Goldman Sachs Access Ultra Short Bond ETF

10-Year Study

GSST.US · · US · ETF

Executive Summary: Goldman Sachs Access Ultra Short Bond ETF has compounded at 3.1% annually over the last 10 years, with a maximum drawdown of 2.4% and an annualized volatility of 6.2%.

1Y CAGR
+3.7%
3Y CAGR
+5.3%
5Y CAGR
+3.6%
10Y CAGR
+3.1%

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 →
2.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-1.00
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +6.1%
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 →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.40.0-0.30.3————————0.3%
20250.60.50.30.30.30.50.40.60.50.40.40.45.2%
20240.60.30.60.30.60.50.70.70.50.20.50.46.0%
20230.80.30.40.40.30.40.50.50.30.30.80.86.1%
2022-0.1-0.1-0.3-0.1-0.1-0.30.20.3-0.3-0.00.40.50.1%
20210.0-0.00.00.00.00.00.10.0-0.0-0.0-0.0-0.10.1%
20200.40.4-2.41.20.90.40.10.40.00.10.10.21.7%
2019————0.30.40.20.40.20.30.20.22.2%

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 6.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 99.0% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110025.880348074767
2019-06-0110069.071392543914
2019-07-0110089.932373205884
2019-08-0110125.973879701678
2019-09-0110146.173772948303
2019-10-0110181.162436523366
2019-11-0110200.040154939303
2019-12-0110218.011938749027
2020-01-0110259.489052882096
2020-02-0110296.118192635977
2020-03-0110050.658883790626
2020-04-0110176.094099672395
2020-05-0110262.892428835165
2020-06-0110305.814141394356
2020-07-0110313.379919592182
2020-08-0110357.207566757586
2020-09-0110362.055541136777
2020-10-0110369.449926300998
2020-11-0110379.757993036546
2020-12-0110396.015846510194
2021-01-0110400.104794597693
2021-02-0110399.859947406821
2021-03-0110400.325157069472
2021-04-0110404.536528752406
2021-05-0110406.348397964828
2021-06-0110410.241468299635
2021-07-0110415.79949953234
2021-08-0110417.635853463853
2021-09-0110414.771141330697
2021-10-0110410.388376614155
2021-11-0110409.555896165204
2021-12-0110401.696301338334
2022-01-0110395.526152128456
2022-02-0110380.345626294631
2022-03-0110350.40081485145
2022-04-0110342.369826990973
2022-05-0110334.92647238858
2022-06-0110307.87085779765
2022-07-0110327.017908123538
2022-08-0110356.42405574681
2022-09-0110327.066877561712
2022-10-0110324.64289037212
2022-11-0110368.96023191926
2022-12-0110415.628106498732
2023-01-0110496.550103080666
2023-02-0110531.073556993082
2023-03-0110570.371531127425
2023-04-0110614.81129627
2023-05-0110647.229064340943
2023-06-0110687.4329730815
2023-07-0110745.731089227214
2023-08-0110799.54850178004
2023-09-0110836.104187376659
2023-10-0110872.561934096932
2023-11-0110963.253333594505
2023-12-0111049.31712118467
2024-01-0111117.825365189587
2024-02-0111153.181299550952
2024-03-0111216.35187479494
2024-04-0111248.20649432689
2024-05-0111313.703117884128
2024-06-0111371.046329985456
2024-07-0111445.186059380341
2024-08-0111529.903187420732
2024-09-0111591.751587834031
2024-10-0111615.648673662767
2024-11-0111668.266334980337
2024-12-0111713.856881919995
2025-01-0111786.184742102452
2025-02-0111840.1490629698
2025-03-0111876.337477780116
2025-04-0111914.998849218202
2025-05-0111955.667967621406
2025-06-0112019.107874775353
2025-07-0112063.131399693451
2025-08-0112129.729835609594
2025-09-0112186.754746362796
2025-10-0112230.459969932765
2025-11-0112276.197425186941
2025-12-0112323.232570552718
2026-01-0112368.406877267897
2026-02-0112371.638860187357
2026-03-0112332.683672120229
2026-04-0112364.783138843048
Annual Return Matrix
YearAnnual Return
20200.01742060087893771
20210.0005464069035685526
20220.0013393781895560952
20230.06084021128697481
20240.060143061643259
20250.052021780253545424
20260.0033717263755630444
Total Factor Risk
0.06193927029023796
VTI.US Exposure
0.008978861298882711
VEA.US Exposure
0.0010209359955234728
VWO.US Exposure
0.00015347969653852888
QQQ.US Exposure
-0.0015824120847958405
VTV.US Exposure
-0.0006812991835676503
IJR.US Exposure
-0.0002561943996301782
QUAL.US Exposure
-0.0017378544395492026
SHV.US Exposure
0.9898097010602416
TLT.US Exposure
-0.0004116710073540996
LQD.US Exposure
0.0025193090749459713
HYG.US Exposure
-0.0004143382199160486
GLD.US Exposure
-0.0004539087201853568
USO.US Exposure
0.00019281604422287558
VNQ.US Exposure
0.0007441937272403791
BTC-USD.CC Exposure
-0.00010605841061350355
CPER.US Exposure
0.00026246352002379074
VIX.INDX Exposure
-0.00030968363024995335
UUP.US Exposure
-0.00020533728113631926
TIP.US Exposure
0.0007562429400424751
Idiosyncratic Exposure
0.0017207540193364221
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
6.2%

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
$84
Avg Yield on Cost
0.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$84.010.84%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 →
+1.0%
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 →
0.3% 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 →
0.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Goldman Sachs Access Ultra Short Bond ETF a high-risk investment?

Goldman Sachs Access Ultra Short Bond ETF (GSST.US) has an annualized volatility of 6.2% and experienced a maximum drawdown of 2.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GSST.US has generated a Compound Annual Growth Rate (CAGR) of 3.1%. It has had a positive return in 100% 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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