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GSST vs. ICSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSST and ICSH is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

GSST vs. ICSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Ultra Short Bond ETF (GSST) and iShares Ultra Short-Term Bond ETF (ICSH). The values are adjusted to include any dividend payments, if applicable.

16.00%17.00%18.00%19.00%NovemberDecember2025FebruaryMarchApril
19.44%
18.59%
GSST
ICSH

Key characteristics

Sharpe Ratio

GSST:

8.12

ICSH:

12.59

Sortino Ratio

GSST:

15.50

ICSH:

31.11

Omega Ratio

GSST:

4.18

ICSH:

7.00

Calmar Ratio

GSST:

23.78

ICSH:

67.32

Martin Ratio

GSST:

158.53

ICSH:

405.39

Ulcer Index

GSST:

0.04%

ICSH:

0.01%

Daily Std Dev

GSST:

0.73%

ICSH:

0.44%

Max Drawdown

GSST:

-3.51%

ICSH:

-3.94%

Current Drawdown

GSST:

-0.02%

ICSH:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with GSST having a 1.50% return and ICSH slightly lower at 1.47%.


GSST

YTD

1.50%

1M

0.25%

6M

2.41%

1Y

5.90%

5Y*

3.26%

10Y*

N/A

ICSH

YTD

1.47%

1M

0.40%

6M

2.37%

1Y

5.52%

5Y*

2.98%

10Y*

2.47%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GSST vs. ICSH - Expense Ratio Comparison

GSST has a 0.16% expense ratio, which is higher than ICSH's 0.08% 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%.


GSST
Goldman Sachs Access Ultra Short Bond ETF
Expense ratio chart for GSST: current value is 0.16%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GSST: 0.16%
Expense ratio chart for ICSH: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ICSH: 0.08%

Risk-Adjusted Performance

GSST vs. ICSH — Risk-Adjusted Performance Rank

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

GSST
The Risk-Adjusted Performance Rank of GSST is 9999
Overall Rank
The Sharpe Ratio Rank of GSST is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of GSST is 9999
Sortino Ratio Rank
The Omega Ratio Rank of GSST is 9999
Omega Ratio Rank
The Calmar Ratio Rank of GSST is 9999
Calmar Ratio Rank
The Martin Ratio Rank of GSST is 9999
Martin Ratio Rank

ICSH
The Risk-Adjusted Performance Rank of ICSH is 100100
Overall Rank
The Sharpe Ratio Rank of ICSH is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of ICSH is 100100
Sortino Ratio Rank
The Omega Ratio Rank of ICSH is 100100
Omega Ratio Rank
The Calmar Ratio Rank of ICSH is 100100
Calmar Ratio Rank
The Martin Ratio Rank of ICSH is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSST vs. ICSH - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for GSST, currently valued at 8.12, compared to the broader market-1.000.001.002.003.004.00
GSST: 8.12
ICSH: 12.59
The chart of Sortino ratio for GSST, currently valued at 15.50, compared to the broader market-2.000.002.004.006.008.00
GSST: 15.50
ICSH: 31.11
The chart of Omega ratio for GSST, currently valued at 4.18, compared to the broader market0.501.001.502.002.50
GSST: 4.18
ICSH: 7.00
The chart of Calmar ratio for GSST, currently valued at 23.78, compared to the broader market0.002.004.006.008.0010.0012.00
GSST: 23.78
ICSH: 67.32
The chart of Martin ratio for GSST, currently valued at 158.53, compared to the broader market0.0020.0040.0060.00
GSST: 158.53
ICSH: 405.39

The current GSST Sharpe Ratio is 8.12, which is lower than the ICSH Sharpe Ratio of 12.59. The chart below compares the historical Sharpe Ratios of GSST and ICSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio8.009.0010.0011.0012.0013.0014.00NovemberDecember2025FebruaryMarchApril
8.12
12.59
GSST
ICSH

Dividends

GSST vs. ICSH - Dividend Comparison

GSST's dividend yield for the trailing twelve months is around 5.31%, more than ICSH's 5.04% yield.


TTM20242023202220212020201920182017201620152014
GSST
Goldman Sachs Access Ultra Short Bond ETF
5.31%5.45%4.98%1.97%0.71%1.12%1.66%0.00%0.00%0.00%0.00%0.00%
ICSH
iShares Ultra Short-Term Bond ETF
5.04%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%0.46%

Drawdowns

GSST vs. ICSH - Drawdown Comparison

The maximum GSST drawdown since its inception was -3.51%, smaller than the maximum ICSH drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for GSST and ICSH. For additional features, visit the drawdowns tool.


-0.25%-0.20%-0.15%-0.10%-0.05%0.00%NovemberDecember2025FebruaryMarchApril
-0.02%
0
GSST
ICSH

Volatility

GSST vs. ICSH - Volatility Comparison

Goldman Sachs Access Ultra Short Bond ETF (GSST) has a higher volatility of 0.47% compared to iShares Ultra Short-Term Bond ETF (ICSH) at 0.17%. This indicates that GSST's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.10%0.20%0.30%0.40%0.50%NovemberDecember2025FebruaryMarchApril
0.47%
0.17%
GSST
ICSH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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