GBIL vs. JUST
Compare and contrast key facts about Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) and Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST).
GBIL and JUST 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. JUST is a passively managed fund by Goldman Sachs that tracks the performance of the JUST US Large Cap Diversified Index. It was launched on Jun 7, 2018. Both GBIL and JUST are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GBIL vs. JUST - Performance Comparison
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GBIL vs. JUST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 0.80% | 4.12% | 5.24% | 4.91% | 1.05% | -0.08% | 0.79% | 2.31% | 1.14% |
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF | -4.08% | 17.60% | 23.73% | 24.86% | -17.88% | 26.89% | 19.59% | 31.54% | -9.62% |
Returns By Period
In the year-to-date period, GBIL achieves a 0.80% return, which is significantly higher than JUST's -4.08% return.
GBIL
- 1D
- 0.01%
- 1M
- 0.26%
- YTD
- 0.80%
- 6M
- 1.83%
- 1Y
- 3.99%
- 3Y*
- 4.66%
- 5Y*
- 3.19%
- 10Y*
- —
JUST
- 1D
- 2.89%
- 1M
- -4.66%
- YTD
- -4.08%
- 6M
- -0.85%
- 1Y
- 17.59%
- 3Y*
- 17.81%
- 5Y*
- 11.04%
- 10Y*
- —
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GBIL vs. JUST - Expense Ratio Comparison
GBIL has a 0.12% expense ratio, which is lower than JUST's 0.20% 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. JUST — Risk / Return Rank
GBIL
JUST
GBIL vs. JUST - 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 Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST). 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 | JUST | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 16.02 | 0.97 | +15.05 |
Sortino ratioReturn per unit of downside risk | 81.72 | 1.48 | +80.24 |
Omega ratioGain probability vs. loss probability | 24.01 | 1.22 | +22.78 |
Calmar ratioReturn relative to maximum drawdown | 199.80 | 1.47 | +198.34 |
Martin ratioReturn relative to average drawdown | 1,295.81 | 7.04 | +1,288.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GBIL | JUST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 16.02 | 0.97 | +15.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 5.54 | 0.66 | +4.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | 4.79 | 0.67 | +4.11 |
Correlation
The correlation between GBIL and JUST is -0.03. 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.
Dividends
GBIL vs. JUST - Dividend Comparison
GBIL's dividend yield for the trailing twelve months is around 3.89%, more than JUST's 1.08% 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% |
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF | 1.08% | 1.02% | 1.11% | 1.37% | 1.51% | 1.07% | 1.36% | 1.86% | 1.11% | 0.00% | 0.00% |
Drawdowns
GBIL vs. JUST - Drawdown Comparison
The maximum GBIL drawdown since its inception was -0.76%, smaller than the maximum JUST drawdown of -33.83%. Use the drawdown chart below to compare losses from any high point for GBIL and JUST.
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Drawdown Indicators
| GBIL | JUST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.76% | -33.83% | +33.07% |
Max Drawdown (1Y)Largest decline over 1 year | -0.02% | -12.44% | +12.42% |
Max Drawdown (5Y)Largest decline over 5 years | -0.76% | -24.72% | +23.96% |
Current DrawdownCurrent decline from peak | 0.00% | -6.12% | +6.12% |
Average DrawdownAverage peak-to-trough decline | -0.04% | -5.20% | +5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 2.59% | -2.59% |
Volatility
GBIL vs. JUST - Volatility Comparison
The current volatility for Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) is 0.08%, while Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) has a volatility of 5.06%. This indicates that GBIL experiences smaller price fluctuations and is considered to be less risky than JUST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GBIL | JUST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.08% | 5.06% | -4.98% |
Volatility (6M)Calculated over the trailing 6-month period | 0.15% | 9.46% | -9.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.25% | 18.28% | -18.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.58% | 16.77% | -16.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.47% | 19.24% | -18.77% |