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

Correlation

The correlation between GBIL and USFR 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. USFR - 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 WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

17.00%18.00%19.00%20.00%21.00%22.00%NovemberDecember2025FebruaryMarchApril
19.40%
21.39%
GBIL
USFR

Key characteristics

Sharpe Ratio

GBIL:

15.93

USFR:

10.25

Sortino Ratio

GBIL:

55.27

USFR:

14.27

Omega Ratio

GBIL:

18.97

USFR:

7.40

Calmar Ratio

GBIL:

10.88

USFR:

15.29

Martin Ratio

GBIL:

711.20

USFR:

227.15

Ulcer Index

GBIL:

0.01%

USFR:

0.02%

Daily Std Dev

GBIL:

0.31%

USFR:

0.44%

Max Drawdown

GBIL:

-0.76%

USFR:

-1.35%

Current Drawdown

GBIL:

0.00%

USFR:

-0.30%

Returns By Period

In the year-to-date period, GBIL achieves a 1.24% return, which is significantly higher than USFR's 0.98% return.


GBIL

YTD

1.24%

1M

0.36%

6M

2.17%

1Y

4.92%

5Y*

2.45%

10Y*

N/A

USFR

YTD

0.98%

1M

-0.00%

6M

1.96%

1Y

4.47%

5Y*

2.71%

10Y*

2.41%

*Annualized

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GBIL vs. USFR - Expense Ratio Comparison

GBIL has a 0.12% expense ratio, which is lower than USFR's 0.15% 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%.


Expense ratio chart for USFR: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USFR: 0.15%
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%

Risk-Adjusted Performance

GBIL vs. USFR — 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

USFR
The Risk-Adjusted Performance Rank of USFR is 9999
Overall Rank
The Sharpe Ratio Rank of USFR is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of USFR is 9999
Sortino Ratio Rank
The Omega Ratio Rank of USFR is 100100
Omega Ratio Rank
The Calmar Ratio Rank of USFR is 9999
Calmar Ratio Rank
The Martin Ratio Rank of USFR 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. USFR - 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 WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). 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
USFR: 10.25
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
USFR: 14.27
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
USFR: 7.40
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
USFR: 15.29
The chart of Martin ratio for GBIL, currently valued at 711.20, compared to the broader market0.0020.0040.0060.00
GBIL: 711.20
USFR: 227.15

The current GBIL Sharpe Ratio is 15.93, which is higher than the USFR Sharpe Ratio of 10.25. The chart below compares the historical Sharpe Ratios of GBIL and USFR, 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 Ratio4.006.008.0010.0012.0014.0016.00NovemberDecember2025FebruaryMarchApril
15.93
10.25
GBIL
USFR

Dividends

GBIL vs. USFR - Dividend Comparison

GBIL's dividend yield for the trailing twelve months is around 4.72%, more than USFR's 4.42% yield.


TTM202420232022202120202019201820172016
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%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
4.42%5.17%5.12%1.78%0.02%0.40%2.08%1.67%1.03%0.29%

Drawdowns

GBIL vs. USFR - Drawdown Comparison

The maximum GBIL drawdown since its inception was -0.76%, smaller than the maximum USFR drawdown of -1.35%. Use the drawdown chart below to compare losses from any high point for GBIL and USFR. For additional features, visit the drawdowns tool.


-0.30%-0.25%-0.20%-0.15%-0.10%-0.05%0.00%NovemberDecember2025FebruaryMarchApril0
-0.30%
GBIL
USFR

Volatility

GBIL vs. USFR - Volatility Comparison

The current volatility for Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) is 0.10%, while WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) has a volatility of 0.32%. This indicates that GBIL experiences smaller price fluctuations and is considered to be less risky than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.05%0.10%0.15%0.20%0.25%0.30%NovemberDecember2025FebruaryMarchApril
0.10%
0.32%
GBIL
USFR