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GSIG vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSIG vs. UGA - 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 United States Gasoline Fund LP (UGA). 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*

UGA

1D
5.54%
1M
6.45%
6M
72.85%
YTD
81.31%
1Y
75.34%
3Y*
19.85%
5Y*
25.10%
10Y*
16.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSIG vs. UGA - 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%
UGA
United States Gasoline Fund LP
81.31%-2.00%3.77%1.27%46.34%68.49%20.29%

Correlation

The correlation between GSIG and UGA is -0.37, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.37

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

-0.21

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

-0.11

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

-0.10

Over the past year, the inverse relationship between GSIG and UGA has strengthened: their correlation has moved from -0.10 to -0.37, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

GSIG vs. UGA — 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.


UGA
UGA Risk / Return Rank: 7878
Overall Rank
UGA Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 7575
Sortino Ratio Rank
UGA Omega Ratio Rank: 7474
Omega Ratio Rank
UGA Calmar Ratio Rank: 8585
Calmar Ratio Rank
UGA Martin Ratio Rank: 7272
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. UGA - 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 United States Gasoline Fund LP (UGA). 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.


GSIGUGADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

3.73

Martin ratioReturn relative to average drawdown

10.39

GSIG vs. UGA - Sharpe Ratio Comparison


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Drawdowns

GSIG vs. UGA - Drawdown Comparison


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Drawdown Indicators


GSIGUGADifference

Max Drawdown

Largest peak-to-trough decline

-86.59%

Max Drawdown (1Y)

Largest decline over 1 year

-20.32%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-9.45%

Average Drawdown

Average peak-to-trough decline

-36.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.28%

Volatility

GSIG vs. UGA - Volatility Comparison


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Volatility by Period


GSIGUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

11.49%

Volatility (6M)

Calculated over the trailing 6-month period

31.60%

Volatility (1Y)

Calculated over the trailing 1-year period

35.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.23%

GSIG vs. UGA - Expense Ratio Comparison

GSIG has a 0.14% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

GSIG vs. UGA - Dividend Comparison

GSIG's dividend yield for the trailing twelve months is around 4.00%, while UGA has not paid dividends to shareholders.


PositionTTM202520242023202220212020
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%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GSIG and UGA have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GSIG is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GSIG is cheaper with a 0.14% expense ratio, compared with 0.75% for UGA.

GSIG has the higher dividend yield at 4.00%, compared with 0.00% for UGA.

GSIG is categorized as Corporate Bonds, while UGA is Oil & Gas. GSIG tracks FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Goldman Sachs and Concierge Technologies. Their fees differ too: 0.14% for GSIG and 0.75% for UGA.

Portfolio Optimizer

Find the right allocation for GSIG and UGA

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