REMG vs. GBIL

Last updated Jun 4, 2026

REMG (Russell Investments Emerging Markets Equity ETF) and GBIL (Goldman Sachs Access Treasury 0-1 Year ETF) are both exchange-traded funds - REMG is a Emerging Markets Diversified fund actively managed by Russell, while GBIL is a Government Bonds fund tracking the FTSE US Treasury 0-1 Year Composite Select Index. REMG is actively managed, while GBIL is passively managed. Over the past year, REMG returned 59.26% vs 3.91% for GBIL. At a correlation of -0.01, they often move in opposite directions. REMG charges 0.64%/yr vs 0.12%/yr for GBIL.

Performance

REMG vs. GBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Emerging Markets Equity ETF (REMG) 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, REMG achieves a 29.45% return, which is significantly higher than GBIL's 1.42% return.

REMG

• 1D: -1.25%
• 1M: 9.88%
• YTD: 29.45%
• 6M: 32.57%
• 1Y: 59.26%
• 3Y*: —
• 5Y*: —
• 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)

REMG vs. GBIL - Yearly Performance Comparison

	2026 (YTD)	2025
REMG Russell Investments Emerging Markets Equity ETF	29.45%	24.09%
GBIL Goldman Sachs Access Treasury 0-1 Year ETF	1.42%	2.47%

Correlation

The correlation between REMG 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 (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (All Time) Calculated using the full available price history since Jun 2, 2025	-0.01

Return for Risk

REMG vs. GBIL — Risk / Return Rank

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

REMG

REMG Risk / Return Rank: 84
REMG Sharpe Ratio Rank: 87
REMG Sortino Ratio Rank: 84
REMG Omega Ratio Rank: 85
REMG Calmar Ratio Rank: 82
REMG Martin Ratio Rank: 84

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.

REMG vs. GBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Emerging Markets Equity ETF (REMG) 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.

	REMG	GBIL	Difference
Sharpe ratio Return per unit of total volatility	2.88	16.89	-14.00
Sortino ratio Return per unit of downside risk	3.71	102.89	-99.18
Omega ratio Gain probability vs. loss probability	1.51	39.42	-37.91
Calmar ratio Return relative to maximum drawdown	4.21	196.43	-192.22
Martin ratio Return relative to average drawdown	17.07	1,608.66	-1,591.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REMG vs. GBIL - Sharpe Ratio Comparison

The current REMG Sharpe Ratio is 2.88, which is lower than the GBIL Sharpe Ratio of 16.89. The chart below compares the historical Sharpe Ratios of REMG 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.

Sharpe Ratios by Period

	REMG	GBIL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.88	16.89	-14.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	5.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.93	4.87	-1.94

Drawdowns

REMG vs. GBIL - Drawdown Comparison

The maximum REMG drawdown since its inception was -14.13%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for REMG and GBIL.

Drawdown Indicators

	REMG	GBIL	Difference
Max Drawdown Largest peak-to-trough decline	-14.13%	-0.76%	-13.37%
Max Drawdown (1Y) Largest decline over 1 year	-14.13%	-0.02%	-14.11%
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	-1.25%	0.00%	-1.25%
Average Drawdown Average peak-to-trough decline	-1.94%	-0.04%	-1.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	0.00%	+3.48%

Volatility

REMG vs. GBIL - Volatility Comparison

Russell Investments Emerging Markets Equity ETF (REMG) has a higher volatility of 8.89% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.04%. This indicates that REMG'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.

Volatility by Period

	REMG	GBIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.89%	0.04%	+8.85%
Volatility (6M) Calculated over the trailing 6-month period	17.92%	0.14%	+17.78%
Volatility (1Y) Calculated over the trailing 1-year period	20.66%	0.23%	+20.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.62%	0.58%	+20.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.62%	0.47%	+20.15%

REMG vs. GBIL - Expense Ratio Comparison

REMG has a 0.64% expense ratio, which is higher than GBIL's 0.12% expense ratio.

Dividends

REMG vs. GBIL - Dividend Comparison

REMG's dividend yield for the trailing twelve months is around 1.06%, less 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%
REMG Russell Investments Emerging Markets Equity ETF	1.06%	1.37%	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 REMG and GBIL in my portfolio?

REMG 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 is riskier, REMG or GBIL?

REMG has higher volatility (8.89%) compared to GBIL (0.04%). In terms of maximum drawdown, REMG dropped -14.13% vs GBIL's -0.76%.

Which ETF is better, REMG or GBIL?

On 1-year performance, REMG leads with 59.26% vs 3.91% for GBIL. On fees, GBIL is cheaper at 0.12% 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.

Which ETF has performed better, REMG or GBIL?

Over the 1-year period, REMG has performed better with a 59.26% return vs 3.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, REMG or GBIL?

GBIL is cheaper with a 0.12% expense ratio, compared with 0.64% for REMG.

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

GBIL has the higher dividend yield at 3.74%, compared with 1.06% for REMG.

What is the main difference between REMG and GBIL?

REMG is categorized as Emerging Markets Diversified, while GBIL is Government Bonds. They also come from different issuers: Russell and Goldman Sachs. Their fees differ too: 0.64% for REMG and 0.12% for GBIL.

Which has better risk-adjusted returns?

GBIL currently has the higher Sharpe Ratio (16.89 vs 2.88), 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.