LVDS vs. GBIL

Last updated Jun 24, 2026

LVDS (JPMorgan Fundamental Data Science Large Value ETF) and GBIL (Goldman Sachs Access Treasury 0-1 Year ETF) are both exchange-traded funds - LVDS is a Large Cap Value Equities fund actively managed by JPMorgan, while GBIL is a Government Bonds fund tracking the FTSE US Treasury 0-1 Year Composite Select Index. LVDS is actively managed, while GBIL is passively managed. At a 0.01 correlation, their price movements are largely independent. LVDS charges 0.30%/yr vs 0.12%/yr for GBIL.

Performance

LVDS vs. GBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Large Value ETF (LVDS) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LVDS achieves a 15.18% return, which is significantly higher than GBIL's 1.57% return.

LVDS

• 1D: -1.20%
• 1M: 2.78%
• YTD: 15.18%
• 6M: 14.56%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GBIL

• 1D: 0.01%
• 1M: 0.25%
• YTD: 1.57%
• 6M: 1.66%
• 1Y: 3.81%
• 3Y*: 4.59%
• 5Y*: 3.35%
• 10Y*: —

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

LVDS vs. GBIL - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	15.18%	7.40%
GBIL Goldman Sachs Access Treasury 0-1 Year ETF	1.57%	2.00%

Correlation

The correlation between LVDS and GBIL is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.01

Return for Risk

LVDS vs. GBIL — Risk / Return Rank

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

LVDS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GBIL

GBIL Risk / Return Rank: 100
GBIL Sharpe Ratio Rank: 100
GBIL Sortino Ratio Rank: 100
GBIL Omega Ratio Rank: 100
GBIL Calmar Ratio Rank: 100
GBIL Martin Ratio Rank: 100

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.

LVDS vs. GBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Value ETF (LVDS) 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.

	LVDS	GBIL	Difference
Sharpe ratio: Return per unit of total volatility	—	16.78	—
Sortino ratio: Return per unit of downside risk	—	104.00	—
Omega ratio: Gain probability vs. loss probability	—	42.59	—
Calmar ratio: Return relative to maximum drawdown	—	191.21	—
Martin ratio: Return relative to average drawdown	—	1,621.11	—

Drawdowns

LVDS vs. GBIL - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for LVDS and GBIL.

Drawdown Indicators

	LVDS	GBIL	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-0.76%	-5.88%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.02%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-0.76%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-0.76%	—
Current Drawdown Current decline from peak	-1.20%	0.00%	-1.20%
Average Drawdown Average peak-to-trough decline	-0.95%	-0.04%	-0.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.00%	—

Volatility

Volatility by Period

	LVDS	GBIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.05%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.14%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.68%	0.23%	+10.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.68%	0.58%	+10.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.68%	0.47%	+10.21%

LVDS vs. GBIL - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is higher than GBIL's 0.12% expense ratio.

Dividends

LVDS vs. GBIL - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 7.45%, 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%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.45%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LVDS and GBIL in my portfolio?

LVDS and GBIL have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LVDS or GBIL?

On fees, GBIL is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LVDS or GBIL?

GBIL is cheaper with a 0.12% expense ratio, compared with 0.30% for LVDS.

Which ETF pays a higher dividend yield, LVDS or GBIL?

LVDS has the higher dividend yield at 7.45%, compared with 3.74% for GBIL.

What is the main difference between LVDS and GBIL?

LVDS is categorized as Large Cap Value Equities, while GBIL is Government Bonds. They also come from different issuers: JPMorgan and Goldman Sachs. Their fees differ too: 0.30% for LVDS and 0.12% for GBIL.