GSIG vs. SPTS
Compare and contrast key facts about Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) and SPDR Portfolio Short Term Treasury ETF (SPTS).
GSIG and SPTS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSIG is a passively managed fund by Goldman Sachs that tracks the performance of the FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index. It was launched on Jul 7, 2020. SPTS is a passively managed fund by State Street that tracks the performance of the Bloomberg U.S. Treasury 1-3 Year Index. It was launched on Nov 30, 2011. Both GSIG and SPTS 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
GSIG vs. SPTS - Performance Comparison
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GSIG vs. SPTS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GSIG Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF | 0.08% | 6.69% | 4.72% | 6.06% | -5.80% | -0.81% | 1.59% |
SPTS SPDR Portfolio Short Term Treasury ETF | 0.29% | 5.05% | 4.20% | 4.27% | -3.86% | -0.72% | 0.20% |
Returns By Period
In the year-to-date period, GSIG achieves a 0.08% return, which is significantly lower than SPTS's 0.29% return.
GSIG
- 1D
- 0.24%
- 1M
- -0.90%
- YTD
- 0.08%
- 6M
- 1.32%
- 1Y
- 4.78%
- 3Y*
- 5.18%
- 5Y*
- 2.20%
- 10Y*
- —
SPTS
- 1D
- 0.07%
- 1M
- -0.43%
- YTD
- 0.29%
- 6M
- 1.46%
- 1Y
- 3.83%
- 3Y*
- 4.05%
- 5Y*
- 1.81%
- 10Y*
- 1.67%
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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%.
Return for Risk
GSIG vs. SPTS — Risk / Return Rank
GSIG
SPTS
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.
| GSIG | SPTS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.25 | 2.58 | -0.33 |
Sortino ratioReturn per unit of downside risk | 3.34 | 4.09 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.55 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.29 | 4.64 | -1.35 |
Martin ratioReturn relative to average drawdown | 13.82 | 17.61 | -3.80 |
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
| GSIG | SPTS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 2.58 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.92 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.97 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.49 | +0.28 |
Correlation
The correlation between GSIG and SPTS is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GSIG vs. SPTS - Dividend Comparison
GSIG's dividend yield for the trailing twelve months is around 4.51%, more than SPTS's 3.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSIG Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF | 4.51% | 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 | 3.97% | 3.99% | 4.25% | 3.61% | 1.27% | 0.19% | 0.70% | 2.21% | 2.04% | 1.20% | 0.95% | 0.83% |
Drawdowns
GSIG vs. SPTS - Drawdown Comparison
The maximum GSIG drawdown since its inception was -9.57%, which is greater than SPTS's maximum drawdown of -5.83%. Use the drawdown chart below to compare losses from any high point for GSIG and SPTS.
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Drawdown Indicators
| GSIG | SPTS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.57% | -5.83% | -3.74% |
Max Drawdown (1Y)Largest decline over 1 year | -1.46% | -0.84% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -9.57% | -5.71% | -3.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.71% | — |
Current DrawdownCurrent decline from peak | -0.90% | -0.43% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -2.15% | -1.74% | -0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 0.22% | +0.13% |
Volatility
GSIG vs. SPTS - Volatility Comparison
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) has a higher volatility of 0.87% compared to SPDR Portfolio Short Term Treasury ETF (SPTS) at 0.50%. This indicates that GSIG's price experiences larger fluctuations and is considered to be riskier than SPTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSIG | SPTS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.87% | 0.50% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 1.20% | 0.88% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.13% | 1.49% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 1.98% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.73% | 1.73% | +1.00% |