XTWY vs. GBIL
XTWY (BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF) and GBIL (Goldman Sachs Access Treasury 0-1 Year ETF) are both Government Bonds funds - XTWY tracks the Bloomberg US Treasury 20 Year Target Duration Index while GBIL tracks the FTSE US Treasury 0-1 Year Composite Select Index. Both are passively managed. Over the past 3 years, XTWY returned -3.43%/yr vs 4.57%/yr for GBIL. Their 0.16 correlation means their historical movements had little consistent relationship. XTWY charges 0.12%/yr vs 0.12%/yr for GBIL.
Performance
XTWY vs. GBIL - Performance Comparison
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Returns By Period
In the year-to-date period, XTWY achieves a -4.63% return, which is significantly lower than GBIL's 1.99% return.
XTWY
- 1D
- -0.90%
- 1M
- -5.01%
- 6M
- -4.62%
- YTD
- -4.63%
- 1Y
- -4.02%
- 3Y*
- -3.43%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -4.67%
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 | |
| $1.02M | $1.21M | $1.83M |
XTWY vs. GBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XTWY BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF | -4.63% | 2.52% | -10.25% | 2.73% | -7.81% |
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 1.99% | 4.12% | 5.24% | 4.91% | 0.97% |
Correlation
The correlation between XTWY and GBIL is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2022 | 0.16 |
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Return for Risk
XTWY vs. GBIL — Risk / Return Rank
XTWY
GBIL
XTWY vs. GBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY) 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.
| XTWY | GBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -17.49 | ||
| Sortino ratioReturn per unit of downside risk | -154.35 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 95.18 | -94.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 192.70 | -192.96 |
| Martin ratioReturn relative to average drawdown | -0.57 | 2,308.02 | -2,308.59 |
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Drawdowns
XTWY vs. GBIL - Drawdown Comparison
The maximum XTWY drawdown since its inception was -25.92%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for XTWY and GBIL.
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Drawdown Indicators
| XTWY | GBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.92% | -0.76% | -25.16% |
Max Drawdown (1Y)Largest decline over 1 year | -9.89% | -0.02% | -9.87% |
Max Drawdown (3Y)Largest decline over 3 years | -18.22% | -0.76% | -17.46% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.76% | — |
Current DrawdownCurrent decline from peak | -18.88% | 0.00% | -18.88% |
Average DrawdownAverage peak-to-trough decline | -12.35% | -0.04% | -12.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 0.00% | +4.59% |
Volatility
XTWY vs. GBIL - Volatility Comparison
BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY) has a higher volatility of 3.06% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.07%. This indicates that XTWY'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
| XTWY | GBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 0.07% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.15% | 0.14% | +8.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.19% | 0.22% | +10.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 0.58% | +16.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 0.47% | +16.94% |
XTWY vs. GBIL - Expense Ratio Comparison
XTWY has a 0.13% expense ratio, which is higher than GBIL's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XTWY vs. GBIL - Dividend Comparison
XTWY's dividend yield for the trailing twelve months is around 4.93%, more 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% |
XTWY BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF | 4.49% | 4.56% | 4.65% | 3.86% | 1.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XTWY and GBIL have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XTWY has higher volatility (3.06%) compared to GBIL (0.07%). In terms of maximum drawdown, XTWY dropped -25.92% vs GBIL's -0.76%.
On 3-year performance, GBIL leads with 4.57% vs -3.43% for XTWY. 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 3-year period, GBIL has performed better with a 4.57% return vs -3.43%. 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 0.12% for XTWY.
XTWY has the higher dividend yield at 4.49%, compared with 3.36% for GBIL.
XTWY tracks Bloomberg US Treasury 20 Year Target Duration Index, while GBIL tracks FTSE US Treasury 0-1 Year Composite Select Index. They also come from different issuers: BondBloxx and Goldman Sachs. Their fees differ too: 0.12% for XTWY and 0.12% for GBIL.
GBIL currently has the higher Sharpe Ratio (17.26 vs -0.23), 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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