URAA vs. GBIL

Last updated Jun 24, 2026

URAA (Direxion Daily Uranium Industry Bull 2X Shares) and GBIL (Goldman Sachs Access Treasury 0-1 Year ETF) are both exchange-traded funds - URAA is a Uranium fund tracking the Solactive United States Uranium and Nuclear Energy ETF Select Index (200%), while GBIL is a Government Bonds fund tracking the FTSE US Treasury 0-1 Year Composite Select Index. Both are passively managed. Over the past year, URAA returned 12.19% vs 3.81% for GBIL. At a correlation of -0.06, they often move in opposite directions. URAA charges 1.28%/yr vs 0.12%/yr for GBIL.

Performance

URAA vs. GBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Uranium Industry Bull 2X Shares (URAA) 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, URAA achieves a -9.67% return, which is significantly lower than GBIL's 1.57% return.

URAA

• 1D: -4.65%
• 1M: -15.31%
• YTD: -9.67%
• 6M: -17.37%
• 1Y: 12.19%
• 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)

URAA vs. GBIL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
URAA Direxion Daily Uranium Industry Bull 2X Shares	-9.67%	88.33%	-25.73%
GBIL Goldman Sachs Access Treasury 0-1 Year ETF	1.57%	4.12%	2.79%

Correlation

The correlation between URAA and GBIL is -0.08, 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	-0.08
Correlation (All Time) Calculated using the full available price history since Jun 26, 2024	-0.06

Return for Risk

URAA vs. GBIL — Risk / Return Rank

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

URAA

URAA Risk / Return Rank: 13
URAA Sharpe Ratio Rank: 10
URAA Sortino Ratio Rank: 17
URAA Omega Ratio Rank: 16
URAA Calmar Ratio Rank: 11
URAA Martin Ratio Rank: 11

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.

URAA vs. GBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Uranium Industry Bull 2X Shares (URAA) 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.

	URAA	GBIL	Difference
Sharpe ratio: Return per unit of total volatility	0.13	16.78	-16.65
Sortino ratio: Return per unit of downside risk	0.89	104.00	-103.12
Omega ratio: Gain probability vs. loss probability	1.10	42.59	-41.49
Calmar ratio: Return relative to maximum drawdown	0.20	191.21	-191.01
Martin ratio: Return relative to average drawdown	0.41	1,621.11	-1,620.70

URAA vs. GBIL - Sharpe Ratio Comparison

The current URAA Sharpe Ratio is 0.13, which is lower than the GBIL Sharpe Ratio of 16.78. The chart below compares the historical Sharpe Ratios of URAA 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.

Drawdowns

URAA vs. GBIL - Drawdown Comparison

The maximum URAA drawdown since its inception was -67.45%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for URAA and GBIL.

Drawdown Indicators

	URAA	GBIL	Difference
Max Drawdown Largest peak-to-trough decline	-67.45%	-0.76%	-66.69%
Max Drawdown (1Y) Largest decline over 1 year	-59.83%	-0.02%	-59.81%
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	-54.51%	0.00%	-54.51%
Average Drawdown Average peak-to-trough decline	-27.88%	-0.04%	-27.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.60%	0.00%	+29.60%

Volatility

URAA vs. GBIL - Volatility Comparison

Direxion Daily Uranium Industry Bull 2X Shares (URAA) has a higher volatility of 31.95% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.05%. This indicates that URAA'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

	URAA	GBIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	31.95%	0.05%	+31.90%
Volatility (6M) Calculated over the trailing 6-month period	74.39%	0.14%	+74.25%
Volatility (1Y) Calculated over the trailing 1-year period	95.72%	0.23%	+95.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	89.60%	0.58%	+89.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	89.60%	0.47%	+89.13%

URAA vs. GBIL - Expense Ratio Comparison

URAA has a 1.28% expense ratio, which is higher than GBIL's 0.12% expense ratio.

Dividends

URAA vs. GBIL - Dividend Comparison

URAA's dividend yield for the trailing twelve months is around 11.26%, 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%
URAA Direxion Daily Uranium Industry Bull 2X Shares	11.26%	9.14%	4.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both URAA and GBIL in my portfolio?

URAA and GBIL have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, URAA or GBIL?

URAA has higher volatility (31.95%) compared to GBIL (0.05%). In terms of maximum drawdown, URAA dropped -67.45% vs GBIL's -0.76%.

Which ETF is better, URAA or GBIL?

On 1-year performance, URAA leads with 12.19% vs 3.81% for GBIL. On fees, GBIL is cheaper at 0.12% per year. On volatility, GBIL has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, URAA or GBIL?

Over the 1-year period, URAA has performed better with a 12.19% return vs 3.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, URAA or GBIL?

GBIL is cheaper with a 0.12% expense ratio, compared with 1.28% for URAA.

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

URAA has the higher dividend yield at 11.26%, compared with 3.74% for GBIL.

What is the main difference between URAA and GBIL?

URAA is categorized as Uranium, while GBIL is Government Bonds. URAA tracks Solactive United States Uranium and Nuclear Energy ETF Select Index (200%), while GBIL tracks FTSE US Treasury 0-1 Year Composite Select Index. They also come from different issuers: Direxion and Goldman Sachs. Their fees differ too: 1.28% for URAA and 0.12% for GBIL.

Which has better risk-adjusted returns?

GBIL currently has the higher Sharpe Ratio (16.78 vs 0.13), 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.