GBIL vs. DCMB

Last updated Apr 1, 2026

Compare and contrast key facts about Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) and Doubleline Commercial Real Estate ETF (DCMB).

GBIL and DCMB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GBIL is a passively managed fund by Goldman Sachs that tracks the performance of the FTSE US Treasury 0-1 Year Composite Select Index. It was launched on Sep 6, 2016. DCMB is an actively managed fund by DoubleLine. It was launched on Mar 31, 2023.

Performance

GBIL vs. DCMB - 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 Doubleline Commercial Real Estate ETF (DCMB). The values are adjusted to include any dividend payments, if applicable.

GBIL vs. DCMB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GBIL Goldman Sachs Access Treasury 0-1 Year ETF	0.80%	4.12%	5.24%	3.72%
DCMB Doubleline Commercial Real Estate ETF	0.90%	5.86%	6.86%	5.27%

Returns By Period

In the year-to-date period, GBIL achieves a 0.80% return, which is significantly lower than DCMB's 0.90% return.

GBIL

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

DCMB

• 1D: 0.06%
• 1M: -0.43%
• YTD: 0.90%
• 6M: 2.14%
• 1Y: 5.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GBIL vs. DCMB - Expense Ratio Comparison

GBIL has a 0.12% expense ratio, which is lower than DCMB's 0.40% expense ratio.

DCMB

Doubleline Commercial Real Estate ETF

GBIL

Goldman Sachs Access Treasury 0-1 Year ETF

Return for Risk

GBIL vs. DCMB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

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

DCMB

DCMB Risk / Return Rank: 98
DCMB Sharpe Ratio Rank: 98
DCMB Sortino Ratio Rank: 98
DCMB Omega Ratio Rank: 98
DCMB Calmar Ratio Rank: 98
DCMB Martin Ratio Rank: 98

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. DCMB - 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 Doubleline Commercial Real Estate ETF (DCMB). 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.

	GBIL	DCMB	Difference
Sharpe ratio Return per unit of total volatility	16.02	3.69	+12.33
Sortino ratio Return per unit of downside risk	81.72	5.82	+75.90
Omega ratio Gain probability vs. loss probability	24.01	1.85	+22.16
Calmar ratio Return relative to maximum drawdown	199.80	7.60	+192.21
Martin ratio Return relative to average drawdown	1,295.81	29.95	+1,265.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GBIL vs. DCMB - Sharpe Ratio Comparison

The current GBIL Sharpe Ratio is 16.02, which is higher than the DCMB Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of GBIL and DCMB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GBIL	DCMB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	16.02	3.69	+12.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	5.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	4.79	4.01	+0.78

Correlation

The correlation between GBIL and DCMB is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GBIL vs. DCMB - Dividend Comparison

GBIL's dividend yield for the trailing twelve months is around 3.89%, less than DCMB's 4.80% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
DCMB Doubleline Commercial Real Estate ETF	4.80%	4.84%	5.52%	3.47%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GBIL vs. DCMB - Drawdown Comparison

The maximum GBIL drawdown since its inception was -0.76%, smaller than the maximum DCMB drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for GBIL and DCMB.

Drawdown Indicators

	GBIL	DCMB	Difference
Max Drawdown Largest peak-to-trough decline	-0.76%	-0.84%	+0.08%
Max Drawdown (1Y) Largest decline over 1 year	-0.02%	-0.68%	+0.66%
Max Drawdown (5Y) Largest decline over 5 years	-0.76%	—	—
Current Drawdown Current decline from peak	0.00%	-0.43%	+0.43%
Average Drawdown Average peak-to-trough decline	-0.04%	-0.10%	+0.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.00%	0.17%	-0.17%

Volatility

GBIL vs. DCMB - Volatility Comparison

The current volatility for Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) is 0.08%, while Doubleline Commercial Real Estate ETF (DCMB) has a volatility of 0.43%. This indicates that GBIL experiences smaller price fluctuations and is considered to be less risky than DCMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GBIL	DCMB	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.08%	0.43%	-0.35%
Volatility (6M) Calculated over the trailing 6-month period	0.15%	0.74%	-0.59%
Volatility (1Y) Calculated over the trailing 1-year period	0.25%	1.39%	-1.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.58%	1.59%	-1.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.47%	1.59%	-1.12%