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

Correlation

The correlation between GBIL and VUSB is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

GBIL vs. VUSB - 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 Vanguard Ultra-Short Bond ETF (VUSB). The values are adjusted to include any dividend payments, if applicable.

7.00%8.00%9.00%10.00%11.00%JulyAugustSeptemberOctoberNovemberDecember
11.19%
10.80%
GBIL
VUSB

Key characteristics

Sharpe Ratio

GBIL:

4.69

VUSB:

7.14

Sortino Ratio

GBIL:

6.72

VUSB:

13.34

Omega Ratio

GBIL:

6.61

VUSB:

3.12

Calmar Ratio

GBIL:

6.90

VUSB:

28.86

Martin Ratio

GBIL:

29.34

VUSB:

139.01

Ulcer Index

GBIL:

0.18%

VUSB:

0.04%

Daily Std Dev

GBIL:

1.11%

VUSB:

0.82%

Max Drawdown

GBIL:

-0.76%

VUSB:

-1.79%

Current Drawdown

GBIL:

0.00%

VUSB:

-0.04%

Returns By Period

In the year-to-date period, GBIL achieves a 4.99% return, which is significantly lower than VUSB's 5.41% return.


GBIL

YTD

4.99%

1M

0.41%

6M

2.62%

1Y

5.20%

5Y*

2.32%

10Y*

N/A

VUSB

YTD

5.41%

1M

0.42%

6M

3.09%

1Y

5.79%

5Y*

N/A

10Y*

N/A

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GBIL vs. VUSB - Expense Ratio Comparison

GBIL has a 0.12% expense ratio, which is higher than VUSB's 0.10% 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%.


GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
Expense ratio chart for GBIL: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VUSB: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

GBIL vs. VUSB - 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 Vanguard Ultra-Short Bond ETF (VUSB). 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.


Sharpe ratio
The chart of Sharpe ratio for GBIL, currently valued at 4.69, compared to the broader market0.002.004.004.697.14
The chart of Sortino ratio for GBIL, currently valued at 6.72, compared to the broader market-2.000.002.004.006.008.0010.006.7213.34
The chart of Omega ratio for GBIL, currently valued at 6.61, compared to the broader market0.501.001.502.002.503.006.613.12
The chart of Calmar ratio for GBIL, currently valued at 6.90, compared to the broader market0.005.0010.0015.006.9028.86
The chart of Martin ratio for GBIL, currently valued at 29.34, compared to the broader market0.0020.0040.0060.0080.00100.0029.34139.01
GBIL
VUSB

The current GBIL Sharpe Ratio is 4.69, which is lower than the VUSB Sharpe Ratio of 7.14. The chart below compares the historical Sharpe Ratios of GBIL and VUSB, 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 Ratio5.005.506.006.507.007.50JulyAugustSeptemberOctoberNovemberDecember
4.69
7.14
GBIL
VUSB

Dividends

GBIL vs. VUSB - Dividend Comparison

GBIL's dividend yield for the trailing twelve months is around 4.99%, less than VUSB's 5.16% yield.


TTM20232022202120202019201820172016
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
4.99%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%
VUSB
Vanguard Ultra-Short Bond ETF
5.16%4.45%1.53%0.26%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GBIL vs. VUSB - Drawdown Comparison

The maximum GBIL drawdown since its inception was -0.76%, smaller than the maximum VUSB drawdown of -1.79%. Use the drawdown chart below to compare losses from any high point for GBIL and VUSB. For additional features, visit the drawdowns tool.


-0.15%-0.10%-0.05%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.04%
GBIL
VUSB

Volatility

GBIL vs. VUSB - Volatility Comparison

The current volatility for Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) is 0.07%, while Vanguard Ultra-Short Bond ETF (VUSB) has a volatility of 0.14%. This indicates that GBIL experiences smaller price fluctuations and is considered to be less risky than VUSB 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%JulyAugustSeptemberOctoberNovemberDecember
0.07%
0.14%
GBIL
VUSB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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