PortfoliosLab logo
GSST vs. MBB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSST and MBB is 0.01, 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: 0.0

Performance

GSST vs. MBB - 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 MBS Bond ETF (MBB). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
19.71%
2.95%
GSST
MBB

Key characteristics

Sharpe Ratio

GSST:

8.16

MBB:

1.36

Sortino Ratio

GSST:

15.63

MBB:

2.02

Omega Ratio

GSST:

4.21

MBB:

1.24

Calmar Ratio

GSST:

23.97

MBB:

0.67

Martin Ratio

GSST:

159.69

MBB:

3.61

Ulcer Index

GSST:

0.04%

MBB:

2.23%

Daily Std Dev

GSST:

0.73%

MBB:

5.89%

Max Drawdown

GSST:

-3.51%

MBB:

-17.64%

Current Drawdown

GSST:

0.00%

MBB:

-5.41%

Returns By Period

In the year-to-date period, GSST achieves a 1.73% return, which is significantly lower than MBB's 2.46% return.


GSST

YTD

1.73%

1M

0.29%

6M

2.57%

1Y

5.82%

5Y*

3.21%

10Y*

N/A

MBB

YTD

2.46%

1M

-0.69%

6M

2.63%

1Y

6.97%

5Y*

-0.93%

10Y*

0.96%

*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. MBB - Expense Ratio Comparison

GSST has a 0.16% expense ratio, which is higher than MBB's 0.06% 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%.


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 MBB: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MBB: 0.06%

Risk-Adjusted Performance

GSST vs. MBB — 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

MBB
The Risk-Adjusted Performance Rank of MBB is 8181
Overall Rank
The Sharpe Ratio Rank of MBB is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of MBB is 8989
Sortino Ratio Rank
The Omega Ratio Rank of MBB is 8484
Omega Ratio Rank
The Calmar Ratio Rank of MBB is 7070
Calmar Ratio Rank
The Martin Ratio Rank of MBB is 7777
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. MBB - 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 MBS Bond ETF (MBB). 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.


The chart of Sharpe ratio for GSST, currently valued at 8.16, compared to the broader market-1.000.001.002.003.004.00
GSST: 8.16
MBB: 1.36
The chart of Sortino ratio for GSST, currently valued at 15.63, compared to the broader market-2.000.002.004.006.008.00
GSST: 15.63
MBB: 2.02
The chart of Omega ratio for GSST, currently valued at 4.21, compared to the broader market0.501.001.502.002.50
GSST: 4.21
MBB: 1.24
The chart of Calmar ratio for GSST, currently valued at 23.97, compared to the broader market0.002.004.006.008.0010.0012.00
GSST: 23.97
MBB: 0.67
The chart of Martin ratio for GSST, currently valued at 159.69, compared to the broader market0.0020.0040.0060.00
GSST: 159.69
MBB: 3.61

The current GSST Sharpe Ratio is 8.16, which is higher than the MBB Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of GSST and MBB, 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 Ratio0.002.004.006.008.0010.0012.00December2025FebruaryMarchAprilMay
8.16
1.36
GSST
MBB

Dividends

GSST vs. MBB - Dividend Comparison

GSST's dividend yield for the trailing twelve months is around 5.24%, more than MBB's 4.07% yield.


TTM20242023202220212020201920182017201620152014
GSST
Goldman Sachs Access Ultra Short Bond ETF
5.24%5.45%4.98%1.97%0.71%1.12%1.66%0.00%0.00%0.00%0.00%0.00%
MBB
iShares MBS Bond ETF
4.07%3.94%3.40%2.31%1.05%2.10%2.77%2.64%2.23%2.58%2.66%1.72%

Drawdowns

GSST vs. MBB - Drawdown Comparison

The maximum GSST drawdown since its inception was -3.51%, smaller than the maximum MBB drawdown of -17.64%. Use the drawdown chart below to compare losses from any high point for GSST and MBB. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay0
-5.41%
GSST
MBB

Volatility

GSST vs. MBB - Volatility Comparison

The current volatility for Goldman Sachs Access Ultra Short Bond ETF (GSST) is 0.45%, while iShares MBS Bond ETF (MBB) has a volatility of 2.27%. This indicates that GSST experiences smaller price fluctuations and is considered to be less risky than MBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%December2025FebruaryMarchAprilMay
0.45%
2.27%
GSST
MBB