GS vs. IBTH
GS (The Goldman Sachs Group, Inc.) is a stock, while IBTH (iShares iBonds Dec 2027 Term Treasury ETF) is Government Bonds fund tracking the ICE 2027 Maturity US Treasury Index. Over the past 5 years, GS returned 25.98%/yr vs 0.42%/yr for IBTH. At a correlation of -0.08, they often move in opposite directions.
Performance
GS vs. IBTH - Performance Comparison
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Returns By Period
In the year-to-date period, GS achieves a 22.08% return, which is significantly higher than IBTH's 1.03% return.
GS
- 1D
- 2.62%
- 1M
- 12.54%
- YTD
- 22.08%
- 6M
- 20.84%
- 1Y
- 76.70%
- 3Y*
- 49.31%
- 5Y*
- 25.98%
- 10Y*
- 24.48%
IBTH
- 1D
- -0.02%
- 1M
- 0.23%
- YTD
- 1.03%
- 6M
- 1.29%
- 1Y
- 3.81%
- 3Y*
- 4.16%
- 5Y*
- 0.42%
- 10Y*
- —
GS vs. IBTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 22.08% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 31.30% |
IBTH iShares iBonds Dec 2027 Term Treasury ETF | 1.03% | 5.29% | 3.22% | 4.38% | -9.75% | -3.43% | 4.20% |
Correlation
The correlation between GS and IBTH is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020 | -0.08 |
The correlation between GS and IBTH shifts across timeframes, from -0.08 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GS vs. IBTH — Risk / Return Rank
GS
IBTH
GS vs. IBTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Goldman Sachs Group, Inc. (GS) and iShares iBonds Dec 2027 Term Treasury ETF (IBTH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GS | IBTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -4.06 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.96 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 10.03 | -6.23 |
| Martin ratioReturn relative to average drawdown | 12.61 | 41.28 | -28.67 |
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Drawdowns
GS vs. IBTH - Drawdown Comparison
The maximum GS drawdown since its inception was -78.84%, which is greater than IBTH's maximum drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for GS and IBTH.
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Drawdown Indicators
| GS | IBTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.84% | -16.16% | -62.68% |
Max Drawdown (1Y)Largest decline over 1 year | -19.42% | -0.38% | -19.04% |
Max Drawdown (3Y)Largest decline over 3 years | -30.90% | -2.09% | -28.81% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | -14.41% | -18.43% |
Max Drawdown (10Y)Largest decline over 10 years | -48.75% | — | — |
Current DrawdownCurrent decline from peak | -2.73% | -1.25% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -22.65% | -6.69% | -15.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 0.09% | +5.75% |
Volatility
GS vs. IBTH - Volatility Comparison
The Goldman Sachs Group, Inc. (GS) has a higher volatility of 11.84% compared to iShares iBonds Dec 2027 Term Treasury ETF (IBTH) at 0.20%. This indicates that GS's price experiences larger fluctuations and is considered to be riskier than IBTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GS | IBTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.84% | 0.20% | +11.64% |
Volatility (6M)Calculated over the trailing 6-month period | 23.47% | 0.54% | +22.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.55% | 1.03% | +27.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.10% | 4.19% | +23.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.87% | 4.20% | +25.67% |
Dividends
GS vs. IBTH - Dividend Comparison
GS's dividend yield for the trailing twelve months is around 1.60%, less than IBTH's 3.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 1.60% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
IBTH iShares iBonds Dec 2027 Term Treasury ETF | 3.82% | 3.92% | 4.04% | 3.61% | 2.00% | 0.77% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GS and IBTH have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GS has higher volatility (11.84%) compared to IBTH (0.20%). In terms of maximum drawdown, GS dropped -78.84% vs IBTH's -16.16%.
IBTH currently has the higher Sharpe Ratio (3.74 vs 2.59), 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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