LDRT vs. GBIL
LDRT (iShares iBonds 1-5 Year Treasury Ladder ETF) and GBIL (Goldman Sachs Access Treasury 0-1 Year ETF) are both Government Bonds funds - LDRT tracks the BlackRock iBonds® 1-5 Year Treasury Ladder Index while GBIL tracks the FTSE US Treasury 0-1 Year Composite Select Index. Both are passively managed. Over the past year, LDRT returned 3.68% vs 3.89% for GBIL. At a 0.20 correlation, their price movements are largely independent. LDRT charges 0.07%/yr vs 0.12%/yr for GBIL.
Performance
LDRT vs. GBIL - Performance Comparison
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Returns By Period
In the year-to-date period, LDRT achieves a 0.74% return, which is significantly lower than GBIL's 1.44% return.
LDRT
- 1D
- 0.02%
- 1M
- 0.08%
- YTD
- 0.74%
- 6M
- 0.93%
- 1Y
- 3.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GBIL
- 1D
- 0.02%
- 1M
- 0.29%
- YTD
- 1.44%
- 6M
- 1.75%
- 1Y
- 3.89%
- 3Y*
- 4.64%
- 5Y*
- 3.32%
- 10Y*
- —
LDRT vs. GBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LDRT iShares iBonds 1-5 Year Treasury Ladder ETF | 0.74% | 5.55% | 0.44% |
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 1.44% | 4.12% | 0.73% |
Correlation
The correlation between LDRT and GBIL is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2024 | 0.20 |
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Return for Risk
LDRT vs. GBIL — Risk / Return Rank
LDRT
GBIL
LDRT vs. GBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) 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.
| LDRT | GBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -15.57 | ||
| Sortino ratioReturn per unit of downside risk | -100.38 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 39.22 | -37.95 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 195.39 | -192.07 |
| Martin ratioReturn relative to average drawdown | 8.83 | 1,656.50 | -1,647.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LDRT | GBIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 16.89 | -15.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 5.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.56 | 4.88 | -3.32 |
Drawdowns
LDRT vs. GBIL - Drawdown Comparison
The maximum LDRT drawdown since its inception was -1.11%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for LDRT and GBIL.
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Drawdown Indicators
| LDRT | GBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.11% | -0.76% | -0.35% |
Max Drawdown (1Y)Largest decline over 1 year | -1.11% | -0.02% | -1.09% |
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 | -0.50% | 0.00% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -0.32% | -0.04% | -0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 0.00% | +0.42% |
Volatility
LDRT vs. GBIL - Volatility Comparison
iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) has a higher volatility of 0.88% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.04%. This indicates that LDRT'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
| LDRT | GBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.88% | 0.04% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 1.65% | 0.14% | +1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.80% | 0.23% | +2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.79% | 0.58% | +2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.79% | 0.47% | +2.32% |
LDRT vs. GBIL - Expense Ratio Comparison
LDRT 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
LDRT vs. GBIL - Dividend Comparison
LDRT's dividend yield for the trailing twelve months is around 4.08%, more than GBIL's 3.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LDRT iShares iBonds 1-5 Year Treasury Ladder ETF | 4.08% | 3.86% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LDRT and GBIL have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LDRT has higher volatility (0.88%) compared to GBIL (0.04%). In terms of maximum drawdown, LDRT dropped -1.11% vs GBIL's -0.76%.
On 1-year performance, GBIL leads with 3.89% vs 3.68% for LDRT. On fees, LDRT is cheaper at 0.07% per year. 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 1-year period, GBIL has performed better with a 3.89% return vs 3.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LDRT is cheaper with a 0.07% expense ratio, compared with 0.12% for GBIL.
LDRT has the higher dividend yield at 4.08%, compared with 3.74% for GBIL.
LDRT tracks BlackRock iBonds® 1-5 Year Treasury Ladder 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 LDRT and 0.12% for GBIL.
GBIL currently has the higher Sharpe Ratio (16.89 vs 1.32), 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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