Goldman Sachs Access Investment Grade Corporate Bond ETF

10-Year Study

GIGB.US · · US · ETF

Executive Summary: Goldman Sachs Access Investment Grade Corporate Bond ETF has compounded at 2.4% annually over the last 10 years, with a maximum drawdown of 20.8% and an annualized volatility of 7.5%.

1Y CAGR
+5.3%
3Y CAGR
+4.9%
5Y CAGR
+0.3%
10Y CAGR
+2.4%

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 →
20.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +15.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
56%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.40.9-2.30.8————————-0.2%
20250.62.0-0.3-0.30.31.80.01.01.60.30.7-0.47.6%
2024-0.3-1.41.3-2.71.90.72.11.81.7-2.61.5-2.11.7%
20234.6-3.63.20.6-1.40.50.1-0.9-2.9-2.06.54.18.8%
2022-3.3-1.9-2.6-5.71.6-2.93.4-3.8-5.0-1.05.8-1.2-15.8%
2021-1.5-2.0-1.40.90.61.81.3-0.2-1.30.4-0.2-0.0-1.6%
20202.20.9-5.14.32.11.83.0-1.8-0.4-0.33.00.19.9%
20192.9-0.12.70.61.12.90.43.1-0.70.70.30.415.0%
2018-0.9-2.00.5-0.80.5-0.71.20.2-0.3-1.5-0.41.6-2.8%
2017——————0.70.40.00.1-0.11.02.2%

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 7.5%. The dominant macroeconomic risk driver is LQD.US, accounting for 97.7% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-06-0110000
2017-07-0110066.198665821616
2017-08-0110105.139057481387
2017-09-0110108.012589831455
2017-10-0110122.299685254213
2017-11-0110112.551159618008
2017-12-0110215.944613335338
2018-01-0110122.35339613926
2018-02-019917.822345876615
2018-03-019969.089385654896
2018-04-019886.428333566078
2018-05-019932.673405592377
2018-06-019862.043591754305
2018-07-019981.308612003308
2018-08-0110004.699702441698
2018-09-019972.231472430203
2018-10-019818.269220440214
2018-11-019778.630587274816
2018-12-019934.392153913912
2019-01-0110222.175076000902
2019-02-0110215.622348025048
2019-03-0110487.641125350461
2019-04-0110546.132279167698
2019-05-0110656.884124136597
2019-06-0110962.740759042226
2019-07-0111001.305174506664
2019-08-0111344.43716363558
2019-09-0111268.839092930573
2019-10-0111346.424466382357
2019-11-0111383.61925427807
2019-12-0111429.40778378146
2020-01-0111677.12238562267
2020-02-0111786.880579218181
2020-03-0111188.29962080115
2020-04-0111668.367511359851
2020-05-0111914.551352977192
2020-06-0112126.413939048887
2020-07-0112489.204112105359
2020-08-0112261.631092157135
2020-09-0112217.803009957997
2020-10-0112177.949533252407
2020-11-0112545.681107733293
2020-12-0112555.913031334929
2021-01-0112368.381476189963
2021-02-0112123.755250239012
2021-03-0111957.439494687991
2021-04-0112066.714290318074
2021-05-0112136.377308225283
2021-06-0112360.109999892577
2021-07-0112516.274398169531
2021-08-0112485.686049134716
2021-09-0112321.653006198234
2021-10-0112374.987915050864
2021-11-0112355.088032140591
2021-12-0112349.636377308225
2022-01-0111947.261281971401
2022-02-0111722.293239948007
2022-03-0111422.317946955129
2022-04-0110766.051497996583
2022-05-0110942.572321706715
2022-06-0110627.423703687788
2022-07-0110993.866216927521
2022-08-0110581.124920776443
2022-09-0110051.723582301189
2022-10-019946.638235704848
2022-11-0110524.916479573749
2022-12-0110397.970802762886
2023-01-0110873.043581012127
2023-02-0110485.304701850877
2023-03-0110824.676929026435
2023-04-0110893.346295560257
2023-05-0110738.820079277264
2023-06-0110797.472365749642
2023-07-0110811.22235232192
2023-08-0110717.25515893051
2023-09-0110407.209074991135
2023-10-0110201.38896348734
2023-11-0110867.215949984424
2023-12-0111313.123717652617
2024-01-0111276.439183164859
2024-02-0111113.748912354577
2024-03-0111257.908927823313
2024-04-0110958.57816545101
2024-05-0111172.213210729285
2024-06-0111249.180909003018
2024-07-0111490.584481851092
2024-08-0111695.491508309073
2024-09-0111894.436626526729
2024-10-0111580.657636076525
2024-11-0111749.309815127133
2024-12-0111504.012203113081
2025-01-0111568.545831498212
2025-02-0111802.403024997044
2025-03-0111768.6457337444
2025-04-0111735.291274129613
2025-05-0111774.285376674436
2025-06-0111982.468767120345
2025-07-0111987.544445757376
2025-08-0112108.09852724753
2025-09-0112300.893749127197
2025-10-0112340.10269521221
2025-11-0112425.82526774876
2025-12-0112376.142699079393
2026-01-0112421.63581871502
2026-02-0112536.120570194755
2026-03-0112250.86205970502
2026-04-0112345.446928274481
Annual Return Matrix
YearAnnual Return
2018-0.027560100419290023
20190.1504888881680142
20200.09856199628750684
2021-0.016428646288956905
2022-0.15803425420131523
20230.08801264518328544
20240.016873189953947598
20250.07581098494752192
2026-0.0024802373042446257
Total Factor Risk
0.07450389730393325
VTI.US Exposure
0.02169764182024833
VEA.US Exposure
0.0136027591841522
VWO.US Exposure
-0.001440225948186738
QQQ.US Exposure
-0.012372378449557256
VTV.US Exposure
-0.009237295830650893
IJR.US Exposure
-0.003425014707252359
QUAL.US Exposure
0.0016017383852320415
SHV.US Exposure
0.035051532536923405
TLT.US Exposure
-0.016237488363310494
LQD.US Exposure
0.9767533726038099
HYG.US Exposure
-0.004922178325619441
GLD.US Exposure
0.0000776786851040047
USO.US Exposure
-0.000408821549129738
VNQ.US Exposure
0.005625022365640761
BTC-USD.CC Exposure
-0.00040943982971101793
CPER.US Exposure
0.000320587877571365
VIX.INDX Exposure
-0.0031165701633709443
UUP.US Exposure
-0.003436428257971646
TIP.US Exposure
-0.0008625363346291161
Idiosyncratic Exposure
0.0011380443007075886
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
55.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.5%

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 →4.61%
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
$92
Avg Yield on Cost
0.92%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$91.860.92%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 →
-0.4%
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 →
+0.4%
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 →
1.8% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Goldman Sachs Access Investment Grade Corporate Bond ETF a high-risk investment?

Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB.US) has an annualized volatility of 7.5% and experienced a maximum drawdown of 20.8% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, GIGB.US has generated a Compound Annual Growth Rate (CAGR) of 2.4%. It has had a positive return in 56% 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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