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GSJY vs. GBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSJY vs. GBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSJY achieves a 13.29% return, which is significantly higher than GBIL's 1.42% return.


GSJY

1D
0.75%
1M
4.99%
YTD
13.29%
6M
15.13%
1Y
29.76%
3Y*
18.00%
5Y*
8.80%
10Y*
9.28%

GBIL

1D
0.02%
1M
0.28%
YTD
1.42%
6M
1.73%
1Y
3.91%
3Y*
4.64%
5Y*
3.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSJY vs. GBIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSJY
Goldman Sachs ActiveBeta Japan Equity ETF
13.29%26.22%8.89%19.18%-16.15%0.41%13.81%18.29%-11.56%25.50%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
1.42%4.12%5.24%4.91%1.05%-0.08%0.79%2.31%1.78%0.69%

Correlation

The correlation between GSJY and GBIL is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.09

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

0.10

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2016

0.02

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Return for Risk

GSJY vs. GBIL — Risk / Return Rank

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

GSJY
GSJY Risk / Return Rank: 4444
Overall Rank
GSJY Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GSJY Sortino Ratio Rank: 4444
Sortino Ratio Rank
GSJY Omega Ratio Rank: 4545
Omega Ratio Rank
GSJY Calmar Ratio Rank: 4343
Calmar Ratio Rank
GSJY Martin Ratio Rank: 4444
Martin Ratio Rank

GBIL
GBIL Risk / Return Rank: 100100
Overall Rank
GBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
GBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
GBIL Omega Ratio Rank: 100100
Omega Ratio Rank
GBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
GBIL Martin Ratio Rank: 100100
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.

GSJY vs. GBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). 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.


GSJYGBILDifference
Sharpe ratioReturn per unit of total volatility

-15.35

Sortino ratioReturn per unit of downside risk

-100.65

Omega ratioGain probability vs. loss probability

1.29

39.42

-38.13

Calmar ratioReturn relative to maximum drawdown

2.12

196.43

-194.31

Martin ratioReturn relative to average drawdown

7.09

1,608.66

-1,601.57

GSJY vs. GBIL - Sharpe Ratio Comparison

The current GSJY Sharpe Ratio is 1.54, which is lower than the GBIL Sharpe Ratio of 16.89. The chart below compares the historical Sharpe Ratios of GSJY and GBIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GSJYGBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

16.89

-15.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

5.78

-5.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

4.87

-4.33

Drawdowns

GSJY vs. GBIL - Drawdown Comparison

The maximum GSJY drawdown since its inception was -32.53%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for GSJY and GBIL.


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Drawdown Indicators


GSJYGBILDifference

Max Drawdown

Largest peak-to-trough decline

-32.53%

-0.76%

-31.77%

Max Drawdown (1Y)

Largest decline over 1 year

-14.08%

-0.02%

-14.06%

Max Drawdown (3Y)

Largest decline over 3 years

-14.96%

-0.76%

-14.20%

Max Drawdown (5Y)

Largest decline over 5 years

-32.53%

-0.76%

-31.77%

Max Drawdown (10Y)

Largest decline over 10 years

-32.53%

Current Drawdown

Current decline from peak

-2.62%

0.00%

-2.62%

Average Drawdown

Average peak-to-trough decline

-7.58%

-0.04%

-7.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

0.00%

+4.21%

Volatility

GSJY vs. GBIL - Volatility Comparison

Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) has a higher volatility of 4.21% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.04%. This indicates that GSJY's price experiences larger fluctuations and is considered to be riskier than GBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSJYGBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

0.04%

+4.17%

Volatility (6M)

Calculated over the trailing 6-month period

15.17%

0.14%

+15.03%

Volatility (1Y)

Calculated over the trailing 1-year period

19.48%

0.23%

+19.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

0.58%

+17.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

0.47%

+16.57%

GSJY vs. GBIL - Expense Ratio Comparison

GSJY has a 0.25% expense ratio, which is higher than GBIL's 0.12% 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

GSJY vs. GBIL - Dividend Comparison

GSJY's dividend yield for the trailing twelve months is around 1.75%, less than GBIL's 3.74% yield.


PositionTTM2025202420232022202120202019201820172016
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
3.74%4.02%4.93%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%
GSJY
Goldman Sachs ActiveBeta Japan Equity ETF
1.75%1.99%1.64%2.11%2.13%1.73%1.22%2.79%3.28%1.70%2.09%

Frequently Asked Questions


GSJY and GBIL have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSJY has higher volatility (4.21%) compared to GBIL (0.04%). In terms of maximum drawdown, GSJY dropped -32.53% vs GBIL's -0.76%.

On 5-year performance, GSJY leads with 8.80% vs 3.32% for GBIL. On fees, GBIL is cheaper at 0.12% per year. On volatility, GBIL has been the lower-risk option at 0.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GSJY has performed better with a 8.80% return vs 3.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GBIL is cheaper with a 0.12% expense ratio, compared with 0.25% for GSJY.

GBIL has the higher dividend yield at 3.74%, compared with 1.75% for GSJY.

GSJY is categorized as Japan Equities, while GBIL is Government Bonds. GSJY tracks Goldman Sachs ActiveBeta Japan Equity Index, while GBIL tracks FTSE US Treasury 0-1 Year Composite Select Index. Their fees differ too: 0.25% for GSJY and 0.12% for GBIL.

GBIL currently has the higher Sharpe Ratio (16.89 vs 1.54), 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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