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GSIG vs. SPTS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSIG vs. SPTS - 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 SPDR Portfolio Short Term Treasury ETF (SPTS). 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*
ALL TIME*

SPTS

1D
-0.07%
1M
0.00%
6M
0.58%
YTD
0.75%
1Y
2.62%
3Y*
4.34%
5Y*
1.87%
10Y*
1.64%
ALL TIME*
1.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$23.39M$28.59M$39.91M

GSIG vs. SPTS - 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%
SPTS
SPDR Portfolio Short Term Treasury ETF
0.75%5.05%4.20%4.27%-3.86%-0.72%0.20%

Correlation

The correlation between GSIG and SPTS is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.69

Correlation (3Y)
Balances recent behavior with more history.

0.80

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.81

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

0.78

The correlation between GSIG and SPTS shifts across timeframes, from 0.69 (1 year) to 0.81 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GSIG vs. SPTS — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.


SPTS
SPTS Risk / Return Rank: 9292
Overall Rank
SPTS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SPTS Sortino Ratio Rank: 9494
Sortino Ratio Rank
SPTS Omega Ratio Rank: 9393
Omega Ratio Rank
SPTS Calmar Ratio Rank: 8989
Calmar Ratio Rank
SPTS Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GSIG vs. SPTS - 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 SPDR Portfolio Short Term Treasury ETF (SPTS). 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.


GSIGSPTSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.48

Calmar ratioReturn relative to maximum drawdown

3.76

Martin ratioReturn relative to average drawdown

14.64

GSIG vs. SPTS - Sharpe Ratio Comparison


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Drawdowns

GSIG vs. SPTS - Drawdown Comparison


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Drawdown Indicators


GSIGSPTSDifference

Max Drawdown

Largest peak-to-trough decline

-5.83%

Max Drawdown (1Y)

Largest decline over 1 year

-0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-5.68%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

Current Drawdown

Current decline from peak

-0.07%

Average Drawdown

Average peak-to-trough decline

-1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

Volatility

GSIG vs. SPTS - Volatility Comparison


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Volatility by Period


GSIGSPTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.41%

Volatility (6M)

Calculated over the trailing 6-month period

1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.70%

GSIG vs. SPTS - Expense Ratio Comparison

GSIG has a 0.14% expense ratio, which is higher than SPTS's 0.03% 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. SPTS - Dividend Comparison

GSIG's dividend yield for the trailing twelve months is around 4.00%, more than SPTS's 3.88% yield.


PositionTTM20252024202320222021202020192018201720162015
GSIG
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
3.60%4.61%4.59%3.51%2.21%1.04%0.45%0.00%0.00%0.00%0.00%0.00%
SPTS
SPDR Portfolio Short Term Treasury ETF
3.54%3.99%4.25%3.61%1.27%0.19%0.70%2.21%2.04%1.20%0.95%0.83%

Frequently Asked Questions


GSIG and SPTS have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPTS is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPTS is cheaper with a 0.03% expense ratio, compared with 0.14% for GSIG.

GSIG has the higher dividend yield at 3.60%, compared with 3.54% for SPTS.

GSIG is categorized as Corporate Bonds, while SPTS is Government Bonds. GSIG tracks FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index, while SPTS tracks Bloomberg 1-3 Year U.S. Treasury Index. They also come from different issuers: Goldman Sachs and State Street. Their fees differ too: 0.14% for GSIG and 0.03% for SPTS.

Portfolio Optimizer

Find the right allocation for GSIG and SPTS

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