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GCOR vs. IBTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GCOR vs. IBTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) and iShares iBonds Dec 2032 Term Treasury ETF (IBTM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GCOR achieves a 0.16% return, which is significantly higher than IBTM's -0.50% return.


GCOR

1D
-0.23%
1M
0.17%
YTD
0.16%
6M
0.01%
1Y
4.97%
3Y*
3.71%
5Y*
-0.24%
10Y*

IBTM

1D
-0.18%
1M
-0.15%
YTD
-0.50%
6M
-0.81%
1Y
3.93%
3Y*
2.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCOR vs. IBTM - Yearly Performance Comparison


2026 (YTD)2025202420232022
GCOR
Goldman Sachs Access U.S. Aggregate Bond ETF
0.16%7.22%0.51%5.79%-3.62%
IBTM
iShares iBonds Dec 2032 Term Treasury ETF
-0.50%8.06%-0.14%3.48%-4.63%

Correlation

The correlation between GCOR and IBTM is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2022

0.92

The correlation between GCOR and IBTM has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

GCOR vs. IBTM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GCOR
GCOR Risk / Return Rank: 3737
Overall Rank
GCOR Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GCOR Sortino Ratio Rank: 3939
Sortino Ratio Rank
GCOR Omega Ratio Rank: 3636
Omega Ratio Rank
GCOR Calmar Ratio Rank: 3636
Calmar Ratio Rank
GCOR Martin Ratio Rank: 3535
Martin Ratio Rank

IBTM
IBTM Risk / Return Rank: 2626
Overall Rank
IBTM Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IBTM Sortino Ratio Rank: 2727
Sortino Ratio Rank
IBTM Omega Ratio Rank: 2525
Omega Ratio Rank
IBTM Calmar Ratio Rank: 2626
Calmar Ratio Rank
IBTM Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GCOR vs. IBTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) and iShares iBonds Dec 2032 Term Treasury ETF (IBTM). 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.


GCORIBTMDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.24

1.17

+0.08

Calmar ratioReturn relative to maximum drawdown

1.77

1.21

+0.56

Martin ratioReturn relative to average drawdown

5.42

3.51

+1.92

GCOR vs. IBTM - Sharpe Ratio Comparison

The current GCOR Sharpe Ratio is 1.37, which is higher than the IBTM Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of GCOR and IBTM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GCORIBTMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.96

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.20

-0.30

Drawdowns

GCOR vs. IBTM - Drawdown Comparison

The maximum GCOR drawdown since its inception was -18.94%, which is greater than IBTM's maximum drawdown of -13.60%. Use the drawdown chart below to compare losses from any high point for GCOR and IBTM.


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Drawdown Indicators


GCORIBTMDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-13.60%

-5.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-3.26%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

-7.86%

+1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

Current Drawdown

Current decline from peak

-3.52%

-2.38%

-1.14%

Average Drawdown

Average peak-to-trough decline

-7.99%

-4.82%

-3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.12%

-0.20%

Volatility

GCOR vs. IBTM - Volatility Comparison

Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) has a higher volatility of 1.27% compared to iShares iBonds Dec 2032 Term Treasury ETF (IBTM) at 1.20%. This indicates that GCOR's price experiences larger fluctuations and is considered to be riskier than IBTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCORIBTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.20%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

2.75%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

4.09%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

7.56%

-1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

7.56%

-2.04%

GCOR vs. IBTM - Expense Ratio Comparison

GCOR has a 0.08% expense ratio, which is higher than IBTM's 0.07% 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%.


Dividends

GCOR vs. IBTM - Dividend Comparison

GCOR's dividend yield for the trailing twelve months is around 4.17%, more than IBTM's 3.95% yield.


PositionTTM202520242023202220212020
GCOR
Goldman Sachs Access U.S. Aggregate Bond ETF
4.17%4.03%4.36%3.67%2.11%0.92%0.24%
IBTM
iShares iBonds Dec 2032 Term Treasury ETF
3.95%3.87%3.96%3.39%1.38%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, GCOR and IBTM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GCOR has higher volatility (1.27%) compared to IBTM (1.20%). In terms of maximum drawdown, GCOR dropped -18.94% vs IBTM's -13.60%.

On 3-year performance, GCOR leads with 3.71% vs 2.68% for IBTM. On fees, IBTM is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GCOR has performed better with a 3.71% return vs 2.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTM is cheaper with a 0.07% expense ratio, compared with 0.08% for GCOR.

GCOR has the higher dividend yield at 4.17%, compared with 3.95% for IBTM.

GCOR tracks FTSE Goldman Sachs US Broad Bond Market Index, while IBTM tracks ICE 2032 Maturity US Treasury Index. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.08% for GCOR and 0.07% for IBTM.

GCOR currently has the higher Sharpe Ratio (1.37 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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