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GSST vs. GBIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSST vs. GBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Ultra Short Bond ETF (GSST) 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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GSST vs. GBIL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GSST
Goldman Sachs Ultra Short Bond ETF
0.76%5.20%6.01%6.08%0.13%0.05%1.74%2.65%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
0.80%4.12%5.24%4.91%1.05%-0.08%0.79%1.56%

Returns By Period

In the year-to-date period, GSST achieves a 0.76% return, which is significantly lower than GBIL's 0.80% return.


GSST

1D
0.06%
1M
0.04%
YTD
0.76%
6M
1.89%
1Y
4.55%
3Y*
5.51%
5Y*
3.60%
10Y*

GBIL

1D
0.01%
1M
0.26%
YTD
0.80%
6M
1.83%
1Y
3.99%
3Y*
4.66%
5Y*
3.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSST vs. GBIL - Expense Ratio Comparison

GSST has a 0.16% 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%.


Return for Risk

GSST vs. GBIL — Risk / Return Rank

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

GSST
GSST Risk / Return Rank: 9999
Overall Rank
GSST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GSST Sortino Ratio Rank: 9999
Sortino Ratio Rank
GSST Omega Ratio Rank: 9999
Omega Ratio Rank
GSST Calmar Ratio Rank: 9999
Calmar Ratio Rank
GSST Martin Ratio Rank: 9999
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.

GSST vs. GBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Ultra Short Bond ETF (GSST) 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.


GSSTGBILDifference

Sharpe ratio

Return per unit of total volatility

6.29

16.02

-9.73

Sortino ratio

Return per unit of downside risk

11.28

81.72

-70.45

Omega ratio

Gain probability vs. loss probability

3.26

24.01

-20.75

Calmar ratio

Return relative to maximum drawdown

18.26

199.80

-181.54

Martin ratio

Return relative to average drawdown

113.51

1,295.81

-1,182.31

GSST vs. GBIL - Sharpe Ratio Comparison

The current GSST Sharpe Ratio is 6.29, which is lower than the GBIL Sharpe Ratio of 16.02. The chart below compares the historical Sharpe Ratios of GSST and GBIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GSSTGBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.29

16.02

-9.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

5.79

5.54

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

3.72

4.79

-1.07

Correlation

The correlation between GSST and GBIL is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GSST vs. GBIL - Dividend Comparison

GSST's dividend yield for the trailing twelve months is around 4.43%, more than GBIL's 3.89% yield.


TTM2025202420232022202120202019201820172016
GSST
Goldman Sachs Ultra Short Bond ETF
4.43%4.56%5.45%4.98%1.97%0.71%1.12%1.66%0.00%0.00%0.00%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
3.89%4.02%4.93%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%

Drawdowns

GSST vs. GBIL - Drawdown Comparison

The maximum GSST drawdown since its inception was -3.51%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for GSST and GBIL.


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Drawdown Indicators


GSSTGBILDifference

Max Drawdown

Largest peak-to-trough decline

-3.51%

-0.76%

-2.75%

Max Drawdown (1Y)

Largest decline over 1 year

-0.25%

-0.02%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-1.19%

-0.76%

-0.43%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.17%

-0.04%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

0.00%

+0.04%

Volatility

GSST vs. GBIL - Volatility Comparison

Goldman Sachs Ultra Short Bond ETF (GSST) has a higher volatility of 0.25% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.08%. This indicates that GSST'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


GSSTGBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

0.08%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

0.42%

0.15%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

0.73%

0.25%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.63%

0.58%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.87%

0.47%

+0.40%