GCOR vs. IUSB
Compare and contrast key facts about Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) and iShares Core Universal USD Bond ETF (IUSB).
GCOR and IUSB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GCOR is a passively managed fund by Goldman Sachs that tracks the performance of the FTSE Goldman Sachs US Broad Bond Market Index. It was launched on Sep 8, 2020. IUSB is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Universal Index. It was launched on Jun 10, 2014. Both GCOR and IUSB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GCOR vs. IUSB - Performance Comparison
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GCOR vs. IUSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GCOR Goldman Sachs Access U.S. Aggregate Bond ETF | 0.09% | 7.22% | 0.51% | 5.79% | -13.83% | -1.88% | 0.39% |
IUSB iShares Core Universal USD Bond ETF | -0.07% | 7.38% | 2.11% | 6.23% | -13.04% | -1.33% | 1.15% |
Returns By Period
In the year-to-date period, GCOR achieves a 0.09% return, which is significantly higher than IUSB's -0.07% return.
GCOR
- 1D
- 0.29%
- 1M
- -1.76%
- YTD
- 0.09%
- 6M
- 1.02%
- 1Y
- 4.41%
- 3Y*
- 3.40%
- 5Y*
- -0.07%
- 10Y*
- —
IUSB
- 1D
- 0.20%
- 1M
- -1.81%
- YTD
- -0.07%
- 6M
- 0.97%
- 1Y
- 4.55%
- 3Y*
- 4.07%
- 5Y*
- 0.53%
- 10Y*
- 2.06%
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GCOR vs. IUSB - Expense Ratio Comparison
GCOR has a 0.08% expense ratio, which is higher than IUSB'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%.
Return for Risk
GCOR vs. IUSB — Risk / Return Rank
GCOR
IUSB
GCOR vs. IUSB - 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 Core Universal USD Bond ETF (IUSB). 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.
| GCOR | IUSB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.11 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.56 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.92 | -0.09 |
Martin ratioReturn relative to average drawdown | 5.05 | 5.96 | -0.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GCOR | IUSB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.11 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.09 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 0.46 | -0.56 |
Correlation
The correlation between GCOR and IUSB is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GCOR vs. IUSB - Dividend Comparison
GCOR's dividend yield for the trailing twelve months is around 4.08%, less than IUSB's 4.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCOR Goldman Sachs Access U.S. Aggregate Bond ETF | 4.08% | 4.03% | 4.36% | 3.67% | 2.11% | 0.92% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSB iShares Core Universal USD Bond ETF | 4.23% | 4.17% | 4.04% | 3.46% | 2.53% | 1.74% | 2.68% | 3.04% | 2.98% | 2.56% | 2.60% | 1.95% |
Drawdowns
GCOR vs. IUSB - Drawdown Comparison
The maximum GCOR drawdown since its inception was -18.94%, which is greater than IUSB's maximum drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for GCOR and IUSB.
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Drawdown Indicators
| GCOR | IUSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.94% | -17.90% | -1.04% |
Max Drawdown (1Y)Largest decline over 1 year | -2.53% | -2.49% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -17.87% | -0.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.90% | — |
Current DrawdownCurrent decline from peak | -3.59% | -1.81% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -8.14% | -3.62% | -4.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 0.80% | +0.12% |
Volatility
GCOR vs. IUSB - Volatility Comparison
Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) and iShares Core Universal USD Bond ETF (IUSB) have volatilities of 1.60% and 1.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCOR | IUSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 1.62% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.45% | 2.41% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.30% | 4.13% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.78% | 5.77% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.57% | 5.03% | +0.54% |