Goldman Sachs Access Treasury 0-1 Year ETF

10-Year Study

GBIL.US · · US · ETF

Executive Summary: Goldman Sachs Access Treasury 0-1 Year ETF has compounded at 2.2% annually over the last 10 years, with a maximum drawdown of 0.4% and an annualized volatility of 4.8%.

1Y CAGR
+3.1%
3Y CAGR
+4.4%
5Y CAGR
+3.2%
10Y CAGR
+2.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
0.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-3.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-8.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
0.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +5.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -0.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.3-0.0-0.00.2————————0.4%
20250.30.30.30.30.30.30.30.40.30.40.30.44.1%
20240.40.41.2-0.40.50.40.50.50.50.30.40.55.2%
20230.30.30.50.30.30.40.40.50.40.50.50.54.9%
2022-0.1-0.0-0.0-0.00.1-0.10.10.10.10.10.30.41.0%
20210.00.0-0.0-0.00.0-0.0-0.0-0.00.0-0.00.0-0.0-0.1%
20200.20.20.4-0.0-0.0-0.00.0-0.0-0.00.00.0-0.00.8%
20190.20.20.20.20.20.20.20.20.20.20.10.12.3%
20180.10.10.10.10.20.20.20.10.10.20.20.21.8%
20170.00.0-0.00.00.10.10.10.10.10.00.00.10.7%
2016—————————0.00.00.10.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 4.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 99.8% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-09-0110000
2016-10-0110001.170334124234
2016-11-0110003.880581569823
2016-12-0110009.079328942733
2017-01-0110013.083103578267
2017-02-0110015.793351023856
2017-03-0110015.744073797572
2017-04-0110019.957276644813
2017-05-0110027.016239309924
2017-06-0110033.533152485912
2017-07-0110041.762449275255
2017-08-0110048.06993423954
2017-09-0110060.820416540395
2017-10-0110063.72777289112
2017-11-0110068.556941066901
2017-12-0110078.26455464475
2018-01-0110089.351930558532
2018-02-0110095.215920486267
2018-03-0110108.151192385681
2018-04-0110118.043595562094
2018-05-0110134.79785249848
2018-06-0110151.170210931166
2018-07-0110172.765955349905
2018-08-0110186.551259402711
2018-09-0110200.595268893505
2018-10-0110217.928533238723
2018-11-0110236.382854481886
2018-12-0110257.867725141487
2019-01-0110279.389553720799
2019-02-0110298.792461569923
2019-03-0110319.279468397282
2019-04-0110341.232472706577
2019-05-0110364.417407672956
2019-06-0110388.809634683283
2019-07-0110407.054527714743
2019-08-0110431.286603739649
2019-09-0110446.956761697798
2019-10-0110471.87871889067
2019-11-0110481.32762703053
2019-12-0110495.273082068758
2020-01-0110512.039658311714
2020-02-0110535.828239300066
2020-03-0110580.116146422351
2020-04-0110578.958131604688
2020-05-0110577.553730655609
2020-06-0110576.112371786816
2020-07-0110579.611054852945
2020-08-0110579.155240509823
2020-09-0110578.009544998733
2020-10-0110579.032047444112
2020-11-0110579.032047444112
2020-12-0110577.972587079019
2021-01-0110577.972587079019
2021-02-0110580.079188502636
2021-03-0110579.032047444112
2021-04-0110577.972587079019
2021-05-0110579.032047444112
2021-06-0110576.913126713922
2021-07-0110574.806525290303
2021-08-0110573.747064925208
2021-09-0110573.747064925208
2021-10-0110571.62814419502
2021-11-0110572.687604560117
2021-12-0110569.521542771401
2022-01-0110563.70683006995
2022-02-0110562.129958828878
2022-03-0110558.951577733593
2022-04-0110555.785515944877
2022-05-0110565.55472605558
2022-06-0110555.662322879169
2022-07-0110567.93235222376
2022-08-0110579.894398904074
2022-09-0110592.189066861805
2022-10-0110603.929366023845
2022-11-0110635.380555699281
2022-12-0110680.28442815011
2023-01-0110710.269620343612
2023-02-0110740.784542719659
2023-03-0110795.408348054905
2023-04-0110830.703161380452
2023-05-0110861.92028423104
2023-06-0110909.596000660315
2023-07-0110949.054739606816
2023-08-0111003.22273059894
2023-09-0111046.537412502124
2023-10-0111097.157443201837
2023-11-0111152.939263354745
2023-12-0111204.852821244398
2024-01-0111252.035765410837
2024-02-0111293.132972131263
2024-03-0111425.836542512696
2024-04-0111381.54863539041
2024-05-0111436.09852488623
2024-06-0111481.803152264165
2024-07-0111541.822813877454
2024-08-0111597.703188482927
2024-09-0111652.85672400072
2024-10-0111692.450975319502
2024-11-0111735.014179521862
2024-12-0111792.434467448697
2025-01-0111824.30451354754
2025-02-0111862.790027274945
2025-03-0111901.990060783459
2025-04-0111942.914797211894
2025-05-0111981.806848056138
2025-06-0112022.029384010033
2025-07-0112060.342427445445
2025-08-0112111.972641283966
2025-09-0112154.314097968054
2025-10-0112197.715015017235
2025-11-0112233.81058326989
2025-12-0112278.35719583016
2026-01-0112310.301157768434
2026-02-0112310.067090943583
2026-03-0112305.48430889922
2026-04-0112325.466224157173
Annual Return Matrix
YearAnnual Return
20170.006912246714036563
20180.01782084301547382
20190.023143733501788333
20200.007879690634401193
2021-0.0007989285506316834
20220.010479460676671604
20230.04911558270037086
20240.052439925412518074
20250.04120631153158261
20260.0038367533681959998
Total Factor Risk
0.048384109588615894
VTI.US Exposure
-0.00004727425794227868
VEA.US Exposure
-0.00005398797682090043
VWO.US Exposure
0.00017757621968181385
QQQ.US Exposure
0.00007574182918810174
VTV.US Exposure
0.00001688844244903099
IJR.US Exposure
0.00002622332533619298
QUAL.US Exposure
-0.00002146944899891556
SHV.US Exposure
0.998332873057759
TLT.US Exposure
-0.0002464521654897114
LQD.US Exposure
0.0005852688934243573
HYG.US Exposure
0.00023666494910421868
GLD.US Exposure
0.000022143013242422117
USO.US Exposure
0.00015668379607802267
VNQ.US Exposure
0.000006274856711528692
BTC-USD.CC Exposure
0.000016429541874456074
CPER.US Exposure
-0.0000010350833394084925
VIX.INDX Exposure
0.0000068241518960539795
UUP.US Exposure
0.0002534895240331669
TIP.US Exposure
0.00005801512781053354
Idiosyncratic Exposure
0.0003991222040021553
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
4.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$71
Avg Yield on Cost
0.71%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$71.070.71%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Goldman Sachs Access Treasury 0-1 Year ETF a high-risk investment?

Goldman Sachs Access Treasury 0-1 Year ETF (GBIL.US) has an annualized volatility of 4.8% and experienced a maximum drawdown of 0.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of GBIL.US?

Over the past 10 years, GBIL.US has generated a Compound Annual Growth Rate (CAGR) of 2.2%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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