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GBIL vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBIL vs. GGOV - 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 iShares Global Government Bond USD Hedged Active ETF (GGOV). 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 1.42% return, which is significantly lower than GGOV's 2.30% return.


GBIL

1D
0.02%
1M
0.28%
YTD
1.42%
6M
1.73%
1Y
3.91%
3Y*
4.64%
5Y*
3.32%
10Y*

GGOV

1D
-0.16%
1M
0.60%
YTD
2.30%
6M
-1.11%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBIL vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between GBIL and GGOV is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.13

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Return for Risk

GBIL vs. GGOV — 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

GGOV
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. GGOV - 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 iShares Global Government Bond USD Hedged Active ETF (GGOV). 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.


GBILGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

39.42

Calmar ratioReturn relative to maximum drawdown

196.43

Martin ratioReturn relative to average drawdown

1,608.66

GBIL vs. GGOV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GBILGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

16.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

5.78

Sharpe Ratio (All Time)

Calculated using the full available price history

4.87

-0.11

+4.98

Drawdowns

GBIL vs. GGOV - Drawdown Comparison

The maximum GBIL drawdown since its inception was -0.76%, smaller than the maximum GGOV drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for GBIL and GGOV.


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Drawdown Indicators


GBILGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-0.76%

-4.69%

+3.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

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%

-1.50%

+1.50%

Average Drawdown

Average peak-to-trough decline

-0.04%

-1.59%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

Volatility

GBIL vs. GGOV - Volatility Comparison


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Volatility by Period


GBILGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.04%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

0.23%

5.38%

-5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

5.38%

-4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.47%

5.38%

-4.91%

GBIL vs. GGOV - Expense Ratio Comparison

GBIL has a 0.12% expense ratio, which is lower than GGOV's 0.39% expense ratio.


Dividends

GBIL vs. GGOV - Dividend Comparison

GBIL's dividend yield for the trailing twelve months is around 3.74%, while GGOV has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
3.74%4.02%4.93%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%
GGOV
iShares Global Government Bond USD Hedged Active ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GBIL and GGOV have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GBIL is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GBIL is cheaper with a 0.12% expense ratio, compared with 0.39% for GGOV.

GBIL has the higher dividend yield at 3.74%, compared with 0.00% for GGOV.

GBIL is categorized as Government Bonds, while GGOV is Global Bonds. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.12% for GBIL and 0.39% for GGOV.

Portfolio Optimizer

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