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GSIG vs. IBDS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSIG vs. IBDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GSIG

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*

IBDS

1D
-0.04%
1M
0.23%
6M
1.55%
YTD
1.55%
1Y
4.30%
3Y*
5.36%
5Y*
1.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSIG vs. IBDS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GSIG
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
0.68%6.69%4.72%6.06%-5.80%-0.81%1.59%
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
1.55%5.86%4.61%6.44%-9.52%-1.56%3.20%

Correlation

The correlation between GSIG and IBDS is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2020

0.86

The correlation between GSIG and IBDS shifts across timeframes, from 0.72 (1 year) to 0.89 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GSIG vs. IBDS — Risk / Return Rank

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

GSIG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IBDS
IBDS Risk / Return Rank: 9898
Overall Rank
IBDS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IBDS Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBDS Omega Ratio Rank: 9898
Omega Ratio Rank
IBDS Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBDS Martin Ratio Rank: 9898
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.

GSIG vs. IBDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS). 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.


GSIGIBDSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.13

Calmar ratioReturn relative to maximum drawdown

9.92

Martin ratioReturn relative to average drawdown

47.96

GSIG vs. IBDS - Sharpe Ratio Comparison


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Drawdowns

GSIG vs. IBDS - Drawdown Comparison


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Drawdown Indicators


GSIGIBDSDifference

Max Drawdown

Largest peak-to-trough decline

-16.75%

Max Drawdown (1Y)

Largest decline over 1 year

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-14.98%

Current Drawdown

Current decline from peak

-0.04%

Average Drawdown

Average peak-to-trough decline

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

Volatility

GSIG vs. IBDS - Volatility Comparison


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Volatility by Period


GSIGIBDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

Volatility (6M)

Calculated over the trailing 6-month period

0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

GSIG vs. IBDS - Expense Ratio Comparison

GSIG has a 0.14% expense ratio, which is higher than IBDS's 0.10% 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

GSIG vs. IBDS - Dividend Comparison

GSIG's dividend yield for the trailing twelve months is around 4.00%, less than IBDS's 4.31% yield.


PositionTTM202520242023202220212020201920182017
GSIG
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
4.00%4.61%4.59%3.51%2.21%1.04%0.45%0.00%0.00%0.00%
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
4.31%4.36%4.37%3.81%2.87%2.19%2.66%3.32%3.66%0.97%

Frequently Asked Questions


GSIG and IBDS have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBDS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBDS is cheaper with a 0.10% expense ratio, compared with 0.14% for GSIG.

IBDS has the higher dividend yield at 4.31%, compared with 4.00% for GSIG.

GSIG tracks FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index, while IBDS tracks Bloomberg Barclays December 2027 Maturity Corporate Index. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.14% for GSIG and 0.10% for IBDS.

Portfolio Optimizer

Find the right allocation for GSIG and IBDS

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