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GTIP vs. GBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GTIP vs. GBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GTIP achieves a 1.70% return, which is significantly higher than GBIL's 1.42% return.


GTIP

1D
-0.08%
1M
0.04%
YTD
1.70%
6M
1.11%
1Y
5.10%
3Y*
4.01%
5Y*
1.09%
10Y*

GBIL

1D
0.02%
1M
0.28%
YTD
1.42%
6M
1.73%
1Y
3.91%
3Y*
4.64%
5Y*
3.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTIP vs. GBIL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GTIP
Goldman Sachs Access Inflation Protected USD Bond ETF
1.70%6.63%2.04%3.88%-12.14%5.86%10.83%8.33%0.24%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
1.42%4.12%5.24%4.91%1.05%-0.08%0.79%2.31%0.52%

Correlation

The correlation between GTIP and GBIL is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.23

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

0.24

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2018

0.17

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Return for Risk

GTIP vs. GBIL — Risk / Return Rank

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

GTIP
GTIP Risk / Return Rank: 4747
Overall Rank
GTIP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GTIP Sortino Ratio Rank: 4747
Sortino Ratio Rank
GTIP Omega Ratio Rank: 4343
Omega Ratio Rank
GTIP Calmar Ratio Rank: 5151
Calmar Ratio Rank
GTIP Martin Ratio Rank: 4848
Martin Ratio Rank

GBIL
GBIL Risk / Return Rank: 100100
Overall Rank
GBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
GBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
GBIL Omega Ratio Rank: 100100
Omega Ratio Rank
GBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
GBIL Martin Ratio Rank: 100100
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.

GTIP vs. GBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). 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.


GTIPGBILDifference
Sharpe ratioReturn per unit of total volatility

-15.35

Sortino ratioReturn per unit of downside risk

-100.56

Omega ratioGain probability vs. loss probability

1.28

39.42

-38.14

Calmar ratioReturn relative to maximum drawdown

2.54

196.43

-193.90

Martin ratioReturn relative to average drawdown

8.00

1,608.66

-1,600.66

GTIP vs. GBIL - Sharpe Ratio Comparison

The current GTIP Sharpe Ratio is 1.53, which is lower than the GBIL Sharpe Ratio of 16.89. The chart below compares the historical Sharpe Ratios of GTIP and GBIL, 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


GTIPGBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

16.89

-15.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

5.78

-5.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

4.87

-4.31

Drawdowns

GTIP vs. GBIL - Drawdown Comparison

The maximum GTIP drawdown since its inception was -14.31%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for GTIP and GBIL.


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Drawdown Indicators


GTIPGBILDifference

Max Drawdown

Largest peak-to-trough decline

-14.31%

-0.76%

-13.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-0.02%

-2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-4.47%

-0.76%

-3.71%

Max Drawdown (5Y)

Largest decline over 5 years

-14.31%

-0.76%

-13.55%

Current Drawdown

Current decline from peak

-0.17%

0.00%

-0.17%

Average Drawdown

Average peak-to-trough decline

-4.24%

-0.04%

-4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.00%

+0.64%

Volatility

GTIP vs. GBIL - Volatility Comparison

Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) has a higher volatility of 0.97% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.04%. This indicates that GTIP's price experiences larger fluctuations and is considered to be riskier than GBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTIPGBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

0.04%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

0.14%

+2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

0.23%

+3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

0.58%

+5.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.01%

0.47%

+5.54%

GTIP vs. GBIL - Expense Ratio Comparison

Both GTIP and GBIL have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

GTIP vs. GBIL - Dividend Comparison

GTIP's dividend yield for the trailing twelve months is around 4.69%, more than GBIL's 3.74% yield.


PositionTTM2025202420232022202120202019201820172016
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
3.74%4.02%4.93%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%
GTIP
Goldman Sachs Access Inflation Protected USD Bond ETF
4.69%4.58%3.52%2.77%6.47%3.82%1.04%2.34%0.66%0.00%0.00%

Frequently Asked Questions


GTIP and GBIL have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GTIP has higher volatility (0.97%) compared to GBIL (0.04%). In terms of maximum drawdown, GTIP dropped -14.31% vs GBIL's -0.76%.

On 5-year performance, GBIL leads with 3.32% vs 1.09% for GTIP. Both ETFs have the same 0.12% expense ratio. On volatility, GBIL has been the lower-risk option at 0.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GBIL has performed better with a 3.32% return vs 1.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GTIP and GBIL have the same expense ratio: 0.12% per year.

GTIP has the higher dividend yield at 4.69%, compared with 3.74% for GBIL.

GTIP is categorized as Inflation-Protected Bonds, while GBIL is Government Bonds. GTIP tracks FTSE Goldman Sachs Treasury Inflation Protected USD Bond Index, while GBIL tracks FTSE US Treasury 0-1 Year Composite Select Index.

GBIL currently has the higher Sharpe Ratio (16.89 vs 1.53), 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.

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