GCOR vs. LYB

Last updated Apr 1, 2026

Compare and contrast key facts about Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) and LyondellBasell Industries N.V. (LYB).

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.

Performance

GCOR vs. LYB - 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 LyondellBasell Industries N.V. (LYB). The values are adjusted to include any dividend payments, if applicable.

GCOR vs. LYB - 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%
LYB LyondellBasell Industries N.V.	79.31%	-35.96%	-17.38%	20.70%	-0.98%	5.07%	30.74%

Returns By Period

In the year-to-date period, GCOR achieves a 0.09% return, which is significantly lower than LYB's 79.31% return.

GCOR

• 1D: 0.29%
• 1M: -1.76%
• YTD: 0.09%
• 6M: 1.02%
• 1Y: 4.41%
• 3Y*: 3.40%
• 5Y*: -0.07%
• 10Y*: —

LYB

• 1D: -4.78%
• 1M: 32.53%
• YTD: 79.31%
• 6M: 64.96%
• 1Y: 19.67%
• 3Y*: 0.01%
• 5Y*: 0.48%
• 10Y*: 6.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GCOR vs. LYB — Risk / Return Rank

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

GCOR

GCOR Risk / Return Rank: 57
GCOR Sharpe Ratio Rank: 59
GCOR Sortino Ratio Rank: 55
GCOR Omega Ratio Rank: 50
GCOR Calmar Ratio Rank: 71
GCOR Martin Ratio Rank: 52

LYB

LYB Risk / Return Rank: 52
LYB Sharpe Ratio Rank: 55
LYB Sortino Ratio Rank: 52
LYB Omega Ratio Rank: 51
LYB Calmar Ratio Rank: 53
LYB Martin Ratio Rank: 50

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. LYB - 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 LyondellBasell Industries N.V. (LYB). 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	LYB	Difference
Sharpe ratio Return per unit of total volatility	1.03	0.41	+0.62
Sortino ratio Return per unit of downside risk	1.43	0.92	+0.51
Omega ratio Gain probability vs. loss probability	1.19	1.11	+0.07
Calmar ratio Return relative to maximum drawdown	1.83	0.51	+1.32
Martin ratio Return relative to average drawdown	5.05	0.86	+4.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GCOR vs. LYB - Sharpe Ratio Comparison

The current GCOR Sharpe Ratio is 1.03, which is higher than the LYB Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of GCOR and LYB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GCOR	LYB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.03	0.41	+0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	0.02	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.18	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.10	0.44	-0.55

Correlation

The correlation between GCOR and LYB is -0.02. 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.

Dividends

GCOR vs. LYB - Dividend Comparison

GCOR's dividend yield for the trailing twelve months is around 4.08%, less than LYB's 6.26% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GCOR Goldman Sachs Access U.S. Aggregate Bond ETF	3.71%	4.03%	4.36%	3.67%	2.11%	0.92%	0.24%	0.00%	0.00%	0.00%	0.00%	0.00%
LYB LyondellBasell Industries N.V.	6.26%	12.59%	7.10%	5.20%	11.92%	4.81%	4.58%	20.27%	4.81%	3.22%	3.88%	3.50%

Drawdowns

GCOR vs. LYB - Drawdown Comparison

The maximum GCOR drawdown since its inception was -18.94%, smaller than the maximum LYB drawdown of -63.26%. Use the drawdown chart below to compare losses from any high point for GCOR and LYB.

Drawdown Indicators

	GCOR	LYB	Difference
Max Drawdown Largest peak-to-trough decline	-18.94%	-63.26%	+44.32%
Max Drawdown (1Y) Largest decline over 1 year	-2.53%	-37.06%	+34.53%
Max Drawdown (5Y) Largest decline over 5 years	-18.63%	-55.35%	+36.72%
Max Drawdown (10Y) Largest decline over 10 years	—	-63.26%	—
Current Drawdown Current decline from peak	-3.59%	-15.85%	+12.26%
Average Drawdown Average peak-to-trough decline	-8.14%	-15.04%	+6.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.92%	22.27%	-21.35%

Volatility

GCOR vs. LYB - Volatility Comparison

The current volatility for Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) is 1.60%, while LyondellBasell Industries N.V. (LYB) has a volatility of 17.41%. This indicates that GCOR experiences smaller price fluctuations and is considered to be less risky than LYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GCOR	LYB	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.60%	17.41%	-15.81%
Volatility (6M) Calculated over the trailing 6-month period	2.45%	32.62%	-30.17%
Volatility (1Y) Calculated over the trailing 1-year period	4.30%	48.52%	-44.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.78%	32.14%	-26.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.57%	36.38%	-30.81%