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GBIL vs. GSY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

GBIL vs. GSY

Last updated May 12, 2025

Compare and contrast key facts about Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) and Invesco Ultra Short Duration ETF (GSY).

GBIL and GSY 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. GSY is an actively managed fund by Invesco. It was launched on Feb 12, 2008.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBIL or GSY.

Correlation

The correlation between GBIL and GSY is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

GBIL vs. GSY - 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 Invesco Ultra Short Duration ETF (GSY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

GBIL:

0.24%

GSY:

0.30%

Max Drawdown

GBIL:

0.00%

GSY:

0.00%

Current Drawdown

GBIL:

0.00%

GSY:

0.00%

Returns By Period

GBIL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GSY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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GBIL vs. GSY - Expense Ratio Comparison

GBIL has a 0.12% expense ratio, which is lower than GSY's 0.22% 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%.

GSY
Invesco Ultra Short Duration ETF
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF

Risk-Adjusted Performance

GBIL vs. GSY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GBIL
The Risk-Adjusted Performance Rank of GBIL is 100100
Overall Rank
The Sharpe Ratio Rank of GBIL is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of GBIL is 100100
Sortino Ratio Rank
The Omega Ratio Rank of GBIL is 100100
Omega Ratio Rank
The Calmar Ratio Rank of GBIL is 9999
Calmar Ratio Rank
The Martin Ratio Rank of GBIL is 100100
Martin Ratio Rank
GSY
The Risk-Adjusted Performance Rank of GSY is 100100
Overall Rank
The Sharpe Ratio Rank of GSY is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of GSY is 100100
Sortino Ratio Rank
The Omega Ratio Rank of GSY is 9999
Omega Ratio Rank
The Calmar Ratio Rank of GSY is 100100
Calmar Ratio Rank
The Martin Ratio Rank of GSY is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GBIL vs. GSY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) and Invesco Ultra Short Duration ETF (GSY). 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.

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Dividends

GBIL vs. GSY - Dividend Comparison

GBIL's dividend yield for the trailing twelve months is around 4.62%, less than GSY's 5.10% yield.

TTM20242023202220212020201920182017201620152014
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF		4.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GSY
Invesco Ultra Short Duration ETF		5.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GBIL vs. GSY - Drawdown Comparison

The maximum GBIL drawdown since its inception was 0.00%, which is greater than GSY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GBIL and GSY. For additional features, visit the drawdowns tool.

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Volatility

GBIL vs. GSY - Volatility Comparison

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