USNG vs. GBIL
USNG (Amplify Samsung U.S. Natural Gas Infrastructure ETF) and GBIL (Goldman Sachs Access Treasury 0-1 Year ETF) are both exchange-traded funds - USNG is a Infrastructure Equities fund actively managed by Amplify, while GBIL is a Government Bonds fund tracking the FTSE US Treasury 0-1 Year Composite Select Index. USNG is actively managed, while GBIL is passively managed. Over the past year, USNG returned 32.07% vs 3.73% for GBIL. Their -0.08 correlation means they have often moved in opposite directions in the past. USNG charges 0.59%/yr vs 0.12%/yr for GBIL.
Performance
USNG vs. GBIL - Performance Comparison
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Returns By Period
In the year-to-date period, USNG achieves a 25.43% return, which is significantly higher than GBIL's 1.99% return.
USNG
- 1D
- 0.41%
- 1M
- -3.22%
- 6M
- 12.87%
- YTD
- 25.43%
- 1Y
- 32.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 31.38%
GBIL
- 1D
- 0.02%
- 1M
- 0.27%
- 6M
- 1.73%
- YTD
- 1.99%
- 1Y
- 3.73%
- 3Y*
- 4.57%
- 5Y*
- 3.44%
- 10Y*
- —
- ALL TIME*
- 2.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $53.17M | $51.25M | $70.01M | |
| $437.77K | $274.58K | $158.86K |
USNG vs. GBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
USNG Amplify Samsung U.S. Natural Gas Infrastructure ETF | 25.43% | 10.51% |
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 1.99% | 2.63% |
Correlation
The correlation between USNG and GBIL is -0.15, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.15 |
Correlation (All Time) Calculated using the full available price history since May 20, 2025 | -0.08 |
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Return for Risk
USNG vs. GBIL — Risk / Return Rank
USNG
GBIL
USNG vs. GBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG) 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.
| USNG | GBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -15.47 | ||
| Sortino ratioReturn per unit of downside risk | -151.59 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 95.18 | -93.88 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 192.70 | -190.08 |
| Martin ratioReturn relative to average drawdown | 10.67 | 2,308.02 | -2,297.36 |
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Drawdowns
USNG vs. GBIL - Drawdown Comparison
The maximum USNG drawdown since its inception was -11.93%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for USNG and GBIL.
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Drawdown Indicators
| USNG | GBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.93% | -0.76% | -11.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -0.02% | -11.91% |
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 | -8.47% | 0.00% | -8.47% |
Average DrawdownAverage peak-to-trough decline | -1.85% | -0.04% | -1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 0.00% | +2.93% |
Volatility
USNG vs. GBIL - Volatility Comparison
Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG) has a higher volatility of 6.49% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.07%. This indicates that USNG'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
| USNG | GBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 0.07% | +6.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 0.14% | +13.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 0.22% | +17.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.29% | 0.58% | +16.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 0.47% | +16.82% |
USNG vs. GBIL - Expense Ratio Comparison
USNG has a 0.59% expense ratio, which is higher than GBIL's 0.12% expense ratio.
Dividends
USNG vs. GBIL - Dividend Comparison
USNG's dividend yield for the trailing twelve months is around 1.54%, less than GBIL's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 3.36% | 4.02% | 4.93% | 4.77% | 1.37% | 0.00% | 0.81% | 2.20% | 1.70% | 0.74% | 0.11% |
USNG Amplify Samsung U.S. Natural Gas Infrastructure ETF | 1.54% | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
USNG and GBIL have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USNG has higher volatility (6.49%) compared to GBIL (0.07%). In terms of maximum drawdown, USNG dropped -11.93% vs GBIL's -0.76%.
On 1-year performance, USNG leads with 32.07% vs 3.73% for GBIL. On fees, GBIL is cheaper at 0.12% per year. On volatility, GBIL has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, USNG has performed better with a 32.07% return vs 3.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GBIL is cheaper with a 0.12% expense ratio, compared with 0.59% for USNG.
GBIL has the higher dividend yield at 3.36%, compared with 1.54% for USNG.
USNG is categorized as Infrastructure Equities, while GBIL is Government Bonds. They also come from different issuers: Amplify and Goldman Sachs. Their fees differ too: 0.59% for USNG and 0.12% for GBIL.
GBIL currently has the higher Sharpe Ratio (17.26 vs 1.79), 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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