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

Correlation

The correlation between GBIL and SCHD 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.


-0.50.00.51.0
Correlation: -0.0

Performance

GBIL vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
19.40%
140.66%
GBIL
SCHD

Key characteristics

Sharpe Ratio

GBIL:

15.93

SCHD:

0.18

Sortino Ratio

GBIL:

55.27

SCHD:

0.35

Omega Ratio

GBIL:

18.97

SCHD:

1.05

Calmar Ratio

GBIL:

10.88

SCHD:

0.18

Martin Ratio

GBIL:

711.20

SCHD:

0.64

Ulcer Index

GBIL:

0.01%

SCHD:

4.44%

Daily Std Dev

GBIL:

0.31%

SCHD:

15.99%

Max Drawdown

GBIL:

-0.76%

SCHD:

-33.37%

Current Drawdown

GBIL:

0.00%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, GBIL achieves a 1.24% return, which is significantly higher than SCHD's -5.19% return.


GBIL

YTD

1.24%

1M

0.36%

6M

2.17%

1Y

4.92%

5Y*

2.45%

10Y*

N/A

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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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%.


Expense ratio chart for GBIL: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GBIL: 0.12%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

GBIL vs. SCHD — 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

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
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. 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.


The chart of Sharpe ratio for GBIL, currently valued at 15.93, compared to the broader market-1.000.001.002.003.004.00
GBIL: 15.93
SCHD: 0.18
The chart of Sortino ratio for GBIL, currently valued at 55.27, compared to the broader market-2.000.002.004.006.008.00
GBIL: 55.27
SCHD: 0.35
The chart of Omega ratio for GBIL, currently valued at 18.97, compared to the broader market0.501.001.502.002.50
GBIL: 18.97
SCHD: 1.05
The chart of Calmar ratio for GBIL, currently valued at 10.88, compared to the broader market0.002.004.006.008.0010.0012.00
GBIL: 10.88
SCHD: 0.18
The chart of Martin ratio for GBIL, currently valued at 711.20, compared to the broader market0.0020.0040.0060.00
GBIL: 711.20
SCHD: 0.64

The current GBIL Sharpe Ratio is 15.93, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of GBIL and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.005.0010.0015.00NovemberDecember2025FebruaryMarchApril
15.93
0.18
GBIL
SCHD

Dividends

GBIL vs. SCHD - Dividend Comparison

GBIL's dividend yield for the trailing twelve months is around 4.72%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
4.72%4.93%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-11.47%
GBIL
SCHD

Volatility

GBIL vs. SCHD - Volatility Comparison

The current volatility for Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) is 0.10%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
0.10%
11.20%
GBIL
SCHD