences larger fluctuations and is considered to be riskier than BILS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBILBILSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

0.05%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

0.15%

0.15%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

0.25%

0.24%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

0.31%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.47%

0.30%

+0.17%