GHYB vs. JUST
Compare and contrast key facts about Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) and Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST).
GHYB and JUST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GHYB is a passively managed fund by Goldman Sachs that tracks the performance of the FTSE Goldman Sachs High Yield Corporate Bond Index. It was launched on Sep 5, 2017. JUST is a passively managed fund by Goldman Sachs that tracks the performance of the JUST US Large Cap Diversified Index. It was launched on Jun 7, 2018. Both GHYB and JUST 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
GHYB vs. JUST - Performance Comparison
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GHYB vs. JUST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GHYB Goldman Sachs Access High Yield Corporate Bond ETF | -0.32% | 9.38% | 7.76% | 12.13% | -11.02% | 3.21% | 6.38% | 14.55% | -2.45% |
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF | -3.30% | 17.60% | 23.73% | 24.86% | -17.88% | 26.89% | 19.59% | 31.54% | -9.62% |
Returns By Period
In the year-to-date period, GHYB achieves a -0.32% return, which is significantly higher than JUST's -3.30% return.
GHYB
- 1D
- 0.30%
- 1M
- -0.83%
- YTD
- -0.32%
- 6M
- 0.78%
- 1Y
- 7.39%
- 3Y*
- 7.96%
- 5Y*
- 3.88%
- 10Y*
- —
JUST
- 1D
- 0.81%
- 1M
- -3.98%
- YTD
- -3.30%
- 6M
- -0.31%
- 1Y
- 18.27%
- 3Y*
- 18.12%
- 5Y*
- 11.22%
- 10Y*
- —
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GHYB vs. JUST - Expense Ratio Comparison
GHYB has a 0.34% expense ratio, which is higher than JUST's 0.20% expense ratio.
Return for Risk
GHYB vs. JUST — Risk / Return Rank
GHYB
JUST
GHYB vs. JUST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) and Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST). 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.
| GHYB | JUST | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.00 | +0.34 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.53 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.23 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.49 | +0.36 |
Martin ratioReturn relative to average drawdown | 9.58 | 7.10 | +2.48 |
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
| GHYB | JUST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.00 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.67 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.68 | -0.15 |
Correlation
The correlation between GHYB and JUST is 0.69, 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.
Dividends
GHYB vs. JUST - Dividend Comparison
GHYB's dividend yield for the trailing twelve months is around 7.09%, more than JUST's 1.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GHYB Goldman Sachs Access High Yield Corporate Bond ETF | 7.09% | 7.00% | 6.65% | 6.20% | 5.67% | 4.46% | 4.75% | 5.57% | 5.68% | 1.45% |
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF | 1.08% | 1.02% | 1.11% | 1.37% | 1.51% | 1.07% | 1.36% | 1.86% | 1.11% | 0.00% |
Drawdowns
GHYB vs. JUST - Drawdown Comparison
The maximum GHYB drawdown since its inception was -21.48%, smaller than the maximum JUST drawdown of -33.83%. Use the drawdown chart below to compare losses from any high point for GHYB and JUST.
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Drawdown Indicators
| GHYB | JUST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.48% | -33.83% | +12.35% |
Max Drawdown (1Y)Largest decline over 1 year | -4.12% | -12.44% | +8.32% |
Max Drawdown (5Y)Largest decline over 5 years | -16.08% | -24.72% | +8.64% |
Current DrawdownCurrent decline from peak | -1.27% | -5.36% | +4.09% |
Average DrawdownAverage peak-to-trough decline | -2.61% | -5.20% | +2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 2.61% | -1.81% |
Volatility
GHYB vs. JUST - Volatility Comparison
The current volatility for Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) is 2.06%, while Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) has a volatility of 5.14%. This indicates that GHYB experiences smaller price fluctuations and is considered to be less risky than JUST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GHYB | JUST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 5.14% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.68% | 9.49% | -6.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.54% | 18.29% | -12.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.68% | 16.77% | -9.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.35% | 19.24% | -10.89% |