IBGL vs. GBIL
IBGL (iShares iBonds Dec 2055 Term Treasury ETF) and GBIL (Goldman Sachs Access Treasury 0-1 Year ETF) are both Government Bonds funds - IBGL tracks the ICE 2055 Maturity US Treasury Index while GBIL tracks the FTSE US Treasury 0-1 Year Composite Select Index. Both are passively managed. Over the past year, IBGL returned -1.93% vs 3.74% for GBIL. Their 0.11 correlation means their historical movements had little consistent relationship. IBGL charges 0.07%/yr vs 0.12%/yr for GBIL.
Performance
IBGL vs. GBIL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IBGL achieves a -3.05% return, which is significantly lower than GBIL's 2.00% return.
IBGL
- 1D
- 0.39%
- 1M
- -3.47%
- 6M
- -2.70%
- YTD
- -3.05%
- 1Y
- -1.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -1.55%
GBIL
- 1D
- 0.01%
- 1M
- 0.28%
- 6M
- 1.72%
- YTD
- 2.00%
- 1Y
- 3.74%
- 3Y*
- 4.54%
- 5Y*
- 3.43%
- 10Y*
- —
- ALL TIME*
- 2.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $54.62M | $52.46M | $69.99M | |
| $19.65K | $17.90K | $15.83K |
IBGL vs. GBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBGL iShares iBonds Dec 2055 Term Treasury ETF | -3.05% | 0.99% |
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 2.00% | 3.23% |
Correlation
The correlation between IBGL and GBIL is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2025 | 0.11 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IBGL vs. GBIL — Risk / Return Rank
IBGL
GBIL
IBGL vs. GBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2055 Term Treasury ETF (IBGL) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IBGL | GBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -18.32 | ||
| Sortino ratioReturn per unit of downside risk | -150.58 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 92.87 | -91.90 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 187.90 | -188.16 |
| Martin ratioReturn relative to average drawdown | -0.57 | 2,250.52 | -2,251.09 |
Loading charts...
Drawdowns
IBGL vs. GBIL - Drawdown Comparison
The maximum IBGL drawdown since its inception was -9.37%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for IBGL and GBIL.
Loading charts...
Drawdown Indicators
| IBGL | GBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.37% | -0.76% | -8.61% |
Max Drawdown (1Y)Largest decline over 1 year | -7.44% | -0.02% | -7.42% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.76% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.76% | — |
Current DrawdownCurrent decline from peak | -7.08% | 0.00% | -7.08% |
Average DrawdownAverage peak-to-trough decline | -4.09% | -0.04% | -4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 0.00% | +3.41% |
Volatility
IBGL vs. GBIL - Volatility Comparison
iShares iBonds Dec 2055 Term Treasury ETF (IBGL) has a higher volatility of 2.43% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.06%. This indicates that IBGL'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.
Loading charts...
Volatility by Period
| IBGL | GBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 0.06% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 0.14% | +6.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.79% | 0.21% | +8.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.35% | 0.58% | +9.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.35% | 0.47% | +9.88% |
IBGL vs. GBIL - Expense Ratio Comparison
IBGL has a 0.07% expense ratio, which is lower than GBIL's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IBGL vs. GBIL - Dividend Comparison
IBGL's dividend yield for the trailing twelve months is around 4.88%, more than GBIL's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 3.68% | 4.02% | 4.93% | 4.77% | 1.37% | 0.00% | 0.81% | 2.20% | 1.70% | 0.74% | 0.11% |
IBGL iShares iBonds Dec 2055 Term Treasury ETF | 4.88% | 3.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBGL and GBIL have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBGL has higher volatility (2.43%) compared to GBIL (0.06%). In terms of maximum drawdown, IBGL dropped -9.37% vs GBIL's -0.76%.
On 1-year performance, GBIL leads with 3.74% vs -1.93% for IBGL. On fees, IBGL is cheaper at 0.07% per year. On volatility, GBIL has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GBIL has performed better with a 3.74% return vs -1.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBGL is cheaper with a 0.07% expense ratio, compared with 0.12% for GBIL.
IBGL has the higher dividend yield at 4.88%, compared with 3.68% for GBIL.
IBGL tracks ICE 2055 Maturity US Treasury Index, while GBIL tracks FTSE US Treasury 0-1 Year Composite Select Index. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.07% for IBGL and 0.12% for GBIL.
GBIL currently has the higher Sharpe Ratio (18.10 vs -0.22), 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.
Find the right allocation for IBGL and GBIL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer