GBIL vs. SCHD
Compare and contrast key facts about Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) and Schwab US Dividend Equity ETF (SCHD).
GBIL and SCHD 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both GBIL and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBIL or SCHD.
Performance
GBIL vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, GBIL achieves a 4.54% return, which is significantly lower than SCHD's 15.93% return.
GBIL
4.54%
0.35%
2.61%
5.25%
2.26%
N/A
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| GBIL | SCHD | |
|---|---|---|
| Sharpe Ratio | 4.75 | 2.25 |
| Sortino Ratio | 6.82 | 3.25 |
| Omega Ratio | 6.64 | 1.39 |
| Calmar Ratio | 7.00 | 3.05 |
| Martin Ratio | 29.80 | 12.25 |
| Ulcer Index | 0.18% | 2.04% |
| Daily Std Dev | 1.11% | 11.09% |
| Max Drawdown | -0.76% | -33.37% |
| Current Drawdown | 0.00% | -1.82% |
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GBIL vs. SCHD - Expense Ratio Comparison
GBIL has a 0.12% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between GBIL and SCHD is -0.02. 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.
Risk-Adjusted Performance
GBIL vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
GBIL vs. SCHD - Dividend Comparison
GBIL's dividend yield for the trailing twelve months is around 5.09%, more than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 5.09% | 4.77% | 1.37% | 0.00% | 0.81% | 2.20% | 1.70% | 0.74% | 0.11% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
GBIL vs. SCHD - Drawdown Comparison
The maximum GBIL drawdown since its inception was -0.76%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GBIL and SCHD. For additional features, visit the drawdowns tool.
Volatility
GBIL vs. SCHD - Volatility Comparison
The current volatility for Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) is 0.07%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.55%. This indicates that GBIL experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.