PortfoliosLab logoPortfoliosLab logo
GSST vs. XTWO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSST vs. XTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Ultra Short Bond ETF (GSST) and Bondbloxx Bloomberg Two Year Target Duration US Treasury ETF (XTWO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GSST vs. XTWO - Yearly Performance Comparison


2026 (YTD)2025202420232022
GSST
Goldman Sachs Ultra Short Bond ETF
0.76%5.20%6.01%6.08%0.70%
XTWO
Bondbloxx Bloomberg Two Year Target Duration US Treasury ETF
0.27%5.17%3.92%4.27%0.17%

Returns By Period

In the year-to-date period, GSST achieves a 0.76% return, which is significantly higher than XTWO's 0.27% return.


GSST

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

XTWO

1D
0.09%
1M
-0.52%
YTD
0.27%
6M
1.41%
1Y
3.79%
3Y*
3.99%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. XTWO - Expense Ratio Comparison

GSST has a 0.16% expense ratio, which is higher than XTWO's 0.05% 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. XTWO — 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

XTWO
XTWO Risk / Return Rank: 9696
Overall Rank
XTWO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XTWO Sortino Ratio Rank: 9797
Sortino Ratio Rank
XTWO Omega Ratio Rank: 9696
Omega Ratio Rank
XTWO Calmar Ratio Rank: 9595
Calmar Ratio Rank
XTWO Martin Ratio Rank: 9595
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. XTWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Ultra Short Bond ETF (GSST) and Bondbloxx Bloomberg Two Year Target Duration US Treasury ETF (XTWO). 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.


GSSTXTWODifference

Sharpe ratio

Return per unit of total volatility

6.29

2.44

+3.84

Sortino ratio

Return per unit of downside risk

11.28

3.86

+7.41

Omega ratio

Gain probability vs. loss probability

3.26

1.51

+1.75

Calmar ratio

Return relative to maximum drawdown

18.26

4.19

+14.07

Martin ratio

Return relative to average drawdown

113.51

15.27

+98.23

GSST vs. XTWO - Sharpe Ratio Comparison

The current GSST Sharpe Ratio is 6.29, which is higher than the XTWO Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of GSST and XTWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GSSTXTWODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.29

2.44

+3.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

5.79

Sharpe Ratio (All Time)

Calculated using the full available price history

3.72

1.78

+1.94

Correlation

The correlation between GSST and XTWO is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GSST vs. XTWO - Dividend Comparison

GSST's dividend yield for the trailing twelve months is around 4.43%, more than XTWO's 4.10% yield.


TTM2025202420232022202120202019
GSST
Goldman Sachs Ultra Short Bond ETF
4.43%4.56%5.45%4.98%1.97%0.71%1.12%1.66%
XTWO
Bondbloxx Bloomberg Two Year Target Duration US Treasury ETF
4.10%4.24%4.54%4.07%1.13%0.00%0.00%0.00%

Drawdowns

GSST vs. XTWO - Drawdown Comparison

The maximum GSST drawdown since its inception was -3.51%, which is greater than XTWO's maximum drawdown of -1.73%. Use the drawdown chart below to compare losses from any high point for GSST and XTWO.


Loading graphics...

Drawdown Indicators


GSSTXTWODifference

Max Drawdown

Largest peak-to-trough decline

-3.51%

-1.73%

-1.78%

Max Drawdown (1Y)

Largest decline over 1 year

-0.25%

-0.91%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-1.19%

Current Drawdown

Current decline from peak

0.00%

-0.52%

+0.52%

Average Drawdown

Average peak-to-trough decline

-0.17%

-0.40%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

0.25%

-0.21%

Volatility

GSST vs. XTWO - Volatility Comparison

The current volatility for Goldman Sachs Ultra Short Bond ETF (GSST) is 0.25%, while Bondbloxx Bloomberg Two Year Target Duration US Treasury ETF (XTWO) has a volatility of 0.56%. This indicates that GSST experiences smaller price fluctuations and is considered to be less risky than XTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GSSTXTWODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

0.56%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

0.42%

0.90%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

0.73%

1.56%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.63%

2.20%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.87%

2.20%

-1.33%