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GSST vs. SPLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSST vs. SPLB - Performance Comparison

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

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Returns By Period

In the year-to-date period, GSST achieves a 1.55% return, which is significantly higher than SPLB's 0.92% return.


GSST

1D
0.00%
1M
0.32%
YTD
1.55%
6M
1.88%
1Y
4.61%
3Y*
5.52%
5Y*
3.75%
10Y*

SPLB

1D
-0.36%
1M
1.50%
YTD
0.92%
6M
-0.06%
1Y
7.56%
3Y*
4.35%
5Y*
-1.84%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSST vs. SPLB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GSST
Goldman Sachs Ultra Short Bond ETF
1.55%5.20%6.01%6.08%0.13%0.05%1.74%2.65%
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
0.92%7.05%-1.74%11.20%-25.68%-1.99%13.47%15.25%

Correlation

The correlation between GSST and SPLB is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.35

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

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2019

0.23

The correlation between GSST and SPLB shifts across timeframes, from 0.23 (all time) to 0.35 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

GSST vs. SPLB — 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

SPLB
SPLB Risk / Return Rank: 2626
Overall Rank
SPLB Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPLB Sortino Ratio Rank: 2525
Sortino Ratio Rank
SPLB Omega Ratio Rank: 2424
Omega Ratio Rank
SPLB Calmar Ratio Rank: 2929
Calmar Ratio Rank
SPLB Martin Ratio Rank: 2525
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. SPLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Ultra Short Bond ETF (GSST) and SPDR Portfolio Long Term Corporate Bond ETF (SPLB). 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.


GSSTSPLBDifference
Sharpe ratioReturn per unit of total volatility

+7.03

Sortino ratioReturn per unit of downside risk

+15.19

Omega ratioGain probability vs. loss probability

3.94

1.16

+2.78

Calmar ratioReturn relative to maximum drawdown

29.99

1.40

+28.59

Martin ratioReturn relative to average drawdown

185.54

3.48

+182.06

GSST vs. SPLB - Sharpe Ratio Comparison

The current GSST Sharpe Ratio is 7.98, which is higher than the SPLB Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of GSST and SPLB, 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


GSSTSPLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.98

0.94

+7.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

5.99

-0.15

+6.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

3.78

0.45

+3.34

Drawdowns

GSST vs. SPLB - Drawdown Comparison

The maximum GSST drawdown since its inception was -3.51%, smaller than the maximum SPLB drawdown of -34.46%. Use the drawdown chart below to compare losses from any high point for GSST and SPLB.


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Drawdown Indicators


GSSTSPLBDifference

Max Drawdown

Largest peak-to-trough decline

-3.51%

-34.46%

+30.95%

Max Drawdown (1Y)

Largest decline over 1 year

-0.15%

-5.42%

+5.27%

Max Drawdown (3Y)

Largest decline over 3 years

-0.25%

-12.91%

+12.66%

Max Drawdown (5Y)

Largest decline over 5 years

-1.19%

-34.46%

+33.27%

Max Drawdown (10Y)

Largest decline over 10 years

-34.46%

Current Drawdown

Current decline from peak

0.00%

-14.53%

+14.53%

Average Drawdown

Average peak-to-trough decline

-0.16%

-8.01%

+7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

2.18%

-2.16%

Volatility

GSST vs. SPLB - Volatility Comparison

The current volatility for Goldman Sachs Ultra Short Bond ETF (GSST) is 0.13%, while SPDR Portfolio Long Term Corporate Bond ETF (SPLB) has a volatility of 2.36%. This indicates that GSST experiences smaller price fluctuations and is considered to be less risky than SPLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSSTSPLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

2.36%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

0.41%

5.81%

-5.40%

Volatility (1Y)

Calculated over the trailing 1-year period

0.58%

8.05%

-7.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.63%

12.71%

-12.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.86%

12.95%

-12.09%

GSST vs. SPLB - Expense Ratio Comparison

GSST has a 0.16% expense ratio, which is higher than SPLB's 0.07% 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

GSST vs. SPLB - Dividend Comparison

GSST's dividend yield for the trailing twelve months is around 4.32%, less than SPLB's 5.38% yield.


PositionTTM20252024202320222021202020192018201720162015
GSST
Goldman Sachs Ultra Short Bond ETF
4.32%4.56%5.45%4.98%1.97%0.71%1.12%1.66%0.00%0.00%0.00%0.00%
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
5.38%5.25%5.20%4.60%4.53%3.00%3.01%3.79%4.50%4.06%4.34%4.70%

Frequently Asked Questions


GSST and SPLB have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPLB has higher volatility (2.36%) compared to GSST (0.13%). In terms of maximum drawdown, GSST dropped -3.51% vs SPLB's -34.46%.

On 5-year performance, GSST leads with 3.75% vs -1.84% for SPLB. On fees, SPLB is cheaper at 0.07% per year. On volatility, GSST has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GSST has performed better with a 3.75% return vs -1.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPLB is cheaper with a 0.07% expense ratio, compared with 0.16% for GSST.

SPLB has the higher dividend yield at 5.38%, compared with 4.32% for GSST.

GSST is categorized as Ultrashort Bond, while SPLB is Corporate Bonds. They also come from different issuers: Goldman Sachs and State Street. Their fees differ too: 0.16% for GSST and 0.07% for SPLB.

GSST currently has the higher Sharpe Ratio (7.98 vs 0.94), 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.

Portfolio Optimizer

Find the right allocation for GSST and SPLB

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