GSST vs. YFYA

Last updated Jun 4, 2026

GSST (Goldman Sachs Ultra Short Bond ETF) and YFYA (Yields for You Income Strategy A ETF) are both Ultrashort Bond funds. Both are actively managed. Over the past year, GSST returned 4.61% vs 5.38% for YFYA. At a 0.13 correlation, their price movements are largely independent. GSST charges 0.16%/yr vs 1.16%/yr for YFYA.

Performance

GSST vs. YFYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Ultra Short Bond ETF (GSST) and Yields for You Income Strategy A ETF (YFYA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GSST achieves a 1.55% return, which is significantly lower than YFYA's 2.34% return.

GSST

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

YFYA

• 1D: 0.41%
• 1M: 1.07%
• YTD: 2.34%
• 6M: 2.59%
• 1Y: 5.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GSST vs. YFYA - Yearly Performance Comparison

	2026 (YTD)	2025
GSST Goldman Sachs Ultra Short Bond ETF	1.55%	4.56%
YFYA Yields for You Income Strategy A ETF	2.34%	2.88%

Correlation

The correlation between GSST and YFYA is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (All Time) Calculated using the full available price history since Feb 3, 2025	0.13

Return for Risk

GSST vs. YFYA — Risk / Return Rank

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

GSST

GSST Risk / Return Rank: 99
GSST Sharpe Ratio Rank: 99
GSST Sortino Ratio Rank: 99
GSST Omega Ratio Rank: 99
GSST Calmar Ratio Rank: 99
GSST Martin Ratio Rank: 99

YFYA

YFYA Risk / Return Rank: 61
YFYA Sharpe Ratio Rank: 44
YFYA Sortino Ratio Rank: 45
YFYA Omega Ratio Rank: 67
YFYA Calmar Ratio Rank: 68
YFYA Martin Ratio Rank: 79

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. YFYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Ultra Short Bond ETF (GSST) and Yields for You Income Strategy A ETF (YFYA). 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.

	GSST	YFYA	Difference
Sharpe ratio: Return per unit of total volatility	7.98	1.50	+6.47
Sortino ratio: Return per unit of downside risk	16.58	2.21	+14.37
Omega ratio: Gain probability vs. loss probability	3.94	1.40	+2.55
Calmar ratio: Return relative to maximum drawdown	29.99	3.35	+26.64
Martin ratio: Return relative to average drawdown	185.54	15.29	+170.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GSST vs. YFYA - Sharpe Ratio Comparison

The current GSST Sharpe Ratio is 7.98, which is higher than the YFYA Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of GSST and YFYA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GSST	YFYA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	7.98	1.50	+6.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	5.99	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.78	1.10	+2.68

Drawdowns

GSST vs. YFYA - Drawdown Comparison

The maximum GSST drawdown since its inception was -3.51%, which is greater than YFYA's maximum drawdown of -2.29%. Use the drawdown chart below to compare losses from any high point for GSST and YFYA.

Drawdown Indicators

	GSST	YFYA	Difference
Max Drawdown Largest peak-to-trough decline	-3.51%	-2.29%	-1.22%
Max Drawdown (1Y) Largest decline over 1 year	-0.15%	-1.61%	+1.46%
Max Drawdown (3Y) Largest decline over 3 years	-0.25%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-1.19%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.16%	-0.33%	+0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.02%	0.35%	-0.33%

Volatility

GSST vs. YFYA - Volatility Comparison

The current volatility for Goldman Sachs Ultra Short Bond ETF (GSST) is 0.13%, while Yields for You Income Strategy A ETF (YFYA) has a volatility of 1.14%. This indicates that GSST experiences smaller price fluctuations and is considered to be less risky than YFYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSST	YFYA	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.13%	1.14%	-1.01%
Volatility (6M) Calculated over the trailing 6-month period	0.41%	3.35%	-2.94%
Volatility (1Y) Calculated over the trailing 1-year period	0.58%	3.59%	-3.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.63%	3.59%	-2.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.86%	3.59%	-2.73%

GSST vs. YFYA - Expense Ratio Comparison

GSST has a 0.16% expense ratio, which is lower than YFYA's 1.16% expense ratio.

Dividends

GSST vs. YFYA - Dividend Comparison

GSST's dividend yield for the trailing twelve months is around 4.32%, less than YFYA's 5.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
GSST Goldman Sachs Ultra Short Bond ETF	4.32%	4.56%	5.45%	4.98%	1.97%	0.71%	1.12%	1.66%
YFYA Yields for You Income Strategy A ETF	5.14%	3.67%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GSST and YFYA in my portfolio?

GSST and YFYA have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GSST or YFYA?

YFYA has higher volatility (1.14%) compared to GSST (0.13%). In terms of maximum drawdown, GSST dropped -3.51% vs YFYA's -2.29%.

Which ETF is better, GSST or YFYA?

On 1-year performance, YFYA leads with 5.38% vs 4.61% for GSST. On fees, GSST is cheaper at 0.16% 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.

Which ETF has performed better, GSST or YFYA?

Over the 1-year period, YFYA has performed better with a 5.38% return vs 4.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GSST or YFYA?

GSST is cheaper with a 0.16% expense ratio, compared with 1.16% for YFYA.

Which ETF pays a higher dividend yield, GSST or YFYA?

YFYA has the higher dividend yield at 5.14%, compared with 4.32% for GSST.

What is the main difference between GSST and YFYA?

They also come from different issuers: Goldman Sachs and Teucrium. Their fees differ too: 0.16% for GSST and 1.16% for YFYA.

Which has better risk-adjusted returns?

GSST currently has the higher Sharpe Ratio (7.98 vs 1.50), 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.