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WTIP vs. GSST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTIP vs. GSST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Inflation Plus Fund (WTIP) and Goldman Sachs Ultra Short Bond ETF (GSST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTIP achieves a 13.91% return, which is significantly higher than GSST's 1.56% return.


WTIP

1D
-0.38%
1M
-4.00%
YTD
13.91%
6M
16.30%
1Y
3Y*
5Y*
10Y*

GSST

1D
0.01%
1M
0.31%
YTD
1.56%
6M
1.89%
1Y
4.58%
3Y*
5.52%
5Y*
3.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTIP vs. GSST - Yearly Performance Comparison


2026 (YTD)2025
WTIP
WisdomTree Inflation Plus Fund
13.91%14.00%
GSST
Goldman Sachs Ultra Short Bond ETF
1.56%2.74%

Correlation

The correlation between WTIP and GSST is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 20, 2025

-0.24

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Return for Risk

WTIP vs. GSST — Risk / Return Rank

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

WTIP

GSST
GSST Risk / Return Rank: 9999
Overall Rank
GSST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GSST Sortino Ratio Rank: 9999
Sortino Ratio Rank
GSST Omega Ratio Rank: 9999
Omega Ratio Rank
GSST Calmar Ratio Rank: 9999
Calmar Ratio Rank
GSST Martin Ratio Rank: 9999
Martin Ratio Rank
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.

WTIP vs. GSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Inflation Plus Fund (WTIP) and Goldman Sachs Ultra Short Bond ETF (GSST). 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.


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

WTIP vs. GSST - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WTIPGSSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

5.99

Sharpe Ratio (All Time)

Calculated using the full available price history

1.85

3.79

-1.94

Drawdowns

WTIP vs. GSST - Drawdown Comparison

The maximum WTIP drawdown since its inception was -8.70%, which is greater than GSST's maximum drawdown of -3.51%. Use the drawdown chart below to compare losses from any high point for WTIP and GSST.


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Drawdown Indicators


WTIPGSSTDifference

Max Drawdown

Largest peak-to-trough decline

-8.70%

-3.51%

-5.19%

Max Drawdown (1Y)

Largest decline over 1 year

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-1.19%

Current Drawdown

Current decline from peak

-8.70%

0.00%

-8.70%

Average Drawdown

Average peak-to-trough decline

-1.42%

-0.16%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

Volatility

WTIP vs. GSST - Volatility Comparison


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Volatility by Period


WTIPGSSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

Volatility (6M)

Calculated over the trailing 6-month period

0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

0.58%

+16.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.02%

0.63%

+16.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

0.86%

+16.16%

WTIP vs. GSST - Expense Ratio Comparison

WTIP has a 0.65% expense ratio, which is higher than GSST's 0.16% expense ratio.


Dividends

WTIP vs. GSST - Dividend Comparison

WTIP's dividend yield for the trailing twelve months is around 2.81%, less than GSST's 4.32% yield.


PositionTTM2025202420232022202120202019
GSST
Goldman Sachs Ultra Short Bond ETF
4.32%4.56%5.45%4.98%1.97%0.71%1.12%1.66%
WTIP
WisdomTree Inflation Plus Fund
2.81%1.59%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WTIP and GSST have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GSST is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GSST is cheaper with a 0.16% expense ratio, compared with 0.65% for WTIP.

GSST has the higher dividend yield at 4.32%, compared with 2.81% for WTIP.

WTIP is categorized as Long-Short, while GSST is Ultrashort Bond. They also come from different issuers: WisdomTree and Goldman Sachs. Their fees differ too: 0.65% for WTIP and 0.16% for GSST.

Portfolio Optimizer

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