Goldman Sachs Access Inflation Protected USD Bond ETF

10-Year Study

GTIP.US · · US · ETF

Executive Summary: Goldman Sachs Access Inflation Protected USD Bond ETF has compounded at 3.4% annually over the last 10 years, with a maximum drawdown of 13.8% and an annualized volatility of 6.7%.

1Y CAGR
+4.0%
3Y CAGR
+3.6%
5Y CAGR
+0.9%
10Y CAGR
+3.4%

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 →
13.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +10.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.61.3-1.6—————————0.3%
20251.22.20.70.1-0.71.00.11.60.40.30.3-0.76.6%
20240.3-0.90.7-1.71.80.91.70.81.5-1.90.5-1.62.0%
20231.9-1.23.1-0.0-1.2-0.3-0.0-0.8-1.9-0.72.62.43.9%
2022-2.20.9-1.9-2.2-0.9-3.24.3-2.6-6.61.21.9-1.2-12.1%
20210.3-1.6-0.11.41.10.72.6-0.1-0.71.10.90.35.9%
20202.21.0-1.93.00.70.92.30.9-0.3-0.61.11.210.8%
20191.4-0.22.00.31.70.80.32.4-1.1-0.10.20.48.3%
2018——————————0.10.80.9%

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 6.7%. The dominant macroeconomic risk driver is TIP.US, accounting for 94.8% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-10-0110000
2018-11-0110011.303770689014
2018-12-0110091.207947898953
2019-01-0110233.982868046627
2019-02-0110215.627203716764
2019-03-0110417.539511345252
2019-04-0110446.084124942965
2019-05-0110625.596299829927
2019-06-0110706.278259426723
2019-07-0110740.552536607624
2019-08-0110995.976272451984
2019-09-0110872.645911975776
2019-10-0110863.960675322522
2019-11-0110887.579333803462
2019-12-0110930.824034512796
2020-01-0111170.951383415606
2020-02-0111283.70390343054
2020-03-0111066.547061019623
2020-04-0111395.471232422118
2020-05-0111480.04210395321
2020-06-0111584.913095781309
2020-07-0111849.22947691542
2020-08-0111956.200481188038
2020-09-0111916.352096901317
2020-10-0111841.399800887708
2020-11-0111974.348736881406
2020-12-0112113.571784129092
2021-01-0112149.453478242835
2021-02-0111959.493093292404
2021-03-0111942.615215497573
2021-04-0112104.471730202846
2021-05-0112236.202140457128
2021-06-0112320.669307669974
2021-07-0112638.808229974698
2021-08-0112624.056290703948
2021-09-0112534.196498942216
2021-10-0112676.686232214708
2021-11-0112788.401709047166
2021-12-0112824.95748122952
2022-01-0112548.533620939977
2022-02-0112666.626913344671
2022-03-0112427.536607624343
2022-04-0112149.505330401957
2022-05-0112045.152860165099
2022-06-0111661.39503048907
2022-07-0112163.45356120629
2022-08-0111842.670178786246
2022-09-0111059.961836810886
2022-10-0111192.366325133778
2022-11-0111406.023146803835
2022-12-0111269.185298875846
2023-01-0111485.538432820344
2023-02-0111348.285767619365
2023-03-0111694.917451362675
2023-04-0111692.94706931597
2023-05-0111553.412909113536
2023-06-0111521.938648525325
2023-07-0111516.831210851618
2023-08-0111428.526983863609
2023-09-0111210.255320031525
2023-10-0111134.784502426683
2023-11-0111427.982536192807
2023-12-0111705.650848301326
2024-01-0111741.55846849463
2024-02-0111631.502260754138
2024-03-0111717.628697058946
2024-04-0111514.679346247978
2024-05-0111717.42128842245
2024-06-0111818.688555191438
2024-07-0112015.026755714109
2024-08-0112115.723648732735
2024-09-0112300.446965611649
2024-10-0112070.897457170118
2024-11-0112132.990417720994
2024-12-0111944.68930186253
2025-01-0112083.445679678105
2025-02-0112347.243539220974
2025-03-0112435.807027004606
2025-04-0112452.32193968557
2025-05-0112366.558468494628
2025-06-0112492.714771643092
2025-07-0112500.025926079563
2025-08-0112697.634504500767
2025-09-0112751.197784875763
2025-10-0112790.164682457378
2025-11-0112826.461193844112
2025-12-0112737.48288878749
2026-01-0112812.668519517154
2026-02-0112976.002820757458
2026-03-0112774.790517277139
Annual Return Matrix
YearAnnual Return
20190.08320273360224029
20200.10820298139297702
20210.0587263368540456
2022-0.12130817467665567
20230.03873088762406085
20240.02042077426185096
20250.06637205597313778
20260.00292896397313247
Total Factor Risk
0.06653680464846384
VTI.US Exposure
-0.05010203289994404
VEA.US Exposure
-0.009456577787553724
VWO.US Exposure
0.0009975954161492336
QQQ.US Exposure
0.027960380185160623
VTV.US Exposure
0.03074381401171068
IJR.US Exposure
0.0009115470882530718
QUAL.US Exposure
0.003844629814141637
SHV.US Exposure
0.03520017664309803
TLT.US Exposure
0.015743698935456702
LQD.US Exposure
-0.015612634304861397
HYG.US Exposure
0.012253832863278217
GLD.US Exposure
-0.0015081173951617928
USO.US Exposure
0.000007670367485297468
VNQ.US Exposure
-0.0034236197664586094
BTC-USD.CC Exposure
0.0012940961917457213
CPER.US Exposure
-0.00011453134121792615
VIX.INDX Exposure
0.00017438829299612645
UUP.US Exposure
-0.0000680497521349313
TIP.US Exposure
0.9476620640698686
Idiosyncratic Exposure
0.0034916693679883396
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
6.7%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-0.6%
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 →
1.6% 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 →
0.71
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
37
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+0.9%
50.0% retracement+1.6%
61.8% retracement+2.4%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Goldman Sachs Access Inflation Protected USD Bond ETF a high-risk investment?

Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP.US) has an annualized volatility of 6.7% and experienced a maximum drawdown of 13.8% over the last 10 years. Its primary macro risk driver is TIP.US.

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

Over the past 10 years, GTIP.US has generated a Compound Annual Growth Rate (CAGR) of 3.4%. It has had a positive return in 88% 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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